CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 0.7698 0.7687 -0.0011 -0.1% 0.7870
High 0.7716 0.7738 0.0022 0.3% 0.7881
Low 0.7674 0.7681 0.0007 0.1% 0.7684
Close 0.7686 0.7712 0.0026 0.3% 0.7695
Range 0.0042 0.0057 0.0015 35.7% 0.0197
ATR 0.0065 0.0065 -0.0001 -0.9% 0.0000
Volume 46,030 55,081 9,051 19.7% 319,557
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7881 0.7854 0.7743
R3 0.7824 0.7797 0.7728
R2 0.7767 0.7767 0.7722
R1 0.7740 0.7740 0.7717 0.7754
PP 0.7710 0.7710 0.7710 0.7717
S1 0.7683 0.7683 0.7707 0.7697
S2 0.7653 0.7653 0.7702
S3 0.7596 0.7626 0.7696
S4 0.7539 0.7569 0.7681
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8344 0.8217 0.7803
R3 0.8147 0.8020 0.7749
R2 0.7950 0.7950 0.7731
R1 0.7823 0.7823 0.7713 0.7788
PP 0.7753 0.7753 0.7753 0.7736
S1 0.7626 0.7626 0.7677 0.7591
S2 0.7556 0.7556 0.7659
S3 0.7359 0.7429 0.7641
S4 0.7162 0.7232 0.7587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7853 0.7674 0.0179 2.3% 0.0063 0.8% 21% False False 59,992
10 0.7896 0.7674 0.0222 2.9% 0.0060 0.8% 17% False False 63,081
20 0.8136 0.7674 0.0462 6.0% 0.0066 0.9% 8% False False 67,166
40 0.8235 0.7674 0.0561 7.3% 0.0069 0.9% 7% False False 46,876
60 0.8375 0.7674 0.0701 9.1% 0.0069 0.9% 5% False False 31,374
80 0.8375 0.7674 0.0701 9.1% 0.0070 0.9% 5% False False 23,621
100 0.8375 0.7674 0.0701 9.1% 0.0070 0.9% 5% False False 18,944
120 0.8375 0.7674 0.0701 9.1% 0.0069 0.9% 5% False False 15,803
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7980
2.618 0.7887
1.618 0.7830
1.000 0.7795
0.618 0.7773
HIGH 0.7738
0.618 0.7716
0.500 0.7710
0.382 0.7703
LOW 0.7681
0.618 0.7646
1.000 0.7624
1.618 0.7589
2.618 0.7532
4.250 0.7439
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 0.7711 0.7710
PP 0.7710 0.7708
S1 0.7710 0.7706

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These figures are updated between 7pm and 10pm EST after a trading day.

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