CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 0.7687 0.7719 0.0032 0.4% 0.7870
High 0.7738 0.7726 -0.0012 -0.2% 0.7881
Low 0.7681 0.7657 -0.0024 -0.3% 0.7684
Close 0.7712 0.7672 -0.0040 -0.5% 0.7695
Range 0.0057 0.0069 0.0012 21.1% 0.0197
ATR 0.0065 0.0065 0.0000 0.5% 0.0000
Volume 55,081 57,334 2,253 4.1% 319,557
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7892 0.7851 0.7710
R3 0.7823 0.7782 0.7691
R2 0.7754 0.7754 0.7685
R1 0.7713 0.7713 0.7678 0.7699
PP 0.7685 0.7685 0.7685 0.7678
S1 0.7644 0.7644 0.7666 0.7630
S2 0.7616 0.7616 0.7659
S3 0.7547 0.7575 0.7653
S4 0.7478 0.7506 0.7634
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 0.7745 0.7657 0.0088 1.1% 0.0048 0.6% 17% False True 51,676
10 0.7896 0.7657 0.0239 3.1% 0.0062 0.8% 6% False True 61,011
20 0.8136 0.7657 0.0479 6.2% 0.0067 0.9% 3% False True 66,902
40 0.8235 0.7657 0.0578 7.5% 0.0067 0.9% 3% False True 48,292
60 0.8375 0.7657 0.0718 9.4% 0.0068 0.9% 2% False True 32,321
80 0.8375 0.7657 0.0718 9.4% 0.0070 0.9% 2% False True 24,334
100 0.8375 0.7657 0.0718 9.4% 0.0071 0.9% 2% False True 19,513
120 0.8375 0.7657 0.0718 9.4% 0.0069 0.9% 2% False True 16,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8019
2.618 0.7907
1.618 0.7838
1.000 0.7795
0.618 0.7769
HIGH 0.7726
0.618 0.7700
0.500 0.7692
0.382 0.7683
LOW 0.7657
0.618 0.7614
1.000 0.7588
1.618 0.7545
2.618 0.7476
4.250 0.7364
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 0.7692 0.7698
PP 0.7685 0.7689
S1 0.7679 0.7681

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

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