CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 0.7719 0.7670 -0.0049 -0.6% 0.7870
High 0.7726 0.7725 -0.0001 0.0% 0.7881
Low 0.7657 0.7661 0.0004 0.1% 0.7684
Close 0.7672 0.7667 -0.0005 -0.1% 0.7695
Range 0.0069 0.0064 -0.0005 -7.2% 0.0197
ATR 0.0065 0.0065 0.0000 -0.1% 0.0000
Volume 57,334 59,566 2,232 3.9% 319,557
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7876 0.7836 0.7702
R3 0.7812 0.7772 0.7685
R2 0.7748 0.7748 0.7679
R1 0.7708 0.7708 0.7673 0.7696
PP 0.7684 0.7684 0.7684 0.7679
S1 0.7644 0.7644 0.7661 0.7632
S2 0.7620 0.7620 0.7655
S3 0.7556 0.7580 0.7649
S4 0.7492 0.7516 0.7632
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 0.7738 0.7657 0.0081 1.1% 0.0053 0.7% 12% False False 52,929
10 0.7896 0.7657 0.0239 3.1% 0.0064 0.8% 4% False False 60,575
20 0.8118 0.7657 0.0461 6.0% 0.0065 0.8% 2% False False 66,546
40 0.8235 0.7657 0.0578 7.5% 0.0068 0.9% 2% False False 49,745
60 0.8375 0.7657 0.0718 9.4% 0.0068 0.9% 1% False False 33,310
80 0.8375 0.7657 0.0718 9.4% 0.0070 0.9% 1% False False 25,074
100 0.8375 0.7657 0.0718 9.4% 0.0071 0.9% 1% False False 20,109
120 0.8375 0.7657 0.0718 9.4% 0.0068 0.9% 1% False False 16,773
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7893
1.618 0.7829
1.000 0.7789
0.618 0.7765
HIGH 0.7725
0.618 0.7701
0.500 0.7693
0.382 0.7685
LOW 0.7661
0.618 0.7621
1.000 0.7597
1.618 0.7557
2.618 0.7493
4.250 0.7389
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 0.7693 0.7698
PP 0.7684 0.7687
S1 0.7676 0.7677

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

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