CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 0.7670 0.7665 -0.0005 -0.1% 0.7698
High 0.7725 0.7678 -0.0047 -0.6% 0.7738
Low 0.7661 0.7629 -0.0032 -0.4% 0.7629
Close 0.7667 0.7650 -0.0017 -0.2% 0.7650
Range 0.0064 0.0049 -0.0015 -23.4% 0.0109
ATR 0.0065 0.0064 -0.0001 -1.8% 0.0000
Volume 59,566 55,689 -3,877 -6.5% 273,700
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7799 0.7774 0.7677
R3 0.7750 0.7725 0.7663
R2 0.7701 0.7701 0.7659
R1 0.7676 0.7676 0.7654 0.7664
PP 0.7652 0.7652 0.7652 0.7647
S1 0.7627 0.7627 0.7646 0.7615
S2 0.7603 0.7603 0.7641
S3 0.7554 0.7578 0.7637
S4 0.7505 0.7529 0.7623
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7999 0.7934 0.7710
R3 0.7890 0.7825 0.7680
R2 0.7781 0.7781 0.7670
R1 0.7716 0.7716 0.7660 0.7694
PP 0.7672 0.7672 0.7672 0.7662
S1 0.7607 0.7607 0.7640 0.7585
S2 0.7563 0.7563 0.7630
S3 0.7454 0.7498 0.7620
S4 0.7345 0.7389 0.7590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7738 0.7629 0.0109 1.4% 0.0056 0.7% 19% False True 54,740
10 0.7881 0.7629 0.0252 3.3% 0.0062 0.8% 8% False True 59,325
20 0.8118 0.7629 0.0489 6.4% 0.0065 0.8% 4% False True 67,070
40 0.8235 0.7629 0.0606 7.9% 0.0067 0.9% 3% False True 51,098
60 0.8375 0.7629 0.0746 9.8% 0.0068 0.9% 3% False True 34,234
80 0.8375 0.7629 0.0746 9.8% 0.0070 0.9% 3% False True 25,766
100 0.8375 0.7629 0.0746 9.8% 0.0071 0.9% 3% False True 20,663
120 0.8375 0.7629 0.0746 9.8% 0.0068 0.9% 3% False True 17,236
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7886
2.618 0.7806
1.618 0.7757
1.000 0.7727
0.618 0.7708
HIGH 0.7678
0.618 0.7659
0.500 0.7654
0.382 0.7648
LOW 0.7629
0.618 0.7599
1.000 0.7580
1.618 0.7550
2.618 0.7501
4.250 0.7421
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 0.7654 0.7678
PP 0.7652 0.7668
S1 0.7651 0.7659

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

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