CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 0.7599 0.7581 -0.0018 -0.2% 0.7664
High 0.7628 0.7625 -0.0003 0.0% 0.7773
Low 0.7572 0.7566 -0.0006 -0.1% 0.7630
Close 0.7582 0.7580 -0.0002 0.0% 0.7636
Range 0.0056 0.0059 0.0003 5.4% 0.0143
ATR 0.0065 0.0065 0.0000 -0.7% 0.0000
Volume 58,974 61,844 2,870 4.9% 319,422
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7767 0.7733 0.7612
R3 0.7708 0.7674 0.7596
R2 0.7649 0.7649 0.7591
R1 0.7615 0.7615 0.7585 0.7603
PP 0.7590 0.7590 0.7590 0.7584
S1 0.7556 0.7556 0.7575 0.7544
S2 0.7531 0.7531 0.7569
S3 0.7472 0.7497 0.7564
S4 0.7413 0.7438 0.7548
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8109 0.8015 0.7715
R3 0.7966 0.7872 0.7675
R2 0.7823 0.7823 0.7662
R1 0.7729 0.7729 0.7649 0.7705
PP 0.7680 0.7680 0.7680 0.7667
S1 0.7586 0.7586 0.7623 0.7562
S2 0.7537 0.7537 0.7610
S3 0.7394 0.7443 0.7597
S4 0.7251 0.7300 0.7557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7726 0.7566 0.0160 2.1% 0.0066 0.9% 9% False True 62,073
10 0.7773 0.7566 0.0207 2.7% 0.0063 0.8% 7% False True 60,519
20 0.7896 0.7566 0.0330 4.4% 0.0062 0.8% 4% False True 60,765
40 0.8235 0.7566 0.0669 8.8% 0.0065 0.9% 2% False True 61,865
60 0.8375 0.7566 0.0809 10.7% 0.0067 0.9% 2% False True 42,363
80 0.8375 0.7566 0.0809 10.7% 0.0070 0.9% 2% False True 31,861
100 0.8375 0.7566 0.0809 10.7% 0.0071 0.9% 2% False True 25,538
120 0.8375 0.7566 0.0809 10.7% 0.0069 0.9% 2% False True 21,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7876
2.618 0.7779
1.618 0.7720
1.000 0.7684
0.618 0.7661
HIGH 0.7625
0.618 0.7602
0.500 0.7596
0.382 0.7589
LOW 0.7566
0.618 0.7530
1.000 0.7507
1.618 0.7471
2.618 0.7412
4.250 0.7315
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 0.7596 0.7605
PP 0.7590 0.7596
S1 0.7585 0.7588

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

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