CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 0.7581 0.7586 0.0005 0.1% 0.7664
High 0.7625 0.7636 0.0011 0.1% 0.7773
Low 0.7566 0.7576 0.0010 0.1% 0.7630
Close 0.7580 0.7620 0.0040 0.5% 0.7636
Range 0.0059 0.0060 0.0001 1.7% 0.0143
ATR 0.0065 0.0064 0.0000 -0.5% 0.0000
Volume 61,844 47,160 -14,684 -23.7% 319,422
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7791 0.7765 0.7653
R3 0.7731 0.7705 0.7637
R2 0.7671 0.7671 0.7631
R1 0.7645 0.7645 0.7626 0.7658
PP 0.7611 0.7611 0.7611 0.7617
S1 0.7585 0.7585 0.7615 0.7598
S2 0.7551 0.7551 0.7609
S3 0.7491 0.7525 0.7604
S4 0.7431 0.7465 0.7587
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% 0.0065 0.9% 34% False False 60,624
10 0.7773 0.7566 0.0207 2.7% 0.0062 0.8% 26% False False 59,278
20 0.7896 0.7566 0.0330 4.3% 0.0063 0.8% 16% False False 59,926
40 0.8235 0.7566 0.0669 8.8% 0.0064 0.8% 8% False False 62,208
60 0.8375 0.7566 0.0809 10.6% 0.0067 0.9% 7% False False 43,146
80 0.8375 0.7566 0.0809 10.6% 0.0069 0.9% 7% False False 32,449
100 0.8375 0.7566 0.0809 10.6% 0.0072 0.9% 7% False False 26,008
120 0.8375 0.7566 0.0809 10.6% 0.0068 0.9% 7% False False 21,708
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7891
2.618 0.7793
1.618 0.7733
1.000 0.7696
0.618 0.7673
HIGH 0.7636
0.618 0.7613
0.500 0.7606
0.382 0.7599
LOW 0.7576
0.618 0.7539
1.000 0.7516
1.618 0.7479
2.618 0.7419
4.250 0.7321
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 0.7615 0.7614
PP 0.7611 0.7607
S1 0.7606 0.7601

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

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