CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 0.7641 0.7588 -0.0053 -0.7% 0.7636
High 0.7658 0.7640 -0.0018 -0.2% 0.7677
Low 0.7578 0.7523 -0.0055 -0.7% 0.7578
Close 0.7591 0.7547 -0.0044 -0.6% 0.7591
Range 0.0080 0.0117 0.0037 46.3% 0.0099
ATR 0.0072 0.0075 0.0003 4.5% 0.0000
Volume 78,799 114,864 36,065 45.8% 328,467
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7921 0.7851 0.7611
R3 0.7804 0.7734 0.7579
R2 0.7687 0.7687 0.7568
R1 0.7617 0.7617 0.7558 0.7594
PP 0.7570 0.7570 0.7570 0.7558
S1 0.7500 0.7500 0.7536 0.7477
S2 0.7453 0.7453 0.7526
S3 0.7336 0.7383 0.7515
S4 0.7219 0.7266 0.7483
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7912 0.7851 0.7645
R3 0.7813 0.7752 0.7618
R2 0.7714 0.7714 0.7609
R1 0.7653 0.7653 0.7600 0.7634
PP 0.7615 0.7615 0.7615 0.7606
S1 0.7554 0.7554 0.7582 0.7535
S2 0.7516 0.7516 0.7573
S3 0.7417 0.7455 0.7564
S4 0.7318 0.7356 0.7537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7677 0.7523 0.0154 2.0% 0.0081 1.1% 16% False True 79,389
10 0.7720 0.7523 0.0197 2.6% 0.0080 1.1% 12% False True 70,717
20 0.7773 0.7523 0.0250 3.3% 0.0076 1.0% 10% False True 66,584
40 0.8118 0.7523 0.0595 7.9% 0.0070 0.9% 4% False True 66,933
60 0.8235 0.7523 0.0712 9.4% 0.0069 0.9% 3% False True 57,106
80 0.8375 0.7523 0.0852 11.3% 0.0069 0.9% 3% False True 43,010
100 0.8375 0.7523 0.0852 11.3% 0.0071 0.9% 3% False True 34,481
120 0.8375 0.7523 0.0852 11.3% 0.0071 0.9% 3% False True 28,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8137
2.618 0.7946
1.618 0.7829
1.000 0.7757
0.618 0.7712
HIGH 0.7640
0.618 0.7595
0.500 0.7582
0.382 0.7568
LOW 0.7523
0.618 0.7451
1.000 0.7406
1.618 0.7334
2.618 0.7217
4.250 0.7026
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 0.7582 0.7591
PP 0.7570 0.7576
S1 0.7559 0.7562

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

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