CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 0.7834 0.7857 0.0023 0.3% 0.7952
High 0.7875 0.7885 0.0010 0.1% 0.7952
Low 0.7834 0.7828 -0.0006 -0.1% 0.7815
Close 0.7849 0.7866 0.0017 0.2% 0.7866
Range 0.0041 0.0057 0.0016 39.0% 0.0137
ATR 0.0059 0.0059 0.0000 -0.2% 0.0000
Volume 321 389 68 21.2% 1,968
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8031 0.8005 0.7897
R3 0.7974 0.7948 0.7882
R2 0.7917 0.7917 0.7876
R1 0.7891 0.7891 0.7871 0.7904
PP 0.7860 0.7860 0.7860 0.7866
S1 0.7834 0.7834 0.7861 0.7847
S2 0.7803 0.7803 0.7856
S3 0.7746 0.7777 0.7850
S4 0.7689 0.7720 0.7835
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8289 0.8214 0.7941
R3 0.8152 0.8077 0.7904
R2 0.8015 0.8015 0.7891
R1 0.7940 0.7940 0.7879 0.7909
PP 0.7878 0.7878 0.7878 0.7862
S1 0.7803 0.7803 0.7853 0.7772
S2 0.7741 0.7741 0.7841
S3 0.7604 0.7666 0.7828
S4 0.7467 0.7529 0.7791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7952 0.7815 0.0137 1.7% 0.0056 0.7% 37% False False 393
10 0.8107 0.7815 0.0292 3.7% 0.0061 0.8% 17% False False 289
20 0.8216 0.7815 0.0401 5.1% 0.0057 0.7% 13% False False 194
40 0.8349 0.7815 0.0534 6.8% 0.0055 0.7% 10% False False 174
60 0.8364 0.7815 0.0549 7.0% 0.0051 0.6% 9% False False 134
80 0.8364 0.7810 0.0554 7.0% 0.0048 0.6% 10% False False 107
100 0.8364 0.7780 0.0584 7.4% 0.0045 0.6% 15% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 0.8127
2.618 0.8034
1.618 0.7977
1.000 0.7942
0.618 0.7920
HIGH 0.7885
0.618 0.7863
0.500 0.7857
0.382 0.7850
LOW 0.7828
0.618 0.7793
1.000 0.7771
1.618 0.7736
2.618 0.7679
4.250 0.7586
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 0.7863 0.7862
PP 0.7860 0.7858
S1 0.7857 0.7855

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

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