CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 0.7840 0.7739 -0.0101 -1.3% 0.7952
High 0.7842 0.7739 -0.0103 -1.3% 0.7952
Low 0.7710 0.7703 -0.0007 -0.1% 0.7815
Close 0.7725 0.7703 -0.0022 -0.3% 0.7866
Range 0.0132 0.0036 -0.0096 -72.7% 0.0137
ATR 0.0064 0.0062 -0.0002 -3.1% 0.0000
Volume 281 1,402 1,121 398.9% 1,968
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7823 0.7799 0.7723
R3 0.7787 0.7763 0.7713
R2 0.7751 0.7751 0.7710
R1 0.7727 0.7727 0.7706 0.7721
PP 0.7715 0.7715 0.7715 0.7712
S1 0.7691 0.7691 0.7700 0.7685
S2 0.7679 0.7679 0.7696
S3 0.7643 0.7655 0.7693
S4 0.7607 0.7619 0.7683
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 0.7885 0.7703 0.0182 2.4% 0.0067 0.9% 0% False True 529
10 0.7958 0.7703 0.0255 3.3% 0.0062 0.8% 0% False True 439
20 0.8216 0.7703 0.0513 6.7% 0.0063 0.8% 0% False True 282
40 0.8216 0.7703 0.0513 6.7% 0.0057 0.7% 0% False True 227
60 0.8364 0.7703 0.0661 8.6% 0.0051 0.7% 0% False True 170
80 0.8364 0.7703 0.0661 8.6% 0.0048 0.6% 0% False True 134
100 0.8364 0.7703 0.0661 8.6% 0.0046 0.6% 0% False True 116
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7892
2.618 0.7833
1.618 0.7797
1.000 0.7775
0.618 0.7761
HIGH 0.7739
0.618 0.7725
0.500 0.7721
0.382 0.7717
LOW 0.7703
0.618 0.7681
1.000 0.7667
1.618 0.7645
2.618 0.7609
4.250 0.7550
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 0.7721 0.7777
PP 0.7715 0.7752
S1 0.7709 0.7728

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

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