CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 0.7620 0.7639 0.0019 0.2% 0.7628
High 0.7653 0.7651 -0.0002 0.0% 0.7672
Low 0.7589 0.7582 -0.0007 -0.1% 0.7582
Close 0.7634 0.7589 -0.0045 -0.6% 0.7589
Range 0.0064 0.0069 0.0005 7.8% 0.0090
ATR 0.0065 0.0065 0.0000 0.5% 0.0000
Volume 1,372 574 -798 -58.2% 3,182
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7814 0.7771 0.7627
R3 0.7745 0.7702 0.7608
R2 0.7676 0.7676 0.7602
R1 0.7633 0.7633 0.7595 0.7620
PP 0.7607 0.7607 0.7607 0.7601
S1 0.7564 0.7564 0.7583 0.7551
S2 0.7538 0.7538 0.7576
S3 0.7469 0.7495 0.7570
S4 0.7400 0.7426 0.7551
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7884 0.7827 0.7639
R3 0.7794 0.7737 0.7614
R2 0.7704 0.7704 0.7606
R1 0.7647 0.7647 0.7597 0.7631
PP 0.7614 0.7614 0.7614 0.7606
S1 0.7557 0.7557 0.7581 0.7541
S2 0.7524 0.7524 0.7573
S3 0.7434 0.7467 0.7564
S4 0.7344 0.7377 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7672 0.7582 0.0090 1.2% 0.0064 0.8% 8% False True 636
10 0.7710 0.7582 0.0128 1.7% 0.0073 1.0% 5% False True 562
20 0.7768 0.7566 0.0202 2.7% 0.0066 0.9% 11% False False 475
40 0.8107 0.7566 0.0541 7.1% 0.0061 0.8% 4% False False 412
60 0.8216 0.7566 0.0650 8.6% 0.0059 0.8% 4% False False 323
80 0.8364 0.7566 0.0798 10.5% 0.0055 0.7% 3% False False 261
100 0.8364 0.7566 0.0798 10.5% 0.0052 0.7% 3% False False 218
120 0.8364 0.7566 0.0798 10.5% 0.0051 0.7% 3% False False 189
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7944
2.618 0.7832
1.618 0.7763
1.000 0.7720
0.618 0.7694
HIGH 0.7651
0.618 0.7625
0.500 0.7617
0.382 0.7608
LOW 0.7582
0.618 0.7539
1.000 0.7513
1.618 0.7470
2.618 0.7401
4.250 0.7289
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 0.7617 0.7627
PP 0.7607 0.7614
S1 0.7598 0.7602

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

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