CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 0.7544 0.7530 -0.0014 -0.2% 0.7537
High 0.7562 0.7554 -0.0008 -0.1% 0.7683
Low 0.7516 0.7482 -0.0034 -0.5% 0.7527
Close 0.7537 0.7496 -0.0041 -0.5% 0.7589
Range 0.0046 0.0072 0.0026 56.5% 0.0156
ATR 0.0069 0.0069 0.0000 0.4% 0.0000
Volume 45,323 75,352 30,029 66.3% 313,956
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7727 0.7683 0.7536
R3 0.7655 0.7611 0.7516
R2 0.7583 0.7583 0.7509
R1 0.7539 0.7539 0.7503 0.7525
PP 0.7511 0.7511 0.7511 0.7504
S1 0.7467 0.7467 0.7489 0.7453
S2 0.7439 0.7439 0.7483
S3 0.7367 0.7395 0.7476
S4 0.7295 0.7323 0.7456
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8068 0.7984 0.7675
R3 0.7912 0.7828 0.7632
R2 0.7756 0.7756 0.7618
R1 0.7672 0.7672 0.7603 0.7714
PP 0.7600 0.7600 0.7600 0.7621
S1 0.7516 0.7516 0.7575 0.7558
S2 0.7444 0.7444 0.7560
S3 0.7288 0.7360 0.7546
S4 0.7132 0.7204 0.7503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7683 0.7482 0.0201 2.7% 0.0075 1.0% 7% False True 67,880
10 0.7683 0.7482 0.0201 2.7% 0.0061 0.8% 7% False True 63,676
20 0.7683 0.7482 0.0201 2.7% 0.0069 0.9% 7% False True 37,255
40 0.7768 0.7482 0.0286 3.8% 0.0071 0.9% 5% False True 19,014
60 0.8072 0.7482 0.0590 7.9% 0.0066 0.9% 2% False True 12,805
80 0.8216 0.7482 0.0734 9.8% 0.0063 0.8% 2% False True 9,639
100 0.8364 0.7482 0.0882 11.8% 0.0060 0.8% 2% False True 7,728
120 0.8364 0.7482 0.0882 11.8% 0.0056 0.8% 2% False True 6,448
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7742
1.618 0.7670
1.000 0.7626
0.618 0.7598
HIGH 0.7554
0.618 0.7526
0.500 0.7518
0.382 0.7510
LOW 0.7482
0.618 0.7438
1.000 0.7410
1.618 0.7366
2.618 0.7294
4.250 0.7176
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 0.7518 0.7536
PP 0.7511 0.7522
S1 0.7503 0.7509

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

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