CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 0.7461 0.7446 -0.0015 -0.2% 0.7561
High 0.7475 0.7512 0.0037 0.5% 0.7589
Low 0.7428 0.7443 0.0015 0.2% 0.7450
Close 0.7446 0.7488 0.0042 0.6% 0.7500
Range 0.0047 0.0069 0.0022 46.8% 0.0139
ATR 0.0064 0.0064 0.0000 0.6% 0.0000
Volume 59,664 63,585 3,921 6.6% 290,549
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7688 0.7657 0.7526
R3 0.7619 0.7588 0.7507
R2 0.7550 0.7550 0.7501
R1 0.7519 0.7519 0.7494 0.7535
PP 0.7481 0.7481 0.7481 0.7489
S1 0.7450 0.7450 0.7482 0.7466
S2 0.7412 0.7412 0.7475
S3 0.7343 0.7381 0.7469
S4 0.7274 0.7312 0.7450
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7930 0.7854 0.7576
R3 0.7791 0.7715 0.7538
R2 0.7652 0.7652 0.7525
R1 0.7576 0.7576 0.7513 0.7545
PP 0.7513 0.7513 0.7513 0.7497
S1 0.7437 0.7437 0.7487 0.7406
S2 0.7374 0.7374 0.7475
S3 0.7235 0.7298 0.7462
S4 0.7096 0.7159 0.7424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7521 0.7428 0.0093 1.2% 0.0053 0.7% 65% False False 55,958
10 0.7683 0.7428 0.0255 3.4% 0.0064 0.9% 24% False False 61,919
20 0.7683 0.7428 0.0255 3.4% 0.0062 0.8% 24% False False 50,887
40 0.7710 0.7428 0.0282 3.8% 0.0070 0.9% 21% False False 25,970
60 0.7885 0.7428 0.0457 6.1% 0.0064 0.9% 13% False False 17,442
80 0.8216 0.7428 0.0788 10.5% 0.0063 0.8% 8% False False 13,125
100 0.8364 0.7428 0.0936 12.5% 0.0060 0.8% 6% False False 10,525
120 0.8364 0.7428 0.0936 12.5% 0.0057 0.8% 6% False False 8,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7805
2.618 0.7693
1.618 0.7624
1.000 0.7581
0.618 0.7555
HIGH 0.7512
0.618 0.7486
0.500 0.7478
0.382 0.7469
LOW 0.7443
0.618 0.7400
1.000 0.7374
1.618 0.7331
2.618 0.7262
4.250 0.7150
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 0.7485 0.7482
PP 0.7481 0.7476
S1 0.7478 0.7470

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

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