CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 0.8216 0.8070 -0.0146 -1.8% 0.8375
High 0.8250 0.8072 -0.0178 -2.2% 0.8383
Low 0.8050 0.8043 -0.0007 -0.1% 0.8273
Close 0.8070 0.8061 -0.0009 -0.1% 0.8315
Range 0.0200 0.0029 -0.0171 -85.5% 0.0110
ATR 0.0057 0.0055 -0.0002 -3.5% 0.0000
Volume 53 201 148 279.2% 88
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8146 0.8132 0.8077
R3 0.8117 0.8103 0.8069
R2 0.8088 0.8088 0.8066
R1 0.8074 0.8074 0.8064 0.8067
PP 0.8059 0.8059 0.8059 0.8055
S1 0.8045 0.8045 0.8058 0.8038
S2 0.8030 0.8030 0.8056
S3 0.8001 0.8016 0.8053
S4 0.7972 0.7987 0.8045
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8654 0.8594 0.8376
R3 0.8544 0.8484 0.8345
R2 0.8434 0.8434 0.8335
R1 0.8374 0.8374 0.8325 0.8349
PP 0.8324 0.8324 0.8324 0.8311
S1 0.8264 0.8264 0.8305 0.8239
S2 0.8214 0.8214 0.8295
S3 0.8104 0.8154 0.8285
S4 0.7994 0.8044 0.8255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8383 0.8043 0.0340 4.2% 0.0080 1.0% 5% False True 58
10 0.8421 0.8043 0.0378 4.7% 0.0059 0.7% 5% False True 44
20 0.8581 0.8043 0.0538 6.7% 0.0041 0.5% 3% False True 33
40 0.8843 0.8043 0.0800 9.9% 0.0030 0.4% 2% False True 40
60 0.8911 0.8043 0.0868 10.8% 0.0024 0.3% 2% False True 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8195
2.618 0.8148
1.618 0.8119
1.000 0.8101
0.618 0.8090
HIGH 0.8072
0.618 0.8061
0.500 0.8058
0.382 0.8054
LOW 0.8043
0.618 0.8025
1.000 0.8014
1.618 0.7996
2.618 0.7967
4.250 0.7920
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 0.8060 0.8162
PP 0.8059 0.8128
S1 0.8058 0.8095

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

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