CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 0.8070 0.8065 -0.0005 -0.1% 0.8281
High 0.8072 0.8065 -0.0007 -0.1% 0.8281
Low 0.8043 0.8005 -0.0038 -0.5% 0.8005
Close 0.8061 0.8024 -0.0037 -0.5% 0.8024
Range 0.0029 0.0060 0.0031 106.9% 0.0276
ATR 0.0055 0.0055 0.0000 0.7% 0.0000
Volume 201 11 -190 -94.5% 283
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8211 0.8178 0.8057
R3 0.8151 0.8118 0.8041
R2 0.8091 0.8091 0.8035
R1 0.8058 0.8058 0.8030 0.8045
PP 0.8031 0.8031 0.8031 0.8025
S1 0.7998 0.7998 0.8019 0.7985
S2 0.7971 0.7971 0.8013
S3 0.7911 0.7938 0.8008
S4 0.7851 0.7878 0.7991
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8931 0.8754 0.8176
R3 0.8655 0.8478 0.8100
R2 0.8379 0.8379 0.8075
R1 0.8202 0.8202 0.8049 0.8153
PP 0.8103 0.8103 0.8103 0.8079
S1 0.7926 0.7926 0.7999 0.7877
S2 0.7827 0.7827 0.7973
S3 0.7551 0.7650 0.7948
S4 0.7275 0.7374 0.7872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8315 0.8005 0.0310 3.9% 0.0078 1.0% 6% False True 60
10 0.8388 0.8005 0.0383 4.8% 0.0063 0.8% 5% False True 41
20 0.8581 0.8005 0.0576 7.2% 0.0042 0.5% 3% False True 32
40 0.8843 0.8005 0.0838 10.4% 0.0032 0.4% 2% False True 38
60 0.8911 0.8005 0.0906 11.3% 0.0025 0.3% 2% False True 34
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8320
2.618 0.8222
1.618 0.8162
1.000 0.8125
0.618 0.8102
HIGH 0.8065
0.618 0.8042
0.500 0.8035
0.382 0.8028
LOW 0.8005
0.618 0.7968
1.000 0.7945
1.618 0.7908
2.618 0.7848
4.250 0.7750
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 0.8035 0.8128
PP 0.8031 0.8093
S1 0.8028 0.8059

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

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