CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 0.8026 0.7976 -0.0050 -0.6% 0.7833
High 0.8026 0.8020 -0.0006 -0.1% 0.8048
Low 0.7955 0.7976 0.0021 0.3% 0.7833
Close 0.7964 0.8015 0.0051 0.6% 0.7964
Range 0.0071 0.0044 -0.0027 -38.0% 0.0215
ATR 0.0073 0.0072 -0.0001 -1.7% 0.0000
Volume 15 23 8 53.3% 638
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8136 0.8119 0.8039
R3 0.8092 0.8075 0.8027
R2 0.8048 0.8048 0.8023
R1 0.8031 0.8031 0.8019 0.8040
PP 0.8004 0.8004 0.8004 0.8008
S1 0.7987 0.7987 0.8011 0.7996
S2 0.7960 0.7960 0.8007
S3 0.7916 0.7943 0.8003
S4 0.7872 0.7899 0.7991
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8593 0.8494 0.8082
R3 0.8378 0.8279 0.8023
R2 0.8163 0.8163 0.8003
R1 0.8064 0.8064 0.7984 0.8114
PP 0.7948 0.7948 0.7948 0.7973
S1 0.7849 0.7849 0.7944 0.7899
S2 0.7733 0.7733 0.7925
S3 0.7518 0.7634 0.7905
S4 0.7303 0.7419 0.7846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8048 0.7923 0.0125 1.6% 0.0062 0.8% 74% False False 62
10 0.8055 0.7820 0.0235 2.9% 0.0072 0.9% 83% False False 87
20 0.8383 0.7820 0.0563 7.0% 0.0068 0.8% 35% False False 64
40 0.8627 0.7820 0.0807 10.1% 0.0047 0.6% 24% False False 57
60 0.8843 0.7820 0.1023 12.8% 0.0034 0.4% 19% False False 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8207
2.618 0.8135
1.618 0.8091
1.000 0.8064
0.618 0.8047
HIGH 0.8020
0.618 0.8003
0.500 0.7998
0.382 0.7993
LOW 0.7976
0.618 0.7949
1.000 0.7932
1.618 0.7905
2.618 0.7861
4.250 0.7789
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 0.8009 0.8008
PP 0.8004 0.8001
S1 0.7998 0.7994

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

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