CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 0.7985 0.7905 -0.0080 -1.0% 0.7833
High 0.8002 0.7905 -0.0097 -1.2% 0.8048
Low 0.7908 0.7864 -0.0044 -0.6% 0.7833
Close 0.7924 0.7893 -0.0031 -0.4% 0.7964
Range 0.0094 0.0041 -0.0053 -56.4% 0.0215
ATR 0.0074 0.0073 -0.0001 -1.4% 0.0000
Volume 27 144 117 433.3% 638
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8010 0.7993 0.7916
R3 0.7969 0.7952 0.7904
R2 0.7928 0.7928 0.7901
R1 0.7911 0.7911 0.7897 0.7899
PP 0.7887 0.7887 0.7887 0.7882
S1 0.7870 0.7870 0.7889 0.7858
S2 0.7846 0.7846 0.7885
S3 0.7805 0.7829 0.7882
S4 0.7764 0.7788 0.7870
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 0.8032 0.7864 0.0168 2.1% 0.0054 0.7% 17% False True 46
10 0.8048 0.7820 0.0228 2.9% 0.0072 0.9% 32% False False 93
20 0.8383 0.7820 0.0563 7.1% 0.0070 0.9% 13% False False 71
40 0.8586 0.7820 0.0766 9.7% 0.0049 0.6% 10% False False 56
60 0.8843 0.7820 0.1023 13.0% 0.0036 0.5% 7% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8079
2.618 0.8012
1.618 0.7971
1.000 0.7946
0.618 0.7930
HIGH 0.7905
0.618 0.7889
0.500 0.7885
0.382 0.7880
LOW 0.7864
0.618 0.7839
1.000 0.7823
1.618 0.7798
2.618 0.7757
4.250 0.7690
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 0.7890 0.7942
PP 0.7887 0.7926
S1 0.7885 0.7909

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

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