CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 0.7905 0.7968 0.0063 0.8% 0.7833
High 0.7905 0.8000 0.0095 1.2% 0.8048
Low 0.7864 0.7952 0.0088 1.1% 0.7833
Close 0.7893 0.7998 0.0105 1.3% 0.7964
Range 0.0041 0.0048 0.0007 17.1% 0.0215
ATR 0.0073 0.0076 0.0002 3.3% 0.0000
Volume 144 67 -77 -53.5% 638
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8127 0.8111 0.8024
R3 0.8079 0.8063 0.8011
R2 0.8031 0.8031 0.8007
R1 0.8015 0.8015 0.8002 0.8023
PP 0.7983 0.7983 0.7983 0.7988
S1 0.7967 0.7967 0.7994 0.7975
S2 0.7935 0.7935 0.7989
S3 0.7887 0.7919 0.7985
S4 0.7839 0.7871 0.7972
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 0.8026 0.7864 0.0162 2.0% 0.0060 0.7% 83% False False 55
10 0.8048 0.7820 0.0228 2.9% 0.0069 0.9% 78% False False 97
20 0.8383 0.7820 0.0563 7.0% 0.0070 0.9% 32% False False 73
40 0.8586 0.7820 0.0766 9.6% 0.0049 0.6% 23% False False 52
60 0.8843 0.7820 0.1023 12.8% 0.0037 0.5% 17% False False 47
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8204
2.618 0.8126
1.618 0.8078
1.000 0.8048
0.618 0.8030
HIGH 0.8000
0.618 0.7982
0.500 0.7976
0.382 0.7970
LOW 0.7952
0.618 0.7922
1.000 0.7904
1.618 0.7874
2.618 0.7826
4.250 0.7748
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 0.7991 0.7976
PP 0.7983 0.7955
S1 0.7976 0.7933

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

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