CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 0.7968 0.8004 0.0036 0.5% 0.7976
High 0.8000 0.8024 0.0024 0.3% 0.8024
Low 0.7952 0.7995 0.0043 0.5% 0.7864
Close 0.7998 0.8005 0.0007 0.1% 0.8005
Range 0.0048 0.0029 -0.0019 -39.6% 0.0160
ATR 0.0076 0.0072 -0.0003 -4.4% 0.0000
Volume 67 24 -43 -64.2% 285
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8095 0.8079 0.8021
R3 0.8066 0.8050 0.8013
R2 0.8037 0.8037 0.8010
R1 0.8021 0.8021 0.8008 0.8029
PP 0.8008 0.8008 0.8008 0.8012
S1 0.7992 0.7992 0.8002 0.8000
S2 0.7979 0.7979 0.8000
S3 0.7950 0.7963 0.7997
S4 0.7921 0.7934 0.7989
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8444 0.8385 0.8093
R3 0.8284 0.8225 0.8049
R2 0.8124 0.8124 0.8034
R1 0.8065 0.8065 0.8020 0.8095
PP 0.7964 0.7964 0.7964 0.7979
S1 0.7905 0.7905 0.7990 0.7935
S2 0.7804 0.7804 0.7976
S3 0.7644 0.7745 0.7961
S4 0.7484 0.7585 0.7917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8024 0.7864 0.0160 2.0% 0.0051 0.6% 88% True False 57
10 0.8048 0.7833 0.0215 2.7% 0.0063 0.8% 80% False False 92
20 0.8315 0.7820 0.0495 6.2% 0.0068 0.8% 37% False False 74
40 0.8586 0.7820 0.0766 9.6% 0.0050 0.6% 24% False False 52
60 0.8843 0.7820 0.1023 12.8% 0.0038 0.5% 18% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8147
2.618 0.8100
1.618 0.8071
1.000 0.8053
0.618 0.8042
HIGH 0.8024
0.618 0.8013
0.500 0.8010
0.382 0.8006
LOW 0.7995
0.618 0.7977
1.000 0.7966
1.618 0.7948
2.618 0.7919
4.250 0.7872
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 0.8010 0.7985
PP 0.8008 0.7964
S1 0.8007 0.7944

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

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