CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 0.8018 0.8000 -0.0018 -0.2% 0.7976
High 0.8035 0.8000 -0.0035 -0.4% 0.8024
Low 0.8018 0.7966 -0.0052 -0.6% 0.7864
Close 0.8035 0.7991 -0.0044 -0.5% 0.8005
Range 0.0017 0.0034 0.0017 100.0% 0.0160
ATR 0.0071 0.0071 0.0000 -0.2% 0.0000
Volume 113 8 -105 -92.9% 285
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8088 0.8073 0.8010
R3 0.8054 0.8039 0.8000
R2 0.8020 0.8020 0.7997
R1 0.8005 0.8005 0.7994 0.7996
PP 0.7986 0.7986 0.7986 0.7981
S1 0.7971 0.7971 0.7988 0.7962
S2 0.7952 0.7952 0.7985
S3 0.7918 0.7937 0.7982
S4 0.7884 0.7903 0.7972
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 0.8075 0.7952 0.0123 1.5% 0.0041 0.5% 32% False False 59
10 0.8075 0.7864 0.0211 2.6% 0.0047 0.6% 60% False False 52
20 0.8075 0.7820 0.0255 3.2% 0.0059 0.7% 67% False False 80
40 0.8581 0.7820 0.0761 9.5% 0.0050 0.6% 22% False False 52
60 0.8843 0.7820 0.1023 12.8% 0.0040 0.5% 17% False False 50
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8145
2.618 0.8089
1.618 0.8055
1.000 0.8034
0.618 0.8021
HIGH 0.8000
0.618 0.7987
0.500 0.7983
0.382 0.7979
LOW 0.7966
0.618 0.7945
1.000 0.7932
1.618 0.7911
2.618 0.7877
4.250 0.7822
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 0.7988 0.8021
PP 0.7986 0.8011
S1 0.7983 0.8001

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

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