CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 0.8000 0.8013 0.0013 0.2% 0.8021
High 0.8000 0.8013 0.0013 0.2% 0.8075
Low 0.7966 0.7950 -0.0016 -0.2% 0.7950
Close 0.7991 0.7967 -0.0024 -0.3% 0.7967
Range 0.0034 0.0063 0.0029 85.3% 0.0125
ATR 0.0071 0.0070 -0.0001 -0.8% 0.0000
Volume 8 343 335 4,187.5% 550
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8166 0.8129 0.8002
R3 0.8103 0.8066 0.7984
R2 0.8040 0.8040 0.7979
R1 0.8003 0.8003 0.7973 0.7990
PP 0.7977 0.7977 0.7977 0.7970
S1 0.7940 0.7940 0.7961 0.7927
S2 0.7914 0.7914 0.7955
S3 0.7851 0.7877 0.7950
S4 0.7788 0.7814 0.7932
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8372 0.8295 0.8036
R3 0.8247 0.8170 0.8001
R2 0.8122 0.8122 0.7990
R1 0.8045 0.8045 0.7978 0.8021
PP 0.7997 0.7997 0.7997 0.7986
S1 0.7920 0.7920 0.7956 0.7896
S2 0.7872 0.7872 0.7944
S3 0.7747 0.7795 0.7933
S4 0.7622 0.7670 0.7898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8075 0.7950 0.0125 1.6% 0.0044 0.6% 14% False True 114
10 0.8075 0.7864 0.0211 2.6% 0.0052 0.7% 49% False False 85
20 0.8075 0.7820 0.0255 3.2% 0.0061 0.8% 58% False False 87
40 0.8581 0.7820 0.0761 9.6% 0.0051 0.6% 19% False False 60
60 0.8843 0.7820 0.1023 12.8% 0.0040 0.5% 14% False False 56
80 0.8911 0.7820 0.1091 13.7% 0.0033 0.4% 13% 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 True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8281
2.618 0.8178
1.618 0.8115
1.000 0.8076
0.618 0.8052
HIGH 0.8013
0.618 0.7989
0.500 0.7982
0.382 0.7974
LOW 0.7950
0.618 0.7911
1.000 0.7887
1.618 0.7848
2.618 0.7785
4.250 0.7682
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 0.7982 0.7993
PP 0.7977 0.7984
S1 0.7972 0.7976

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

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