CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 0.8013 0.7925 -0.0088 -1.1% 0.8021
High 0.8013 0.7939 -0.0074 -0.9% 0.8075
Low 0.7950 0.7919 -0.0031 -0.4% 0.7950
Close 0.7967 0.7939 -0.0028 -0.4% 0.7967
Range 0.0063 0.0020 -0.0043 -68.3% 0.0125
ATR 0.0070 0.0068 -0.0002 -2.2% 0.0000
Volume 343 51 -292 -85.1% 550
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7992 0.7986 0.7950
R3 0.7972 0.7966 0.7945
R2 0.7952 0.7952 0.7943
R1 0.7946 0.7946 0.7941 0.7949
PP 0.7932 0.7932 0.7932 0.7934
S1 0.7926 0.7926 0.7937 0.7929
S2 0.7912 0.7912 0.7935
S3 0.7892 0.7906 0.7934
S4 0.7872 0.7886 0.7928
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 0.7919 0.0156 2.0% 0.0042 0.5% 13% False True 120
10 0.8075 0.7864 0.0211 2.7% 0.0047 0.6% 36% False False 88
20 0.8075 0.7820 0.0255 3.2% 0.0059 0.7% 47% False False 89
40 0.8581 0.7820 0.0761 9.6% 0.0050 0.6% 16% False False 61
60 0.8843 0.7820 0.1023 12.9% 0.0041 0.5% 12% False False 55
80 0.8911 0.7820 0.1091 13.7% 0.0033 0.4% 11% False False 48
Crabel Price Patterns
NR True
NR4 False
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8024
2.618 0.7991
1.618 0.7971
1.000 0.7959
0.618 0.7951
HIGH 0.7939
0.618 0.7931
0.500 0.7929
0.382 0.7927
LOW 0.7919
0.618 0.7907
1.000 0.7899
1.618 0.7887
2.618 0.7867
4.250 0.7834
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 0.7936 0.7966
PP 0.7932 0.7957
S1 0.7929 0.7948

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

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