CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 0.7925 0.7925 0.0000 0.0% 0.8021
High 0.7939 0.7998 0.0059 0.7% 0.8075
Low 0.7919 0.7896 -0.0023 -0.3% 0.7950
Close 0.7939 0.7984 0.0045 0.6% 0.7967
Range 0.0020 0.0102 0.0082 410.0% 0.0125
ATR 0.0068 0.0071 0.0002 3.5% 0.0000
Volume 51 2 -49 -96.1% 550
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8265 0.8227 0.8040
R3 0.8163 0.8125 0.8012
R2 0.8061 0.8061 0.8003
R1 0.8023 0.8023 0.7993 0.8042
PP 0.7959 0.7959 0.7959 0.7969
S1 0.7921 0.7921 0.7975 0.7940
S2 0.7857 0.7857 0.7965
S3 0.7755 0.7819 0.7956
S4 0.7653 0.7717 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 0.8035 0.7896 0.0139 1.7% 0.0047 0.6% 63% False True 103
10 0.8075 0.7864 0.0211 2.6% 0.0053 0.7% 57% False False 86
20 0.8075 0.7820 0.0255 3.2% 0.0062 0.8% 64% False False 86
40 0.8581 0.7820 0.0761 9.5% 0.0053 0.7% 22% False False 61
60 0.8843 0.7820 0.1023 12.8% 0.0042 0.5% 16% False False 54
80 0.8911 0.7820 0.1091 13.7% 0.0034 0.4% 15% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8432
2.618 0.8265
1.618 0.8163
1.000 0.8100
0.618 0.8061
HIGH 0.7998
0.618 0.7959
0.500 0.7947
0.382 0.7935
LOW 0.7896
0.618 0.7833
1.000 0.7794
1.618 0.7731
2.618 0.7629
4.250 0.7463
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 0.7972 0.7974
PP 0.7959 0.7964
S1 0.7947 0.7955

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

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