CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 0.7925 0.7992 0.0067 0.8% 0.8021
High 0.7998 0.8039 0.0041 0.5% 0.8075
Low 0.7896 0.7992 0.0096 1.2% 0.7950
Close 0.7984 0.8028 0.0044 0.6% 0.7967
Range 0.0102 0.0047 -0.0055 -53.9% 0.0125
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 2 264 262 13,100.0% 550
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8161 0.8141 0.8054
R3 0.8114 0.8094 0.8041
R2 0.8067 0.8067 0.8037
R1 0.8047 0.8047 0.8032 0.8057
PP 0.8020 0.8020 0.8020 0.8025
S1 0.8000 0.8000 0.8024 0.8010
S2 0.7973 0.7973 0.8019
S3 0.7926 0.7953 0.8015
S4 0.7879 0.7906 0.8002
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 0.8039 0.7896 0.0143 1.8% 0.0053 0.7% 92% True False 133
10 0.8075 0.7864 0.0211 2.6% 0.0048 0.6% 78% False False 110
20 0.8075 0.7820 0.0255 3.2% 0.0061 0.8% 82% False False 99
40 0.8581 0.7820 0.0761 9.5% 0.0054 0.7% 27% False False 67
60 0.8775 0.7820 0.0955 11.9% 0.0043 0.5% 22% False False 58
80 0.8870 0.7820 0.1050 13.1% 0.0034 0.4% 20% False False 51
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8239
2.618 0.8162
1.618 0.8115
1.000 0.8086
0.618 0.8068
HIGH 0.8039
0.618 0.8021
0.500 0.8016
0.382 0.8010
LOW 0.7992
0.618 0.7963
1.000 0.7945
1.618 0.7916
2.618 0.7869
4.250 0.7792
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 0.8024 0.8008
PP 0.8020 0.7988
S1 0.8016 0.7968

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

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