CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 15-Apr-2015
Day Change Summary
Previous Current
14-Apr-2015 15-Apr-2015 Change Change % Previous Week
Open 0.7923 0.7971 0.0048 0.6% 0.7990
High 0.8020 0.8125 0.0105 1.3% 0.8055
Low 0.7922 0.7947 0.0025 0.3% 0.7880
Close 0.7992 0.8111 0.0119 1.5% 0.7929
Range 0.0098 0.0178 0.0080 81.6% 0.0175
ATR 0.0072 0.0080 0.0008 10.5% 0.0000
Volume 163 171 8 4.9% 1,667
Daily Pivots for day following 15-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8595 0.8531 0.8209
R3 0.8417 0.8353 0.8160
R2 0.8239 0.8239 0.8144
R1 0.8175 0.8175 0.8127 0.8207
PP 0.8061 0.8061 0.8061 0.8077
S1 0.7997 0.7997 0.8095 0.8029
S2 0.7883 0.7883 0.8078
S3 0.7705 0.7819 0.8062
S4 0.7527 0.7641 0.8013
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8480 0.8379 0.8025
R3 0.8305 0.8204 0.7977
R2 0.8130 0.8130 0.7961
R1 0.8029 0.8029 0.7945 0.7992
PP 0.7955 0.7955 0.7955 0.7936
S1 0.7854 0.7854 0.7913 0.7817
S2 0.7780 0.7780 0.7897
S3 0.7605 0.7679 0.7881
S4 0.7430 0.7504 0.7833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8125 0.7880 0.0245 3.0% 0.0091 1.1% 94% True False 319
10 0.8125 0.7880 0.0245 3.0% 0.0077 1.0% 94% True False 267
20 0.8125 0.7809 0.0316 3.9% 0.0078 1.0% 96% True False 254
40 0.8125 0.7777 0.0348 4.3% 0.0070 0.9% 96% True False 228
60 0.8250 0.7777 0.0473 5.8% 0.0069 0.9% 71% False False 179
80 0.8581 0.7777 0.0804 9.9% 0.0060 0.7% 42% False False 140
100 0.8843 0.7777 0.1066 13.1% 0.0052 0.6% 31% False False 121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8882
2.618 0.8591
1.618 0.8413
1.000 0.8303
0.618 0.8235
HIGH 0.8125
0.618 0.8057
0.500 0.8036
0.382 0.8015
LOW 0.7947
0.618 0.7837
1.000 0.7769
1.618 0.7659
2.618 0.7481
4.250 0.7191
Fisher Pivots for day following 15-Apr-2015
Pivot 1 day 3 day
R1 0.8086 0.8077
PP 0.8061 0.8044
S1 0.8036 0.8010

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

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