CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 27-Apr-2015

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	0.8223	0.8211	-0.0012	-0.1%	0.8166
High	0.8243	0.8260	0.0017	0.2%	0.8243
Low	0.8197	0.8185	-0.0012	-0.1%	0.8112
Close	0.8201	0.8256	0.0055	0.7%	0.8201
Range	0.0046	0.0075	0.0029	63.0%	0.0131
ATR	0.0076	0.0076	0.0000	-0.1%	0.0000
Volume	243	491	248	102.1%	1,753

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8459	0.8432	0.8297
R3	0.8384	0.8357	0.8277
R2	0.8309	0.8309	0.8270
R1	0.8282	0.8282	0.8263	0.8296
PP	0.8234	0.8234	0.8234	0.8240
S1	0.8207	0.8207	0.8249	0.8221
S2	0.8159	0.8159	0.8242
S3	0.8084	0.8132	0.8235
S4	0.8009	0.8057	0.8215

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8578	0.8521	0.8273
R3	0.8447	0.8390	0.8237
R2	0.8316	0.8316	0.8225
R1	0.8259	0.8259	0.8213	0.8288
PP	0.8185	0.8185	0.8185	0.8200
S1	0.8128	0.8128	0.8189	0.8157
S2	0.8054	0.8054	0.8177
S3	0.7923	0.7997	0.8165
S4	0.7792	0.7866	0.8129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8260	0.8112	0.0148	1.8%	0.0063	0.8%	97%	True	False	314
10	0.8260	0.7922	0.0338	4.1%	0.0086	1.0%	99%	True	False	443
20	0.8260	0.7809	0.0451	5.5%	0.0075	0.9%	99%	True	False	372
40	0.8260	0.7777	0.0483	5.9%	0.0074	0.9%	99%	True	False	301
60	0.8260	0.7777	0.0483	5.9%	0.0069	0.8%	99%	True	False	239
80	0.8505	0.7777	0.0728	8.8%	0.0066	0.8%	66%	False	False	190
100	0.8747	0.7777	0.0970	11.7%	0.0057	0.7%	49%	False	False	159
120	0.8843	0.7777	0.1066	12.9%	0.0049	0.6%	45%	False	False	138

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8579
2.618	0.8456
1.618	0.8381
1.000	0.8335
0.618	0.8306
HIGH	0.8260
0.618	0.8231
0.500	0.8223
0.382	0.8214
LOW	0.8185
0.618	0.8139
1.000	0.8110
1.618	0.8064
2.618	0.7989
4.250	0.7866

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	0.8245	0.8237
PP	0.8234	0.8218
S1	0.8223	0.8199

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols