CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 05-May-2015
Day Change Summary
Previous Current
04-May-2015 05-May-2015 Change Change % Previous Week
Open 0.8200 0.8247 0.0047 0.6% 0.8211
High 0.8256 0.8316 0.0060 0.7% 0.8353
Low 0.8198 0.8230 0.0032 0.4% 0.8185
Close 0.8250 0.8271 0.0021 0.3% 0.8201
Range 0.0058 0.0086 0.0028 48.3% 0.0168
ATR 0.0075 0.0076 0.0001 1.0% 0.0000
Volume 320 80 -240 -75.0% 1,423
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 0.8530 0.8487 0.8318
R3 0.8444 0.8401 0.8295
R2 0.8358 0.8358 0.8287
R1 0.8315 0.8315 0.8279 0.8337
PP 0.8272 0.8272 0.8272 0.8283
S1 0.8229 0.8229 0.8263 0.8251
S2 0.8186 0.8186 0.8255
S3 0.8100 0.8143 0.8247
S4 0.8014 0.8057 0.8224
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8750 0.8644 0.8293
R3 0.8582 0.8476 0.8247
R2 0.8414 0.8414 0.8232
R1 0.8308 0.8308 0.8216 0.8277
PP 0.8246 0.8246 0.8246 0.8231
S1 0.8140 0.8140 0.8186 0.8109
S2 0.8078 0.8078 0.8170
S3 0.7910 0.7972 0.8155
S4 0.7742 0.7804 0.8109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8353 0.8185 0.0168 2.0% 0.0077 0.9% 51% False False 217
10 0.8353 0.8132 0.0221 2.7% 0.0071 0.9% 63% False False 272
20 0.8353 0.7880 0.0473 5.7% 0.0080 1.0% 83% False False 367
40 0.8353 0.7777 0.0576 7.0% 0.0077 0.9% 86% False False 297
60 0.8353 0.7777 0.0576 7.0% 0.0069 0.8% 86% False False 250
80 0.8383 0.7777 0.0606 7.3% 0.0069 0.8% 82% False False 203
100 0.8627 0.7777 0.0850 10.3% 0.0060 0.7% 58% False False 173
120 0.8843 0.7777 0.1066 12.9% 0.0052 0.6% 46% False False 147
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8682
2.618 0.8541
1.618 0.8455
1.000 0.8402
0.618 0.8369
HIGH 0.8316
0.618 0.8283
0.500 0.8273
0.382 0.8263
LOW 0.8230
0.618 0.8177
1.000 0.8144
1.618 0.8091
2.618 0.8005
4.250 0.7865
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 0.8273 0.8264
PP 0.8272 0.8257
S1 0.8272 0.8251

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

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