CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 0.8247 0.8265 0.0018 0.2% 0.8211
High 0.8316 0.8357 0.0041 0.5% 0.8353
Low 0.8230 0.8265 0.0035 0.4% 0.8185
Close 0.8271 0.8285 0.0014 0.2% 0.8201
Range 0.0086 0.0092 0.0006 7.0% 0.0168
ATR 0.0076 0.0077 0.0001 1.5% 0.0000
Volume 80 214 134 167.5% 1,423
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 0.8578 0.8524 0.8336
R3 0.8486 0.8432 0.8310
R2 0.8394 0.8394 0.8302
R1 0.8340 0.8340 0.8293 0.8367
PP 0.8302 0.8302 0.8302 0.8316
S1 0.8248 0.8248 0.8277 0.8275
S2 0.8210 0.8210 0.8268
S3 0.8118 0.8156 0.8260
S4 0.8026 0.8064 0.8234
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 0.8357 0.8185 0.0172 2.1% 0.0079 1.0% 58% True False 215
10 0.8357 0.8137 0.0220 2.7% 0.0075 0.9% 67% True False 242
20 0.8357 0.7880 0.0477 5.8% 0.0079 1.0% 85% True False 361
40 0.8357 0.7777 0.0580 7.0% 0.0078 0.9% 88% True False 300
60 0.8357 0.7777 0.0580 7.0% 0.0069 0.8% 88% True False 253
80 0.8383 0.7777 0.0606 7.3% 0.0069 0.8% 84% False False 206
100 0.8622 0.7777 0.0845 10.2% 0.0061 0.7% 60% False False 174
120 0.8843 0.7777 0.1066 12.9% 0.0052 0.6% 48% False False 148
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8748
2.618 0.8598
1.618 0.8506
1.000 0.8449
0.618 0.8414
HIGH 0.8357
0.618 0.8322
0.500 0.8311
0.382 0.8300
LOW 0.8265
0.618 0.8208
1.000 0.8173
1.618 0.8116
2.618 0.8024
4.250 0.7874
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 0.8311 0.8283
PP 0.8302 0.8280
S1 0.8294 0.8278

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

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