CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 12-May-2015

Day Change Summary
	Previous	Current
	11-May-2015	12-May-2015	Change	Change %	Previous Week
Open	0.8260	0.8275	0.0015	0.2%	0.8200
High	0.8273	0.8329	0.0056	0.7%	0.8357
Low	0.8223	0.8275	0.0052	0.6%	0.8198
Close	0.8254	0.8320	0.0066	0.8%	0.8253
Range	0.0050	0.0054	0.0004	8.0%	0.0159
ATR	0.0074	0.0074	0.0000	0.1%	0.0000
Volume	384	139	-245	-63.8%	1,381

Daily Pivots for day following 12-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8470	0.8449	0.8350
R3	0.8416	0.8395	0.8335
R2	0.8362	0.8362	0.8330
R1	0.8341	0.8341	0.8325	0.8352
PP	0.8308	0.8308	0.8308	0.8313
S1	0.8287	0.8287	0.8315	0.8298
S2	0.8254	0.8254	0.8310
S3	0.8200	0.8233	0.8305
S4	0.8146	0.8179	0.8290

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8746	0.8659	0.8340
R3	0.8587	0.8500	0.8297
R2	0.8428	0.8428	0.8282
R1	0.8341	0.8341	0.8268	0.8385
PP	0.8269	0.8269	0.8269	0.8291
S1	0.8182	0.8182	0.8238	0.8226
S2	0.8110	0.8110	0.8224
S3	0.7951	0.8023	0.8209
S4	0.7792	0.7864	0.8166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8357	0.8209	0.0148	1.8%	0.0066	0.8%	75%	False	False	300
10	0.8357	0.8185	0.0172	2.1%	0.0072	0.9%	78%	False	False	259
20	0.8357	0.7947	0.0410	4.9%	0.0077	0.9%	91%	False	False	355
40	0.8357	0.7777	0.0580	7.0%	0.0079	0.9%	94%	False	False	301
60	0.8357	0.7777	0.0580	7.0%	0.0070	0.8%	94%	False	False	269
80	0.8357	0.7777	0.0580	7.0%	0.0070	0.8%	94%	False	False	221
100	0.8586	0.7777	0.0809	9.7%	0.0062	0.7%	67%	False	False	182
120	0.8843	0.7777	0.1066	12.8%	0.0054	0.7%	51%	False	False	159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8559
2.618	0.8470
1.618	0.8416
1.000	0.8383
0.618	0.8362
HIGH	0.8329
0.618	0.8308
0.500	0.8302
0.382	0.8296
LOW	0.8275
0.618	0.8242
1.000	0.8221
1.618	0.8188
2.618	0.8134
4.250	0.8046

Fisher Pivots for day following 12-May-2015
Pivot	1 day	3 day
R1	0.8314	0.8305
PP	0.8308	0.8291
S1	0.8302	0.8276

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