CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 0.8323 0.8289 -0.0034 -0.4% 0.8260
High 0.8324 0.8292 -0.0032 -0.4% 0.8375
Low 0.8275 0.8205 -0.0070 -0.8% 0.8223
Close 0.8313 0.8207 -0.0106 -1.3% 0.8313
Range 0.0049 0.0087 0.0038 77.6% 0.0152
ATR 0.0070 0.0073 0.0003 3.8% 0.0000
Volume 376 413 37 9.8% 1,412
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 0.8496 0.8438 0.8255
R3 0.8409 0.8351 0.8231
R2 0.8322 0.8322 0.8223
R1 0.8264 0.8264 0.8215 0.8250
PP 0.8235 0.8235 0.8235 0.8227
S1 0.8177 0.8177 0.8199 0.8163
S2 0.8148 0.8148 0.8191
S3 0.8061 0.8090 0.8183
S4 0.7974 0.8003 0.8159
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8760 0.8688 0.8397
R3 0.8608 0.8536 0.8355
R2 0.8456 0.8456 0.8341
R1 0.8384 0.8384 0.8327 0.8420
PP 0.8304 0.8304 0.8304 0.8322
S1 0.8232 0.8232 0.8299 0.8268
S2 0.8152 0.8152 0.8285
S3 0.8000 0.8080 0.8271
S4 0.7848 0.7928 0.8229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8375 0.8205 0.0170 2.1% 0.0061 0.7% 1% False True 288
10 0.8375 0.8205 0.0170 2.1% 0.0067 0.8% 1% False True 288
20 0.8375 0.8112 0.0263 3.2% 0.0067 0.8% 36% False False 285
40 0.8375 0.7809 0.0566 6.9% 0.0071 0.9% 70% False False 317
60 0.8375 0.7777 0.0598 7.3% 0.0072 0.9% 72% False False 282
80 0.8375 0.7777 0.0598 7.3% 0.0069 0.8% 72% False False 234
100 0.8581 0.7777 0.0804 9.8% 0.0063 0.8% 53% False False 194
120 0.8843 0.7777 0.1066 13.0% 0.0056 0.7% 40% False False 169
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 0.0009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8662
2.618 0.8520
1.618 0.8433
1.000 0.8379
0.618 0.8346
HIGH 0.8292
0.618 0.8259
0.500 0.8249
0.382 0.8238
LOW 0.8205
0.618 0.8151
1.000 0.8118
1.618 0.8064
2.618 0.7977
4.250 0.7835
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 0.8249 0.8290
PP 0.8235 0.8262
S1 0.8221 0.8235

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

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