CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 0.8210 0.8157 -0.0053 -0.6% 0.8260
High 0.8229 0.8202 -0.0027 -0.3% 0.8375
Low 0.8150 0.8155 0.0005 0.1% 0.8223
Close 0.8169 0.8189 0.0020 0.2% 0.8313
Range 0.0079 0.0047 -0.0032 -40.5% 0.0152
ATR 0.0073 0.0071 -0.0002 -2.6% 0.0000
Volume 581 920 339 58.3% 1,412
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 0.8323 0.8303 0.8215
R3 0.8276 0.8256 0.8202
R2 0.8229 0.8229 0.8198
R1 0.8209 0.8209 0.8193 0.8219
PP 0.8182 0.8182 0.8182 0.8187
S1 0.8162 0.8162 0.8185 0.8172
S2 0.8135 0.8135 0.8180
S3 0.8088 0.8115 0.8176
S4 0.8041 0.8068 0.8163
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 0.8150 0.0225 2.7% 0.0064 0.8% 17% False False 513
10 0.8375 0.8150 0.0225 2.7% 0.0062 0.8% 17% False False 409
20 0.8375 0.8137 0.0238 2.9% 0.0069 0.8% 22% False False 326
40 0.8375 0.7809 0.0566 6.9% 0.0072 0.9% 67% False False 350
60 0.8375 0.7777 0.0598 7.3% 0.0072 0.9% 69% False False 303
80 0.8375 0.7777 0.0598 7.3% 0.0069 0.8% 69% False False 252
100 0.8581 0.7777 0.0804 9.8% 0.0064 0.8% 51% False False 208
120 0.8775 0.7777 0.0998 12.2% 0.0057 0.7% 41% False False 180
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8402
2.618 0.8325
1.618 0.8278
1.000 0.8249
0.618 0.8231
HIGH 0.8202
0.618 0.8184
0.500 0.8179
0.382 0.8173
LOW 0.8155
0.618 0.8126
1.000 0.8108
1.618 0.8079
2.618 0.8032
4.250 0.7955
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 0.8186 0.8221
PP 0.8182 0.8210
S1 0.8179 0.8200

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

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