CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 0.8166 0.8168 0.0002 0.0% 0.8106
High 0.8235 0.8176 -0.0059 -0.7% 0.8235
Low 0.8152 0.8122 -0.0030 -0.4% 0.8077
Close 0.8164 0.8145 -0.0019 -0.2% 0.8145
Range 0.0083 0.0054 -0.0029 -34.9% 0.0158
ATR 0.0070 0.0069 -0.0001 -1.7% 0.0000
Volume 74,021 52,235 -21,786 -29.4% 284,792
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8310 0.8281 0.8175
R3 0.8256 0.8227 0.8160
R2 0.8202 0.8202 0.8155
R1 0.8173 0.8173 0.8150 0.8161
PP 0.8148 0.8148 0.8148 0.8141
S1 0.8119 0.8119 0.8140 0.8107
S2 0.8094 0.8094 0.8135
S3 0.8040 0.8065 0.8130
S4 0.7986 0.8011 0.8115
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8626 0.8544 0.8232
R3 0.8468 0.8386 0.8188
R2 0.8310 0.8310 0.8174
R1 0.8228 0.8228 0.8159 0.8269
PP 0.8152 0.8152 0.8152 0.8173
S1 0.8070 0.8070 0.8131 0.8111
S2 0.7994 0.7994 0.8116
S3 0.7836 0.7912 0.8102
S4 0.7678 0.7754 0.8058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8235 0.8077 0.0158 1.9% 0.0061 0.8% 43% False False 56,958
10 0.8235 0.8007 0.0228 2.8% 0.0066 0.8% 61% False False 45,096
20 0.8235 0.7946 0.0289 3.5% 0.0073 0.9% 69% False False 24,058
40 0.8375 0.7946 0.0429 5.3% 0.0069 0.9% 46% False False 12,213
60 0.8375 0.7809 0.0566 6.9% 0.0072 0.9% 59% False False 8,268
80 0.8375 0.7777 0.0598 7.3% 0.0071 0.9% 62% False False 6,253
100 0.8375 0.7777 0.0598 7.3% 0.0069 0.9% 62% False False 5,022
120 0.8581 0.7777 0.0804 9.9% 0.0066 0.8% 46% False False 4,192
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8406
2.618 0.8317
1.618 0.8263
1.000 0.8230
0.618 0.8209
HIGH 0.8176
0.618 0.8155
0.500 0.8149
0.382 0.8143
LOW 0.8122
0.618 0.8089
1.000 0.8068
1.618 0.8035
2.618 0.7981
4.250 0.7893
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 0.8149 0.8161
PP 0.8148 0.8155
S1 0.8146 0.8150

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

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