CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 0.8056 0.7996 -0.0060 -0.7% 0.8142
High 0.8080 0.8001 -0.0079 -1.0% 0.8173
Low 0.7991 0.7929 -0.0062 -0.8% 0.8039
Close 0.7998 0.7934 -0.0064 -0.8% 0.8107
Range 0.0089 0.0072 -0.0017 -19.1% 0.0134
ATR 0.0070 0.0070 0.0000 0.2% 0.0000
Volume 96,860 70,662 -26,198 -27.0% 276,433
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8171 0.8124 0.7974
R3 0.8099 0.8052 0.7954
R2 0.8027 0.8027 0.7947
R1 0.7980 0.7980 0.7941 0.7968
PP 0.7955 0.7955 0.7955 0.7948
S1 0.7908 0.7908 0.7927 0.7896
S2 0.7883 0.7883 0.7921
S3 0.7811 0.7836 0.7914
S4 0.7739 0.7764 0.7894
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8508 0.8442 0.8181
R3 0.8374 0.8308 0.8144
R2 0.8240 0.8240 0.8132
R1 0.8174 0.8174 0.8119 0.8140
PP 0.8106 0.8106 0.8106 0.8090
S1 0.8040 0.8040 0.8095 0.8006
S2 0.7972 0.7972 0.8082
S3 0.7838 0.7906 0.8070
S4 0.7704 0.7772 0.8033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8118 0.7929 0.0189 2.4% 0.0069 0.9% 3% False True 67,717
10 0.8235 0.7929 0.0306 3.9% 0.0070 0.9% 2% False True 64,497
20 0.8235 0.7929 0.0306 3.9% 0.0067 0.8% 2% False True 48,957
40 0.8375 0.7929 0.0446 5.6% 0.0069 0.9% 1% False True 25,129
60 0.8375 0.7880 0.0495 6.2% 0.0073 0.9% 11% False False 16,875
80 0.8375 0.7777 0.0598 7.5% 0.0073 0.9% 26% False False 12,713
100 0.8375 0.7777 0.0598 7.5% 0.0069 0.9% 26% False False 10,202
120 0.8383 0.7777 0.0606 7.6% 0.0069 0.9% 26% False False 8,512
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8307
2.618 0.8189
1.618 0.8117
1.000 0.8073
0.618 0.8045
HIGH 0.8001
0.618 0.7973
0.500 0.7965
0.382 0.7957
LOW 0.7929
0.618 0.7885
1.000 0.7857
1.618 0.7813
2.618 0.7741
4.250 0.7623
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 0.7965 0.8024
PP 0.7955 0.7994
S1 0.7944 0.7964

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

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