CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	0.7937	0.7924	-0.0013	-0.2%	0.8087
High	0.7967	0.7966	-0.0001	0.0%	0.8118
Low	0.7905	0.7888	-0.0017	-0.2%	0.7905
Close	0.7953	0.7894	-0.0059	-0.7%	0.7953
Range	0.0062	0.0078	0.0016	25.8%	0.0213
ATR	0.0070	0.0070	0.0001	0.9%	0.0000
Volume	79,482	88,219	8,737	11.0%	321,767

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8150	0.8100	0.7937
R3	0.8072	0.8022	0.7915
R2	0.7994	0.7994	0.7908
R1	0.7944	0.7944	0.7901	0.7930
PP	0.7916	0.7916	0.7916	0.7909
S1	0.7866	0.7866	0.7887	0.7852
S2	0.7838	0.7838	0.7880
S3	0.7760	0.7788	0.7873
S4	0.7682	0.7710	0.7851

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8631	0.8505	0.8070
R3	0.8418	0.8292	0.8012
R2	0.8205	0.8205	0.7992
R1	0.8079	0.8079	0.7973	0.8036
PP	0.7992	0.7992	0.7992	0.7970
S1	0.7866	0.7866	0.7933	0.7823
S2	0.7779	0.7779	0.7914
S3	0.7566	0.7653	0.7894
S4	0.7353	0.7440	0.7836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8118	0.7888	0.0230	2.9%	0.0074	0.9%	3%	False	True	81,997
10	0.8173	0.7888	0.0285	3.6%	0.0071	0.9%	2%	False	True	68,641
20	0.8235	0.7888	0.0347	4.4%	0.0068	0.9%	2%	False	True	56,869
40	0.8375	0.7888	0.0487	6.2%	0.0068	0.9%	1%	False	True	29,308
60	0.8375	0.7880	0.0495	6.3%	0.0072	0.9%	3%	False	False	19,652
80	0.8375	0.7777	0.0598	7.6%	0.0073	0.9%	20%	False	False	14,800
100	0.8375	0.7777	0.0598	7.6%	0.0069	0.9%	20%	False	False	11,877
120	0.8383	0.7777	0.0606	7.7%	0.0069	0.9%	19%	False	False	9,909

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8298
2.618	0.8170
1.618	0.8092
1.000	0.8044
0.618	0.8014
HIGH	0.7966
0.618	0.7936
0.500	0.7927
0.382	0.7918
LOW	0.7888
0.618	0.7840
1.000	0.7810
1.618	0.7762
2.618	0.7684
4.250	0.7557

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	0.7927	0.7945
PP	0.7916	0.7928
S1	0.7905	0.7911

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