CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 0.7858 0.7840 -0.0018 -0.2% 0.8087
High 0.7873 0.7888 0.0015 0.2% 0.8118
Low 0.7825 0.7839 0.0014 0.2% 0.7905
Close 0.7841 0.7855 0.0014 0.2% 0.7953
Range 0.0048 0.0049 0.0001 2.1% 0.0213
ATR 0.0069 0.0068 -0.0001 -2.1% 0.0000
Volume 78,041 63,927 -14,114 -18.1% 321,767
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8008 0.7980 0.7882
R3 0.7959 0.7931 0.7868
R2 0.7910 0.7910 0.7864
R1 0.7882 0.7882 0.7859 0.7896
PP 0.7861 0.7861 0.7861 0.7868
S1 0.7833 0.7833 0.7851 0.7847
S2 0.7812 0.7812 0.7846
S3 0.7763 0.7784 0.7842
S4 0.7714 0.7735 0.7828
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 0.7967 0.7817 0.0150 1.9% 0.0064 0.8% 25% False False 77,318
10 0.8118 0.7817 0.0301 3.8% 0.0067 0.8% 13% False False 72,518
20 0.8235 0.7817 0.0418 5.3% 0.0065 0.8% 9% False False 64,489
40 0.8375 0.7817 0.0558 7.1% 0.0069 0.9% 7% False False 34,756
60 0.8375 0.7817 0.0558 7.1% 0.0072 0.9% 7% False False 23,289
80 0.8375 0.7777 0.0598 7.6% 0.0074 0.9% 13% False False 17,529
100 0.8375 0.7777 0.0598 7.6% 0.0070 0.9% 13% False False 14,064
120 0.8375 0.7777 0.0598 7.6% 0.0069 0.9% 13% False False 11,733
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8096
2.618 0.8016
1.618 0.7967
1.000 0.7937
0.618 0.7918
HIGH 0.7888
0.618 0.7869
0.500 0.7864
0.382 0.7858
LOW 0.7839
0.618 0.7809
1.000 0.7790
1.618 0.7760
2.618 0.7711
4.250 0.7631
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 0.7864 0.7858
PP 0.7861 0.7857
S1 0.7858 0.7856

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

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