CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 10-Jul-2015

Day Change Summary
	Previous	Current
	09-Jul-2015	10-Jul-2015	Change	Change %	Previous Week
Open	0.7840	0.7863	0.0023	0.3%	0.7924
High	0.7888	0.7896	0.0008	0.1%	0.7966
Low	0.7839	0.7834	-0.0005	-0.1%	0.7817
Close	0.7855	0.7872	0.0017	0.2%	0.7872
Range	0.0049	0.0062	0.0013	26.5%	0.0149
ATR	0.0068	0.0067	0.0000	-0.6%	0.0000
Volume	63,927	68,182	4,255	6.7%	375,294

Daily Pivots for day following 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8053	0.8025	0.7906
R3	0.7991	0.7963	0.7889
R2	0.7929	0.7929	0.7883
R1	0.7901	0.7901	0.7878	0.7915
PP	0.7867	0.7867	0.7867	0.7875
S1	0.7839	0.7839	0.7866	0.7853
S2	0.7805	0.7805	0.7861
S3	0.7743	0.7777	0.7855
S4	0.7681	0.7715	0.7838

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8332	0.8251	0.7954
R3	0.8183	0.8102	0.7913
R2	0.8034	0.8034	0.7899
R1	0.7953	0.7953	0.7886	0.7919
PP	0.7885	0.7885	0.7885	0.7868
S1	0.7804	0.7804	0.7858	0.7770
S2	0.7736	0.7736	0.7845
S3	0.7587	0.7655	0.7831
S4	0.7438	0.7506	0.7790

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7966	0.7817	0.0149	1.9%	0.0064	0.8%	37%	False	False	75,058
10	0.8118	0.7817	0.0301	3.8%	0.0067	0.8%	18%	False	False	74,816
20	0.8235	0.7817	0.0418	5.3%	0.0065	0.8%	13%	False	False	65,729
40	0.8375	0.7817	0.0558	7.1%	0.0069	0.9%	10%	False	False	36,455
60	0.8375	0.7817	0.0558	7.1%	0.0070	0.9%	10%	False	False	24,423
80	0.8375	0.7809	0.0566	7.2%	0.0072	0.9%	11%	False	False	18,380
100	0.8375	0.7777	0.0598	7.6%	0.0070	0.9%	16%	False	False	14,745
120	0.8375	0.7777	0.0598	7.6%	0.0070	0.9%	16%	False	False	12,301

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8160
2.618	0.8058
1.618	0.7996
1.000	0.7958
0.618	0.7934
HIGH	0.7896
0.618	0.7872
0.500	0.7865
0.382	0.7858
LOW	0.7834
0.618	0.7796
1.000	0.7772
1.618	0.7734
2.618	0.7672
4.250	0.7571

Fisher Pivots for day following 10-Jul-2015
Pivot	1 day	3 day
R1	0.7870	0.7868
PP	0.7867	0.7864
S1	0.7865	0.7861

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