CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 14-Jul-2015

Day Change Summary
	Previous	Current
	13-Jul-2015	14-Jul-2015	Change	Change %	Previous Week
Open	0.7870	0.7842	-0.0028	-0.4%	0.7924
High	0.7881	0.7858	-0.0023	-0.3%	0.7966
Low	0.7812	0.7802	-0.0010	-0.1%	0.7817
Close	0.7834	0.7839	0.0005	0.1%	0.7872
Range	0.0069	0.0056	-0.0013	-18.8%	0.0149
ATR	0.0068	0.0067	-0.0001	-1.2%	0.0000
Volume	62,774	57,933	-4,841	-7.7%	375,294

Daily Pivots for day following 14-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8001	0.7976	0.7870
R3	0.7945	0.7920	0.7854
R2	0.7889	0.7889	0.7849
R1	0.7864	0.7864	0.7844	0.7849
PP	0.7833	0.7833	0.7833	0.7825
S1	0.7808	0.7808	0.7834	0.7793
S2	0.7777	0.7777	0.7829
S3	0.7721	0.7752	0.7824
S4	0.7665	0.7696	0.7808

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	0.7896	0.7802	0.0094	1.2%	0.0057	0.7%	39%	False	True	66,171
10	0.8080	0.7802	0.0278	3.5%	0.0067	0.9%	13%	False	True	74,300
20	0.8235	0.7802	0.0433	5.5%	0.0067	0.9%	9%	False	True	66,490
40	0.8292	0.7802	0.0490	6.3%	0.0069	0.9%	8%	False	True	39,456
60	0.8375	0.7802	0.0573	7.3%	0.0068	0.9%	6%	False	True	26,404
80	0.8375	0.7802	0.0573	7.3%	0.0070	0.9%	6%	False	True	19,883
100	0.8375	0.7777	0.0598	7.6%	0.0070	0.9%	10%	False	False	15,948
120	0.8375	0.7777	0.0598	7.6%	0.0069	0.9%	10%	False	False	13,305

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8096
2.618	0.8005
1.618	0.7949
1.000	0.7914
0.618	0.7893
HIGH	0.7858
0.618	0.7837
0.500	0.7830
0.382	0.7823
LOW	0.7802
0.618	0.7767
1.000	0.7746
1.618	0.7711
2.618	0.7655
4.250	0.7564

Fisher Pivots for day following 14-Jul-2015
Pivot	1 day	3 day
R1	0.7836	0.7849
PP	0.7833	0.7846
S1	0.7830	0.7842

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