CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 0.7738 0.7711 -0.0027 -0.3% 0.7870
High 0.7745 0.7718 -0.0027 -0.3% 0.7881
Low 0.7705 0.7684 -0.0021 -0.3% 0.7684
Close 0.7707 0.7695 -0.0012 -0.2% 0.7695
Range 0.0040 0.0034 -0.0006 -15.0% 0.0197
ATR 0.0070 0.0067 -0.0003 -3.7% 0.0000
Volume 53,303 46,634 -6,669 -12.5% 319,557
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7801 0.7782 0.7714
R3 0.7767 0.7748 0.7704
R2 0.7733 0.7733 0.7701
R1 0.7714 0.7714 0.7698 0.7707
PP 0.7699 0.7699 0.7699 0.7695
S1 0.7680 0.7680 0.7692 0.7673
S2 0.7665 0.7665 0.7689
S3 0.7631 0.7646 0.7686
S4 0.7597 0.7612 0.7676
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8344 0.8217 0.7803
R3 0.8147 0.8020 0.7749
R2 0.7950 0.7950 0.7731
R1 0.7823 0.7823 0.7713 0.7788
PP 0.7753 0.7753 0.7753 0.7736
S1 0.7626 0.7626 0.7677 0.7591
S2 0.7556 0.7556 0.7659
S3 0.7359 0.7429 0.7641
S4 0.7162 0.7232 0.7587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7881 0.7684 0.0197 2.6% 0.0068 0.9% 6% False True 63,911
10 0.7966 0.7684 0.0282 3.7% 0.0066 0.9% 4% False True 69,485
20 0.8176 0.7684 0.0492 6.4% 0.0067 0.9% 2% False True 67,264
40 0.8235 0.7684 0.0551 7.2% 0.0069 0.9% 2% False True 44,380
60 0.8375 0.7684 0.0691 9.0% 0.0069 0.9% 2% False True 29,695
80 0.8375 0.7684 0.0691 9.0% 0.0071 0.9% 2% False True 22,365
100 0.8375 0.7684 0.0691 9.0% 0.0071 0.9% 2% False True 17,934
120 0.8375 0.7684 0.0691 9.0% 0.0069 0.9% 2% False True 14,961
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 0.7863
2.618 0.7807
1.618 0.7773
1.000 0.7752
0.618 0.7739
HIGH 0.7718
0.618 0.7705
0.500 0.7701
0.382 0.7697
LOW 0.7684
0.618 0.7663
1.000 0.7650
1.618 0.7629
2.618 0.7595
4.250 0.7540
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 0.7701 0.7769
PP 0.7699 0.7744
S1 0.7697 0.7720

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

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