CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 0.7665 0.7664 -0.0001 0.0% 0.7698
High 0.7678 0.7701 0.0023 0.3% 0.7738
Low 0.7629 0.7662 0.0033 0.4% 0.7629
Close 0.7650 0.7669 0.0019 0.2% 0.7650
Range 0.0049 0.0039 -0.0010 -20.4% 0.0109
ATR 0.0064 0.0063 -0.0001 -1.4% 0.0000
Volume 55,689 55,343 -346 -0.6% 273,700
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7794 0.7771 0.7690
R3 0.7755 0.7732 0.7680
R2 0.7716 0.7716 0.7676
R1 0.7693 0.7693 0.7673 0.7705
PP 0.7677 0.7677 0.7677 0.7683
S1 0.7654 0.7654 0.7665 0.7666
S2 0.7638 0.7638 0.7662
S3 0.7599 0.7615 0.7658
S4 0.7560 0.7576 0.7648
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7999 0.7934 0.7710
R3 0.7890 0.7825 0.7680
R2 0.7781 0.7781 0.7670
R1 0.7716 0.7716 0.7660 0.7694
PP 0.7672 0.7672 0.7672 0.7662
S1 0.7607 0.7607 0.7640 0.7585
S2 0.7563 0.7563 0.7630
S3 0.7454 0.7498 0.7620
S4 0.7345 0.7389 0.7590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7738 0.7629 0.0109 1.4% 0.0056 0.7% 37% False False 56,602
10 0.7858 0.7629 0.0229 3.0% 0.0059 0.8% 17% False False 58,582
20 0.8118 0.7629 0.0489 6.4% 0.0064 0.8% 8% False False 67,283
40 0.8235 0.7629 0.0606 7.9% 0.0066 0.9% 7% False False 52,366
60 0.8375 0.7629 0.0746 9.7% 0.0067 0.9% 5% False False 35,152
80 0.8375 0.7629 0.0746 9.7% 0.0069 0.9% 5% False False 26,455
100 0.8375 0.7629 0.0746 9.7% 0.0071 0.9% 5% False False 21,209
120 0.8375 0.7629 0.0746 9.7% 0.0067 0.9% 5% False False 17,697
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7867
2.618 0.7803
1.618 0.7764
1.000 0.7740
0.618 0.7725
HIGH 0.7701
0.618 0.7686
0.500 0.7682
0.382 0.7677
LOW 0.7662
0.618 0.7638
1.000 0.7623
1.618 0.7599
2.618 0.7560
4.250 0.7496
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 0.7682 0.7677
PP 0.7677 0.7674
S1 0.7673 0.7672

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

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