CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 0.7664 0.7668 0.0004 0.1% 0.7698
High 0.7701 0.7743 0.0042 0.5% 0.7738
Low 0.7662 0.7664 0.0002 0.0% 0.7629
Close 0.7669 0.7730 0.0061 0.8% 0.7650
Range 0.0039 0.0079 0.0040 102.6% 0.0109
ATR 0.0063 0.0064 0.0001 1.8% 0.0000
Volume 55,343 60,855 5,512 10.0% 273,700
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7949 0.7919 0.7773
R3 0.7870 0.7840 0.7752
R2 0.7791 0.7791 0.7744
R1 0.7761 0.7761 0.7737 0.7776
PP 0.7712 0.7712 0.7712 0.7720
S1 0.7682 0.7682 0.7723 0.7697
S2 0.7633 0.7633 0.7716
S3 0.7554 0.7603 0.7708
S4 0.7475 0.7524 0.7687
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 0.7743 0.7629 0.0114 1.5% 0.0060 0.8% 89% True False 57,757
10 0.7853 0.7629 0.0224 2.9% 0.0062 0.8% 45% False False 58,874
20 0.8080 0.7629 0.0451 5.8% 0.0064 0.8% 22% False False 66,587
40 0.8235 0.7629 0.0606 7.8% 0.0066 0.9% 17% False False 53,831
60 0.8375 0.7629 0.0746 9.7% 0.0067 0.9% 14% False False 36,163
80 0.8375 0.7629 0.0746 9.7% 0.0069 0.9% 14% False False 27,213
100 0.8375 0.7629 0.0746 9.7% 0.0070 0.9% 14% False False 21,816
120 0.8375 0.7629 0.0746 9.7% 0.0068 0.9% 14% False False 18,203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8079
2.618 0.7950
1.618 0.7871
1.000 0.7822
0.618 0.7792
HIGH 0.7743
0.618 0.7713
0.500 0.7704
0.382 0.7694
LOW 0.7664
0.618 0.7615
1.000 0.7585
1.618 0.7536
2.618 0.7457
4.250 0.7328
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 0.7721 0.7715
PP 0.7712 0.7701
S1 0.7704 0.7686

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

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