CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 0.7689 0.7641 -0.0048 -0.6% 0.7664
High 0.7726 0.7643 -0.0083 -1.1% 0.7773
Low 0.7630 0.7587 -0.0043 -0.6% 0.7630
Close 0.7636 0.7603 -0.0033 -0.4% 0.7636
Range 0.0096 0.0056 -0.0040 -41.7% 0.0143
ATR 0.0067 0.0066 -0.0001 -1.1% 0.0000
Volume 85,443 49,700 -35,743 -41.8% 319,422
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7779 0.7747 0.7634
R3 0.7723 0.7691 0.7618
R2 0.7667 0.7667 0.7613
R1 0.7635 0.7635 0.7608 0.7623
PP 0.7611 0.7611 0.7611 0.7605
S1 0.7579 0.7579 0.7598 0.7567
S2 0.7555 0.7555 0.7593
S3 0.7499 0.7523 0.7588
S4 0.7443 0.7467 0.7572
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8109 0.8015 0.7715
R3 0.7966 0.7872 0.7675
R2 0.7823 0.7823 0.7662
R1 0.7729 0.7729 0.7649 0.7705
PP 0.7680 0.7680 0.7680 0.7667
S1 0.7586 0.7586 0.7623 0.7562
S2 0.7537 0.7537 0.7610
S3 0.7394 0.7443 0.7597
S4 0.7251 0.7300 0.7557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7773 0.7587 0.0186 2.4% 0.0072 0.9% 9% False True 62,755
10 0.7773 0.7587 0.0186 2.4% 0.0064 0.8% 9% False True 59,679
20 0.7899 0.7587 0.0312 4.1% 0.0063 0.8% 5% False True 62,472
40 0.8235 0.7587 0.0648 8.5% 0.0066 0.9% 2% False True 59,671
60 0.8375 0.7587 0.0788 10.4% 0.0067 0.9% 2% False True 40,363
80 0.8375 0.7587 0.0788 10.4% 0.0070 0.9% 2% False True 30,357
100 0.8375 0.7587 0.0788 10.4% 0.0071 0.9% 2% False True 24,334
120 0.8375 0.7587 0.0788 10.4% 0.0068 0.9% 2% False True 20,309
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 False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7881
2.618 0.7790
1.618 0.7734
1.000 0.7699
0.618 0.7678
HIGH 0.7643
0.618 0.7622
0.500 0.7615
0.382 0.7608
LOW 0.7587
0.618 0.7552
1.000 0.7531
1.618 0.7496
2.618 0.7440
4.250 0.7349
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 0.7615 0.7657
PP 0.7611 0.7639
S1 0.7607 0.7621

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

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