CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 0.7626 0.7614 -0.0012 -0.2% 0.7641
High 0.7667 0.7696 0.0029 0.4% 0.7667
Low 0.7583 0.7585 0.0002 0.0% 0.7566
Close 0.7614 0.7691 0.0077 1.0% 0.7614
Range 0.0084 0.0111 0.0027 32.1% 0.0101
ATR 0.0066 0.0069 0.0003 4.9% 0.0000
Volume 84,233 58,527 -25,706 -30.5% 301,911
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7990 0.7952 0.7752
R3 0.7879 0.7841 0.7722
R2 0.7768 0.7768 0.7711
R1 0.7730 0.7730 0.7701 0.7749
PP 0.7657 0.7657 0.7657 0.7667
S1 0.7619 0.7619 0.7681 0.7638
S2 0.7546 0.7546 0.7671
S3 0.7435 0.7508 0.7660
S4 0.7324 0.7397 0.7630
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7919 0.7867 0.7670
R3 0.7818 0.7766 0.7642
R2 0.7717 0.7717 0.7633
R1 0.7665 0.7665 0.7623 0.7641
PP 0.7616 0.7616 0.7616 0.7603
S1 0.7564 0.7564 0.7605 0.7540
S2 0.7515 0.7515 0.7595
S3 0.7414 0.7463 0.7586
S4 0.7313 0.7362 0.7558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7696 0.7566 0.0130 1.7% 0.0074 1.0% 96% True False 62,147
10 0.7773 0.7566 0.0207 2.7% 0.0073 0.9% 60% False False 62,451
20 0.7858 0.7566 0.0292 3.8% 0.0066 0.9% 43% False False 60,517
40 0.8235 0.7566 0.0669 8.7% 0.0066 0.9% 19% False False 63,285
60 0.8324 0.7566 0.0758 9.9% 0.0068 0.9% 16% False False 45,517
80 0.8375 0.7566 0.0809 10.5% 0.0068 0.9% 15% False False 34,220
100 0.8375 0.7566 0.0809 10.5% 0.0070 0.9% 15% False False 27,431
120 0.8375 0.7566 0.0809 10.5% 0.0070 0.9% 15% False False 22,896
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 False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8168
2.618 0.7987
1.618 0.7876
1.000 0.7807
0.618 0.7765
HIGH 0.7696
0.618 0.7654
0.500 0.7641
0.382 0.7627
LOW 0.7585
0.618 0.7516
1.000 0.7474
1.618 0.7405
2.618 0.7294
4.250 0.7113
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 0.7674 0.7673
PP 0.7657 0.7654
S1 0.7641 0.7636

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

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