CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	0.7614	0.7688	0.0074	1.0%	0.7641
High	0.7696	0.7694	-0.0002	0.0%	0.7667
Low	0.7585	0.7602	0.0017	0.2%	0.7566
Close	0.7691	0.7616	-0.0075	-1.0%	0.7614
Range	0.0111	0.0092	-0.0019	-17.1%	0.0101
ATR	0.0069	0.0071	0.0002	2.4%	0.0000
Volume	58,527	70,830	12,303	21.0%	301,911

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7913	0.7857	0.7667
R3	0.7821	0.7765	0.7641
R2	0.7729	0.7729	0.7633
R1	0.7673	0.7673	0.7624	0.7655
PP	0.7637	0.7637	0.7637	0.7629
S1	0.7581	0.7581	0.7608	0.7563
S2	0.7545	0.7545	0.7599
S3	0.7453	0.7489	0.7591
S4	0.7361	0.7397	0.7565

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%	0.0081	1.1%	38%	False	False	64,518
10	0.7773	0.7566	0.0207	2.7%	0.0074	1.0%	24%	False	False	63,449
20	0.7853	0.7566	0.0287	3.8%	0.0068	0.9%	17%	False	False	61,162
40	0.8235	0.7566	0.0669	8.8%	0.0067	0.9%	7%	False	False	63,826
60	0.8292	0.7566	0.0726	9.5%	0.0069	0.9%	7%	False	False	46,691
80	0.8375	0.7566	0.0809	10.6%	0.0068	0.9%	6%	False	False	35,093
100	0.8375	0.7566	0.0809	10.6%	0.0070	0.9%	6%	False	False	28,139
120	0.8375	0.7566	0.0809	10.6%	0.0070	0.9%	6%	False	False	23,484

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8085
2.618	0.7935
1.618	0.7843
1.000	0.7786
0.618	0.7751
HIGH	0.7694
0.618	0.7659
0.500	0.7648
0.382	0.7637
LOW	0.7602
0.618	0.7545
1.000	0.7510
1.618	0.7453
2.618	0.7361
4.250	0.7211

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	0.7648	0.7640
PP	0.7637	0.7632
S1	0.7627	0.7624

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols