CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 0.7636 0.7639 0.0003 0.0% 0.7614
High 0.7655 0.7667 0.0012 0.2% 0.7720
Low 0.7602 0.7617 0.0015 0.2% 0.7585
Close 0.7639 0.7650 0.0011 0.1% 0.7643
Range 0.0053 0.0050 -0.0003 -5.7% 0.0135
ATR 0.0071 0.0070 -0.0002 -2.1% 0.0000
Volume 46,385 43,582 -2,803 -6.0% 322,372
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7795 0.7772 0.7678
R3 0.7745 0.7722 0.7664
R2 0.7695 0.7695 0.7659
R1 0.7672 0.7672 0.7655 0.7684
PP 0.7645 0.7645 0.7645 0.7650
S1 0.7622 0.7622 0.7645 0.7634
S2 0.7595 0.7595 0.7641
S3 0.7545 0.7572 0.7636
S4 0.7495 0.7522 0.7623
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8054 0.7984 0.7717
R3 0.7919 0.7849 0.7680
R2 0.7784 0.7784 0.7668
R1 0.7714 0.7714 0.7655 0.7749
PP 0.7649 0.7649 0.7649 0.7667
S1 0.7579 0.7579 0.7631 0.7614
S2 0.7514 0.7514 0.7618
S3 0.7379 0.7444 0.7606
S4 0.7244 0.7309 0.7569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7720 0.7599 0.0121 1.6% 0.0070 0.9% 42% False False 56,596
10 0.7720 0.7566 0.0154 2.0% 0.0076 1.0% 55% False False 60,557
20 0.7773 0.7566 0.0207 2.7% 0.0070 0.9% 41% False False 60,313
40 0.8136 0.7566 0.0570 7.5% 0.0068 0.9% 15% False False 63,739
60 0.8235 0.7566 0.0669 8.7% 0.0069 0.9% 13% False False 51,355
80 0.8375 0.7566 0.0809 10.6% 0.0069 0.9% 10% False False 38,608
100 0.8375 0.7566 0.0809 10.6% 0.0070 0.9% 10% False False 30,960
120 0.8375 0.7566 0.0809 10.6% 0.0070 0.9% 10% False False 25,839
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7880
2.618 0.7798
1.618 0.7748
1.000 0.7717
0.618 0.7698
HIGH 0.7667
0.618 0.7648
0.500 0.7642
0.382 0.7636
LOW 0.7617
0.618 0.7586
1.000 0.7567
1.618 0.7536
2.618 0.7486
4.250 0.7405
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 0.7647 0.7647
PP 0.7645 0.7645
S1 0.7642 0.7642

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

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