CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 0.7639 0.7655 0.0016 0.2% 0.7614
High 0.7667 0.7677 0.0010 0.1% 0.7720
Low 0.7617 0.7587 -0.0030 -0.4% 0.7585
Close 0.7650 0.7636 -0.0014 -0.2% 0.7643
Range 0.0050 0.0090 0.0040 80.0% 0.0135
ATR 0.0070 0.0071 0.0001 2.1% 0.0000
Volume 43,582 92,307 48,725 111.8% 322,372
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7903 0.7860 0.7686
R3 0.7813 0.7770 0.7661
R2 0.7723 0.7723 0.7653
R1 0.7680 0.7680 0.7644 0.7657
PP 0.7633 0.7633 0.7633 0.7622
S1 0.7590 0.7590 0.7628 0.7567
S2 0.7543 0.7543 0.7620
S3 0.7453 0.7500 0.7611
S4 0.7363 0.7410 0.7587
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 0.7714 0.7587 0.0127 1.7% 0.0064 0.8% 39% False True 57,446
10 0.7720 0.7576 0.0144 1.9% 0.0079 1.0% 42% False False 63,603
20 0.7773 0.7566 0.0207 2.7% 0.0071 0.9% 34% False False 62,061
40 0.8136 0.7566 0.0570 7.5% 0.0069 0.9% 12% False False 64,482
60 0.8235 0.7566 0.0669 8.8% 0.0069 0.9% 10% False False 52,882
80 0.8375 0.7566 0.0809 10.6% 0.0069 0.9% 9% False False 39,756
100 0.8375 0.7566 0.0809 10.6% 0.0070 0.9% 9% False False 31,879
120 0.8375 0.7566 0.0809 10.6% 0.0071 0.9% 9% False False 26,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8060
2.618 0.7913
1.618 0.7823
1.000 0.7767
0.618 0.7733
HIGH 0.7677
0.618 0.7643
0.500 0.7632
0.382 0.7621
LOW 0.7587
0.618 0.7531
1.000 0.7497
1.618 0.7441
2.618 0.7351
4.250 0.7205
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 0.7635 0.7635
PP 0.7633 0.7633
S1 0.7632 0.7632

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

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