CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	0.7588	0.7528	-0.0060	-0.8%	0.7636
High	0.7640	0.7608	-0.0032	-0.4%	0.7677
Low	0.7523	0.7488	-0.0035	-0.5%	0.7578
Close	0.7547	0.7507	-0.0040	-0.5%	0.7591
Range	0.0117	0.0120	0.0003	2.6%	0.0099
ATR	0.0075	0.0078	0.0003	4.3%	0.0000
Volume	114,864	85,441	-29,423	-25.6%	328,467

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7894	0.7821	0.7573
R3	0.7774	0.7701	0.7540
R2	0.7654	0.7654	0.7529
R1	0.7581	0.7581	0.7518	0.7558
PP	0.7534	0.7534	0.7534	0.7523
S1	0.7461	0.7461	0.7496	0.7438
S2	0.7414	0.7414	0.7485
S3	0.7294	0.7341	0.7474
S4	0.7174	0.7221	0.7441

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7912	0.7851	0.7645
R3	0.7813	0.7752	0.7618
R2	0.7714	0.7714	0.7609
R1	0.7653	0.7653	0.7600	0.7634
PP	0.7615	0.7615	0.7615	0.7606
S1	0.7554	0.7554	0.7582	0.7535
S2	0.7516	0.7516	0.7573
S3	0.7417	0.7455	0.7564
S4	0.7318	0.7356	0.7537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7677	0.7488	0.0189	2.5%	0.0095	1.3%	10%	False	True	87,761
10	0.7720	0.7488	0.0232	3.1%	0.0083	1.1%	8%	False	True	72,178
20	0.7773	0.7488	0.0285	3.8%	0.0078	1.0%	7%	False	True	67,813
40	0.8080	0.7488	0.0592	7.9%	0.0071	0.9%	3%	False	True	67,200
60	0.8235	0.7488	0.0747	10.0%	0.0070	0.9%	3%	False	True	58,492
80	0.8375	0.7488	0.0887	11.8%	0.0070	0.9%	2%	False	True	44,076
100	0.8375	0.7488	0.0887	11.8%	0.0071	0.9%	2%	False	True	35,333
120	0.8375	0.7488	0.0887	11.8%	0.0072	1.0%	2%	False	True	29,482

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	0.0026
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8118
2.618	0.7922
1.618	0.7802
1.000	0.7728
0.618	0.7682
HIGH	0.7608
0.618	0.7562
0.500	0.7548
0.382	0.7534
LOW	0.7488
0.618	0.7414
1.000	0.7368
1.618	0.7294
2.618	0.7174
4.250	0.6978

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	0.7548	0.7573
PP	0.7534	0.7551
S1	0.7521	0.7529

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