CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 0.7519 0.7576 0.0057 0.8% 0.7588
High 0.7589 0.7595 0.0006 0.1% 0.7640
Low 0.7516 0.7518 0.0002 0.0% 0.7488
Close 0.7560 0.7567 0.0007 0.1% 0.7567
Range 0.0073 0.0077 0.0004 5.5% 0.0152
ATR 0.0078 0.0078 0.0000 -0.1% 0.0000
Volume 79,331 75,421 -3,910 -4.9% 428,052
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7791 0.7756 0.7609
R3 0.7714 0.7679 0.7588
R2 0.7637 0.7637 0.7581
R1 0.7602 0.7602 0.7574 0.7581
PP 0.7560 0.7560 0.7560 0.7550
S1 0.7525 0.7525 0.7560 0.7504
S2 0.7483 0.7483 0.7553
S3 0.7406 0.7448 0.7546
S4 0.7329 0.7371 0.7525
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8021 0.7946 0.7651
R3 0.7869 0.7794 0.7609
R2 0.7717 0.7717 0.7595
R1 0.7642 0.7642 0.7581 0.7604
PP 0.7565 0.7565 0.7565 0.7546
S1 0.7490 0.7490 0.7553 0.7452
S2 0.7413 0.7413 0.7539
S3 0.7261 0.7338 0.7525
S4 0.7109 0.7186 0.7483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7640 0.7488 0.0152 2.0% 0.0088 1.2% 52% False False 85,610
10 0.7677 0.7488 0.0189 2.5% 0.0078 1.0% 42% False False 75,651
20 0.7720 0.7488 0.0232 3.1% 0.0077 1.0% 34% False False 69,040
40 0.7966 0.7488 0.0478 6.3% 0.0071 0.9% 17% False False 66,719
60 0.8235 0.7488 0.0747 9.9% 0.0070 0.9% 11% False False 62,086
80 0.8375 0.7488 0.0887 11.7% 0.0070 0.9% 9% False False 46,915
100 0.8375 0.7488 0.0887 11.7% 0.0071 0.9% 9% False False 37,604
120 0.8375 0.7488 0.0887 11.7% 0.0072 1.0% 9% False False 31,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7922
2.618 0.7797
1.618 0.7720
1.000 0.7672
0.618 0.7643
HIGH 0.7595
0.618 0.7566
0.500 0.7557
0.382 0.7547
LOW 0.7518
0.618 0.7470
1.000 0.7441
1.618 0.7393
2.618 0.7316
4.250 0.7191
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 0.7564 0.7559
PP 0.7560 0.7551
S1 0.7557 0.7543

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

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