CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 0.7537 0.7586 0.0049 0.7% 0.7568
High 0.7615 0.7600 -0.0015 -0.2% 0.7627
Low 0.7524 0.7524 0.0000 0.0% 0.7503
Close 0.7578 0.7545 -0.0033 -0.4% 0.7545
Range 0.0091 0.0076 -0.0015 -16.5% 0.0124
ATR 0.0081 0.0081 0.0000 -0.4% 0.0000
Volume 84,363 74,321 -10,042 -11.9% 386,042
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7784 0.7741 0.7587
R3 0.7708 0.7665 0.7566
R2 0.7632 0.7632 0.7559
R1 0.7589 0.7589 0.7552 0.7573
PP 0.7556 0.7556 0.7556 0.7548
S1 0.7513 0.7513 0.7538 0.7497
S2 0.7480 0.7480 0.7531
S3 0.7404 0.7437 0.7524
S4 0.7328 0.7361 0.7503
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7930 0.7862 0.7613
R3 0.7806 0.7738 0.7579
R2 0.7682 0.7682 0.7568
R1 0.7614 0.7614 0.7556 0.7586
PP 0.7558 0.7558 0.7558 0.7545
S1 0.7490 0.7490 0.7534 0.7462
S2 0.7434 0.7434 0.7522
S3 0.7310 0.7366 0.7511
S4 0.7186 0.7242 0.7477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7627 0.7503 0.0124 1.6% 0.0089 1.2% 34% False False 77,208
10 0.7640 0.7488 0.0152 2.0% 0.0089 1.2% 38% False False 81,409
20 0.7720 0.7488 0.0232 3.1% 0.0084 1.1% 25% False False 73,246
40 0.7881 0.7488 0.0393 5.2% 0.0074 1.0% 15% False False 66,988
60 0.8235 0.7488 0.0747 9.9% 0.0071 0.9% 8% False False 66,568
80 0.8375 0.7488 0.0887 11.8% 0.0071 0.9% 6% False False 51,721
100 0.8375 0.7488 0.0887 11.8% 0.0071 0.9% 6% False False 41,449
120 0.8375 0.7488 0.0887 11.8% 0.0072 1.0% 6% False False 34,583
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7923
2.618 0.7799
1.618 0.7723
1.000 0.7676
0.618 0.7647
HIGH 0.7600
0.618 0.7571
0.500 0.7562
0.382 0.7553
LOW 0.7524
0.618 0.7477
1.000 0.7448
1.618 0.7401
2.618 0.7325
4.250 0.7201
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 0.7562 0.7560
PP 0.7556 0.7555
S1 0.7551 0.7550

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

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