CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 0.7542 0.7571 0.0029 0.4% 0.7568
High 0.7584 0.7603 0.0019 0.3% 0.7627
Low 0.7512 0.7531 0.0019 0.3% 0.7503
Close 0.7567 0.7552 -0.0015 -0.2% 0.7545
Range 0.0072 0.0072 0.0000 0.0% 0.0124
ATR 0.0080 0.0079 -0.0001 -0.7% 0.0000
Volume 105,826 106,565 739 0.7% 386,042
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7778 0.7737 0.7592
R3 0.7706 0.7665 0.7572
R2 0.7634 0.7634 0.7565
R1 0.7593 0.7593 0.7559 0.7578
PP 0.7562 0.7562 0.7562 0.7554
S1 0.7521 0.7521 0.7545 0.7506
S2 0.7490 0.7490 0.7539
S3 0.7418 0.7449 0.7532
S4 0.7346 0.7377 0.7512
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 0.7615 0.7505 0.0110 1.5% 0.0076 1.0% 43% False False 88,384
10 0.7627 0.7491 0.0136 1.8% 0.0079 1.0% 45% False False 82,618
20 0.7720 0.7488 0.0232 3.1% 0.0081 1.1% 28% False False 77,398
40 0.7853 0.7488 0.0365 4.8% 0.0074 1.0% 18% False False 69,280
60 0.8235 0.7488 0.0747 9.9% 0.0072 1.0% 9% False False 68,350
80 0.8292 0.7488 0.0804 10.6% 0.0072 1.0% 8% False False 54,368
100 0.8375 0.7488 0.0887 11.7% 0.0071 0.9% 7% False False 43,554
120 0.8375 0.7488 0.0887 11.7% 0.0071 0.9% 7% False False 36,349
Crabel Price Patterns
NR False
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 0.0022
Fibonacci Retracements and Extensions
4.250 0.7909
2.618 0.7791
1.618 0.7719
1.000 0.7675
0.618 0.7647
HIGH 0.7603
0.618 0.7575
0.500 0.7567
0.382 0.7559
LOW 0.7531
0.618 0.7487
1.000 0.7459
1.618 0.7415
2.618 0.7343
4.250 0.7225
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 0.7567 0.7558
PP 0.7562 0.7556
S1 0.7557 0.7554

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

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