CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 0.7571 0.7541 -0.0030 -0.4% 0.7568
High 0.7603 0.7590 -0.0013 -0.2% 0.7627
Low 0.7531 0.7526 -0.0005 -0.1% 0.7503
Close 0.7552 0.7570 0.0018 0.2% 0.7545
Range 0.0072 0.0064 -0.0008 -11.1% 0.0124
ATR 0.0079 0.0078 -0.0001 -1.4% 0.0000
Volume 106,565 111,545 4,980 4.7% 386,042
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7754 0.7726 0.7605
R3 0.7690 0.7662 0.7588
R2 0.7626 0.7626 0.7582
R1 0.7598 0.7598 0.7576 0.7612
PP 0.7562 0.7562 0.7562 0.7569
S1 0.7534 0.7534 0.7564 0.7548
S2 0.7498 0.7498 0.7558
S3 0.7434 0.7470 0.7552
S4 0.7370 0.7406 0.7535
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 0.7512 0.0103 1.4% 0.0075 1.0% 56% False False 96,524
10 0.7627 0.7503 0.0124 1.6% 0.0080 1.1% 54% False False 86,473
20 0.7714 0.7488 0.0226 3.0% 0.0078 1.0% 36% False False 78,572
40 0.7773 0.7488 0.0285 3.8% 0.0072 1.0% 29% False False 69,595
60 0.8235 0.7488 0.0747 9.9% 0.0072 1.0% 11% False False 69,520
80 0.8235 0.7488 0.0747 9.9% 0.0072 0.9% 11% False False 55,757
100 0.8375 0.7488 0.0887 11.7% 0.0071 0.9% 9% False False 44,663
120 0.8375 0.7488 0.0887 11.7% 0.0071 0.9% 9% False False 37,277
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7862
2.618 0.7758
1.618 0.7694
1.000 0.7654
0.618 0.7630
HIGH 0.7590
0.618 0.7566
0.500 0.7558
0.382 0.7550
LOW 0.7526
0.618 0.7486
1.000 0.7462
1.618 0.7422
2.618 0.7358
4.250 0.7254
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 0.7566 0.7566
PP 0.7562 0.7562
S1 0.7558 0.7558

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

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