CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	0.8044	0.7993	-0.0051	-0.6%	0.8144
High	0.8072	0.7993	-0.0079	-1.0%	0.8165
Low	0.7984	0.7925	-0.0059	-0.7%	0.8037
Close	0.7991	0.7927	-0.0064	-0.8%	0.8098
Range	0.0088	0.0068	-0.0020	-22.7%	0.0128
ATR	0.0060	0.0061	0.0001	0.9%	0.0000
Volume	237	319	82	34.6%	336

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8152	0.8108	0.7964
R3	0.8084	0.8040	0.7946
R2	0.8016	0.8016	0.7939
R1	0.7972	0.7972	0.7933	0.7960
PP	0.7948	0.7948	0.7948	0.7943
S1	0.7904	0.7904	0.7921	0.7892
S2	0.7880	0.7880	0.7915
S3	0.7812	0.7836	0.7908
S4	0.7744	0.7768	0.7890

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8484	0.8419	0.8168
R3	0.8356	0.8291	0.8133
R2	0.8228	0.8228	0.8121
R1	0.8163	0.8163	0.8110	0.8132
PP	0.8100	0.8100	0.8100	0.8084
S1	0.8035	0.8035	0.8086	0.8004
S2	0.7972	0.7972	0.8075
S3	0.7844	0.7907	0.8063
S4	0.7716	0.7779	0.8028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8107	0.7925	0.0182	2.3%	0.0065	0.8%	1%	False	True	173
10	0.8216	0.7925	0.0291	3.7%	0.0065	0.8%	1%	False	True	124
20	0.8216	0.7925	0.0291	3.7%	0.0054	0.7%	1%	False	True	137
40	0.8364	0.7925	0.0439	5.5%	0.0053	0.7%	0%	False	True	127
60	0.8364	0.7916	0.0448	5.7%	0.0049	0.6%	2%	False	False	100
80	0.8364	0.7780	0.0584	7.4%	0.0047	0.6%	25%	False	False	85
100	0.8364	0.7780	0.0584	7.4%	0.0044	0.5%	25%	False	False	78

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8282
2.618	0.8171
1.618	0.8103
1.000	0.8061
0.618	0.8035
HIGH	0.7993
0.618	0.7967
0.500	0.7959
0.382	0.7951
LOW	0.7925
0.618	0.7883
1.000	0.7857
1.618	0.7815
2.618	0.7747
4.250	0.7636

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	0.7959	0.8016
PP	0.7948	0.7986
S1	0.7938	0.7957

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