CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 0.7952 0.7892 -0.0060 -0.8% 0.8078
High 0.7952 0.7892 -0.0060 -0.8% 0.8107
Low 0.7882 0.7815 -0.0067 -0.9% 0.7901
Close 0.7887 0.7845 -0.0042 -0.5% 0.7946
Range 0.0070 0.0077 0.0007 10.0% 0.0206
ATR 0.0061 0.0062 0.0001 1.8% 0.0000
Volume 487 362 -125 -25.7% 859
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8082 0.8040 0.7887
R3 0.8005 0.7963 0.7866
R2 0.7928 0.7928 0.7859
R1 0.7886 0.7886 0.7852 0.7869
PP 0.7851 0.7851 0.7851 0.7842
S1 0.7809 0.7809 0.7838 0.7792
S2 0.7774 0.7774 0.7831
S3 0.7697 0.7732 0.7824
S4 0.7620 0.7655 0.7803
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8603 0.8480 0.8059
R3 0.8397 0.8274 0.8003
R2 0.8191 0.8191 0.7984
R1 0.8068 0.8068 0.7965 0.8027
PP 0.7985 0.7985 0.7985 0.7964
S1 0.7862 0.7862 0.7927 0.7821
S2 0.7779 0.7779 0.7908
S3 0.7573 0.7656 0.7889
S4 0.7367 0.7450 0.7833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8072 0.7815 0.0257 3.3% 0.0072 0.9% 12% False True 315
10 0.8125 0.7815 0.0310 4.0% 0.0065 0.8% 10% False True 197
20 0.8216 0.7815 0.0401 5.1% 0.0058 0.7% 7% False True 177
40 0.8364 0.7815 0.0549 7.0% 0.0054 0.7% 5% False True 149
60 0.8364 0.7815 0.0549 7.0% 0.0050 0.6% 5% False True 116
80 0.8364 0.7780 0.0584 7.4% 0.0048 0.6% 11% False False 95
100 0.8364 0.7780 0.0584 7.4% 0.0045 0.6% 11% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8219
2.618 0.8094
1.618 0.8017
1.000 0.7969
0.618 0.7940
HIGH 0.7892
0.618 0.7863
0.500 0.7854
0.382 0.7844
LOW 0.7815
0.618 0.7767
1.000 0.7738
1.618 0.7690
2.618 0.7613
4.250 0.7488
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 0.7854 0.7887
PP 0.7851 0.7873
S1 0.7848 0.7859

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

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