CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 0.7857 0.7868 0.0011 0.1% 0.7952
High 0.7885 0.7868 -0.0017 -0.2% 0.7952
Low 0.7828 0.7808 -0.0020 -0.3% 0.7815
Close 0.7866 0.7829 -0.0037 -0.5% 0.7866
Range 0.0057 0.0060 0.0003 5.3% 0.0137
ATR 0.0059 0.0059 0.0000 0.1% 0.0000
Volume 389 294 -95 -24.4% 1,968
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8015 0.7982 0.7862
R3 0.7955 0.7922 0.7846
R2 0.7895 0.7895 0.7840
R1 0.7862 0.7862 0.7835 0.7849
PP 0.7835 0.7835 0.7835 0.7828
S1 0.7802 0.7802 0.7824 0.7789
S2 0.7775 0.7775 0.7818
S3 0.7715 0.7742 0.7813
S4 0.7655 0.7682 0.7796
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8289 0.8214 0.7941
R3 0.8152 0.8077 0.7904
R2 0.8015 0.8015 0.7891
R1 0.7940 0.7940 0.7879 0.7909
PP 0.7878 0.7878 0.7878 0.7862
S1 0.7803 0.7803 0.7853 0.7772
S2 0.7741 0.7741 0.7841
S3 0.7604 0.7666 0.7828
S4 0.7467 0.7529 0.7791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7892 0.7808 0.0084 1.1% 0.0054 0.7% 25% False True 355
10 0.8107 0.7808 0.0299 3.8% 0.0063 0.8% 7% False True 312
20 0.8216 0.7808 0.0408 5.2% 0.0058 0.7% 5% False True 196
40 0.8311 0.7808 0.0503 6.4% 0.0055 0.7% 4% False True 180
60 0.8364 0.7808 0.0556 7.1% 0.0051 0.6% 4% False True 139
80 0.8364 0.7808 0.0556 7.1% 0.0047 0.6% 4% False True 110
100 0.8364 0.7780 0.0584 7.5% 0.0046 0.6% 8% False False 97
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8123
2.618 0.8025
1.618 0.7965
1.000 0.7928
0.618 0.7905
HIGH 0.7868
0.618 0.7845
0.500 0.7838
0.382 0.7831
LOW 0.7808
0.618 0.7771
1.000 0.7748
1.618 0.7711
2.618 0.7651
4.250 0.7553
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 0.7838 0.7847
PP 0.7835 0.7841
S1 0.7832 0.7835

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

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