CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 0.7868 0.7836 -0.0032 -0.4% 0.7952
High 0.7868 0.7850 -0.0018 -0.2% 0.7952
Low 0.7808 0.7800 -0.0008 -0.1% 0.7815
Close 0.7829 0.7833 0.0004 0.1% 0.7866
Range 0.0060 0.0050 -0.0010 -16.7% 0.0137
ATR 0.0059 0.0058 -0.0001 -1.1% 0.0000
Volume 294 281 -13 -4.4% 1,968
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7978 0.7955 0.7861
R3 0.7928 0.7905 0.7847
R2 0.7878 0.7878 0.7842
R1 0.7855 0.7855 0.7838 0.7842
PP 0.7828 0.7828 0.7828 0.7821
S1 0.7805 0.7805 0.7828 0.7792
S2 0.7778 0.7778 0.7824
S3 0.7728 0.7755 0.7819
S4 0.7678 0.7705 0.7806
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 0.7885 0.7800 0.0085 1.1% 0.0049 0.6% 39% False True 338
10 0.8072 0.7800 0.0272 3.5% 0.0060 0.8% 12% False True 326
20 0.8216 0.7800 0.0416 5.3% 0.0059 0.8% 8% False True 201
40 0.8269 0.7800 0.0469 6.0% 0.0056 0.7% 7% False True 187
60 0.8364 0.7800 0.0564 7.2% 0.0050 0.6% 6% False True 143
80 0.8364 0.7800 0.0564 7.2% 0.0047 0.6% 6% False True 114
100 0.8364 0.7780 0.0584 7.5% 0.0046 0.6% 9% False False 100
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8063
2.618 0.7981
1.618 0.7931
1.000 0.7900
0.618 0.7881
HIGH 0.7850
0.618 0.7831
0.500 0.7825
0.382 0.7819
LOW 0.7800
0.618 0.7769
1.000 0.7750
1.618 0.7719
2.618 0.7669
4.250 0.7588
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 0.7830 0.7843
PP 0.7828 0.7839
S1 0.7825 0.7836

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

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