CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 0.7836 0.7840 0.0004 0.1% 0.7952
High 0.7850 0.7842 -0.0008 -0.1% 0.7952
Low 0.7800 0.7710 -0.0090 -1.2% 0.7815
Close 0.7833 0.7725 -0.0108 -1.4% 0.7866
Range 0.0050 0.0132 0.0082 164.0% 0.0137
ATR 0.0058 0.0064 0.0005 9.0% 0.0000
Volume 281 281 0 0.0% 1,968
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8155 0.8072 0.7798
R3 0.8023 0.7940 0.7761
R2 0.7891 0.7891 0.7749
R1 0.7808 0.7808 0.7737 0.7784
PP 0.7759 0.7759 0.7759 0.7747
S1 0.7676 0.7676 0.7713 0.7652
S2 0.7627 0.7627 0.7701
S3 0.7495 0.7544 0.7689
S4 0.7363 0.7412 0.7652
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 0.7710 0.0175 2.3% 0.0068 0.9% 9% False True 313
10 0.7993 0.7710 0.0283 3.7% 0.0065 0.8% 5% False True 331
20 0.8216 0.7710 0.0506 6.6% 0.0064 0.8% 3% False True 214
40 0.8216 0.7710 0.0506 6.6% 0.0057 0.7% 3% False True 192
60 0.8364 0.7710 0.0654 8.5% 0.0051 0.7% 2% False True 147
80 0.8364 0.7710 0.0654 8.5% 0.0048 0.6% 2% False True 117
100 0.8364 0.7710 0.0654 8.5% 0.0047 0.6% 2% False True 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 0.8403
2.618 0.8188
1.618 0.8056
1.000 0.7974
0.618 0.7924
HIGH 0.7842
0.618 0.7792
0.500 0.7776
0.382 0.7760
LOW 0.7710
0.618 0.7628
1.000 0.7578
1.618 0.7496
2.618 0.7364
4.250 0.7149
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 0.7776 0.7789
PP 0.7759 0.7768
S1 0.7742 0.7746

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

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