CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 0.7739 0.7704 -0.0035 -0.5% 0.7868
High 0.7739 0.7710 -0.0029 -0.4% 0.7868
Low 0.7703 0.7685 -0.0018 -0.2% 0.7685
Close 0.7703 0.7691 -0.0012 -0.2% 0.7691
Range 0.0036 0.0025 -0.0011 -30.6% 0.0183
ATR 0.0062 0.0059 -0.0003 -4.2% 0.0000
Volume 1,402 365 -1,037 -74.0% 2,623
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7770 0.7756 0.7705
R3 0.7745 0.7731 0.7698
R2 0.7720 0.7720 0.7696
R1 0.7706 0.7706 0.7693 0.7701
PP 0.7695 0.7695 0.7695 0.7693
S1 0.7681 0.7681 0.7689 0.7676
S2 0.7670 0.7670 0.7686
S3 0.7645 0.7656 0.7684
S4 0.7620 0.7631 0.7677
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8297 0.8177 0.7792
R3 0.8114 0.7994 0.7741
R2 0.7931 0.7931 0.7725
R1 0.7811 0.7811 0.7708 0.7780
PP 0.7748 0.7748 0.7748 0.7732
S1 0.7628 0.7628 0.7674 0.7597
S2 0.7565 0.7565 0.7657
S3 0.7382 0.7445 0.7641
S4 0.7199 0.7262 0.7590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7868 0.7685 0.0183 2.4% 0.0061 0.8% 3% False True 524
10 0.7952 0.7685 0.0267 3.5% 0.0058 0.8% 2% False True 459
20 0.8178 0.7685 0.0493 6.4% 0.0061 0.8% 1% False True 298
40 0.8216 0.7685 0.0531 6.9% 0.0057 0.7% 1% False True 235
60 0.8364 0.7685 0.0679 8.8% 0.0052 0.7% 1% False True 175
80 0.8364 0.7685 0.0679 8.8% 0.0049 0.6% 1% False True 139
100 0.8364 0.7685 0.0679 8.8% 0.0046 0.6% 1% False True 118
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 0.7816
2.618 0.7775
1.618 0.7750
1.000 0.7735
0.618 0.7725
HIGH 0.7710
0.618 0.7700
0.500 0.7698
0.382 0.7695
LOW 0.7685
0.618 0.7670
1.000 0.7660
1.618 0.7645
2.618 0.7620
4.250 0.7579
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 0.7698 0.7764
PP 0.7695 0.7739
S1 0.7693 0.7715

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

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