CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 0.7687 0.7717 0.0030 0.4% 0.7868
High 0.7730 0.7719 -0.0011 -0.1% 0.7868
Low 0.7683 0.7656 -0.0027 -0.4% 0.7685
Close 0.7709 0.7669 -0.0040 -0.5% 0.7691
Range 0.0047 0.0063 0.0016 34.0% 0.0183
ATR 0.0056 0.0057 0.0000 0.8% 0.0000
Volume 211 447 236 111.8% 2,623
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7870 0.7833 0.7704
R3 0.7807 0.7770 0.7686
R2 0.7744 0.7744 0.7681
R1 0.7707 0.7707 0.7675 0.7694
PP 0.7681 0.7681 0.7681 0.7675
S1 0.7644 0.7644 0.7663 0.7631
S2 0.7618 0.7618 0.7657
S3 0.7555 0.7581 0.7652
S4 0.7492 0.7518 0.7634
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 0.7739 0.7656 0.0083 1.1% 0.0041 0.5% 16% False True 536
10 0.7885 0.7656 0.0229 3.0% 0.0054 0.7% 6% False True 424
20 0.8125 0.7656 0.0469 6.1% 0.0060 0.8% 3% False True 329
40 0.8216 0.7656 0.0560 7.3% 0.0056 0.7% 2% False True 256
60 0.8364 0.7656 0.0708 9.2% 0.0052 0.7% 2% False True 181
80 0.8364 0.7656 0.0708 9.2% 0.0049 0.6% 2% False True 148
100 0.8364 0.7656 0.0708 9.2% 0.0047 0.6% 2% False True 127
120 0.8364 0.7656 0.0708 9.2% 0.0045 0.6% 2% False True 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7987
2.618 0.7884
1.618 0.7821
1.000 0.7782
0.618 0.7758
HIGH 0.7719
0.618 0.7695
0.500 0.7688
0.382 0.7680
LOW 0.7656
0.618 0.7617
1.000 0.7593
1.618 0.7554
2.618 0.7491
4.250 0.7388
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 0.7688 0.7693
PP 0.7681 0.7685
S1 0.7675 0.7677

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

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