CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	0.7717	0.7666	-0.0051	-0.7%	0.7868
High	0.7719	0.7701	-0.0018	-0.2%	0.7868
Low	0.7656	0.7661	0.0005	0.1%	0.7685
Close	0.7669	0.7664	-0.0005	-0.1%	0.7691
Range	0.0063	0.0040	-0.0023	-36.5%	0.0183
ATR	0.0057	0.0056	-0.0001	-2.1%	0.0000
Volume	447	215	-232	-51.9%	2,623

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7795	0.7770	0.7686
R3	0.7755	0.7730	0.7675
R2	0.7715	0.7715	0.7671
R1	0.7690	0.7690	0.7668	0.7683
PP	0.7675	0.7675	0.7675	0.7672
S1	0.7650	0.7650	0.7660	0.7643
S2	0.7635	0.7635	0.7657
S3	0.7595	0.7610	0.7653
S4	0.7555	0.7570	0.7642

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	0.7730	0.7656	0.0074	1.0%	0.0041	0.5%	11%	False	False	299
10	0.7885	0.7656	0.0229	3.0%	0.0054	0.7%	3%	False	False	414
20	0.8107	0.7656	0.0451	5.9%	0.0057	0.7%	2%	False	False	337
40	0.8216	0.7656	0.0560	7.3%	0.0056	0.7%	1%	False	False	246
60	0.8364	0.7656	0.0708	9.2%	0.0052	0.7%	1%	False	False	184
80	0.8364	0.7656	0.0708	9.2%	0.0049	0.6%	1%	False	False	150
100	0.8364	0.7656	0.0708	9.2%	0.0047	0.6%	1%	False	False	128
120	0.8364	0.7656	0.0708	9.2%	0.0044	0.6%	1%	False	False	115

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7871
2.618	0.7806
1.618	0.7766
1.000	0.7741
0.618	0.7726
HIGH	0.7701
0.618	0.7686
0.500	0.7681
0.382	0.7676
LOW	0.7661
0.618	0.7636
1.000	0.7621
1.618	0.7596
2.618	0.7556
4.250	0.7491

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	0.7681	0.7693
PP	0.7675	0.7683
S1	0.7670	0.7674

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols