CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	0.7667	0.7669	0.0002	0.0%	0.7707
High	0.7697	0.7739	0.0042	0.5%	0.7730
Low	0.7660	0.7664	0.0004	0.1%	0.7630
Close	0.7666	0.7727	0.0061	0.8%	0.7647
Range	0.0037	0.0075	0.0038	102.7%	0.0100
ATR	0.0054	0.0056	0.0001	2.7%	0.0000
Volume	664	306	-358	-53.9%	1,455

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7935	0.7906	0.7768
R3	0.7860	0.7831	0.7748
R2	0.7785	0.7785	0.7741
R1	0.7756	0.7756	0.7734	0.7771
PP	0.7710	0.7710	0.7710	0.7717
S1	0.7681	0.7681	0.7720	0.7696
S2	0.7635	0.7635	0.7713
S3	0.7560	0.7606	0.7706
S4	0.7485	0.7531	0.7686

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7969	0.7908	0.7702
R3	0.7869	0.7808	0.7675
R2	0.7769	0.7769	0.7665
R1	0.7708	0.7708	0.7656	0.7689
PP	0.7669	0.7669	0.7669	0.7659
S1	0.7608	0.7608	0.7638	0.7589
S2	0.7569	0.7569	0.7629
S3	0.7469	0.7508	0.7620
S4	0.7369	0.7408	0.7592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7739	0.7630	0.0109	1.4%	0.0051	0.7%	89%	True	False	391
10	0.7842	0.7630	0.0212	2.7%	0.0053	0.7%	46%	False	False	447
20	0.8072	0.7630	0.0442	5.7%	0.0057	0.7%	22%	False	False	387
40	0.8216	0.7630	0.0586	7.6%	0.0055	0.7%	17%	False	False	263
60	0.8364	0.7630	0.0734	9.5%	0.0052	0.7%	13%	False	False	205
80	0.8364	0.7630	0.0734	9.5%	0.0049	0.6%	13%	False	False	165
100	0.8364	0.7630	0.0734	9.5%	0.0048	0.6%	13%	False	False	141
120	0.8364	0.7630	0.0734	9.5%	0.0045	0.6%	13%	False	False	125

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8058
2.618	0.7935
1.618	0.7860
1.000	0.7814
0.618	0.7785
HIGH	0.7739
0.618	0.7710
0.500	0.7702
0.382	0.7693
LOW	0.7664
0.618	0.7618
1.000	0.7589
1.618	0.7543
2.618	0.7468
4.250	0.7345

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	0.7719	0.7713
PP	0.7710	0.7699
S1	0.7702	0.7685

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