CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 0.7732 0.7712 -0.0020 -0.3% 0.7707
High 0.7768 0.7715 -0.0053 -0.7% 0.7730
Low 0.7709 0.7660 -0.0049 -0.6% 0.7630
Close 0.7724 0.7684 -0.0040 -0.5% 0.7647
Range 0.0059 0.0055 -0.0004 -6.8% 0.0100
ATR 0.0056 0.0057 0.0001 1.0% 0.0000
Volume 443 322 -121 -27.3% 1,455
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7851 0.7823 0.7714
R3 0.7796 0.7768 0.7699
R2 0.7741 0.7741 0.7694
R1 0.7713 0.7713 0.7689 0.7700
PP 0.7686 0.7686 0.7686 0.7680
S1 0.7658 0.7658 0.7679 0.7645
S2 0.7631 0.7631 0.7674
S3 0.7576 0.7603 0.7669
S4 0.7521 0.7548 0.7654
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 0.7768 0.7630 0.0138 1.8% 0.0054 0.7% 39% False False 412
10 0.7768 0.7630 0.0138 1.8% 0.0048 0.6% 39% False False 355
20 0.7958 0.7630 0.0328 4.3% 0.0055 0.7% 16% False False 397
40 0.8216 0.7630 0.0586 7.6% 0.0054 0.7% 9% False False 267
60 0.8364 0.7630 0.0734 9.6% 0.0053 0.7% 7% False False 217
80 0.8364 0.7630 0.0734 9.6% 0.0050 0.7% 7% False False 174
100 0.8364 0.7630 0.0734 9.6% 0.0049 0.6% 7% False False 147
120 0.8364 0.7630 0.0734 9.6% 0.0045 0.6% 7% False False 131
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7949
2.618 0.7859
1.618 0.7804
1.000 0.7770
0.618 0.7749
HIGH 0.7715
0.618 0.7694
0.500 0.7688
0.382 0.7681
LOW 0.7660
0.618 0.7626
1.000 0.7605
1.618 0.7571
2.618 0.7516
4.250 0.7426
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 0.7688 0.7714
PP 0.7686 0.7704
S1 0.7685 0.7694

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

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