CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 0.7685 0.7639 -0.0046 -0.6% 0.7667
High 0.7719 0.7639 -0.0080 -1.0% 0.7768
Low 0.7632 0.7587 -0.0045 -0.6% 0.7632
Close 0.7633 0.7600 -0.0033 -0.4% 0.7633
Range 0.0087 0.0052 -0.0035 -40.2% 0.0136
ATR 0.0059 0.0058 0.0000 -0.8% 0.0000
Volume 178 218 40 22.5% 1,913
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7765 0.7734 0.7629
R3 0.7713 0.7682 0.7614
R2 0.7661 0.7661 0.7610
R1 0.7630 0.7630 0.7605 0.7620
PP 0.7609 0.7609 0.7609 0.7603
S1 0.7578 0.7578 0.7595 0.7568
S2 0.7557 0.7557 0.7590
S3 0.7505 0.7526 0.7586
S4 0.7453 0.7474 0.7571
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8086 0.7995 0.7708
R3 0.7950 0.7859 0.7670
R2 0.7814 0.7814 0.7658
R1 0.7723 0.7723 0.7645 0.7701
PP 0.7678 0.7678 0.7678 0.7666
S1 0.7587 0.7587 0.7621 0.7565
S2 0.7542 0.7542 0.7608
S3 0.7406 0.7451 0.7596
S4 0.7270 0.7315 0.7558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7768 0.7587 0.0181 2.4% 0.0066 0.9% 7% False True 293
10 0.7768 0.7587 0.0181 2.4% 0.0056 0.7% 7% False True 332
20 0.7892 0.7587 0.0305 4.0% 0.0055 0.7% 4% False True 384
40 0.8216 0.7587 0.0629 8.3% 0.0055 0.7% 2% False True 274
60 0.8364 0.7587 0.0777 10.2% 0.0054 0.7% 2% False True 222
80 0.8364 0.7587 0.0777 10.2% 0.0051 0.7% 2% False True 178
100 0.8364 0.7587 0.0777 10.2% 0.0049 0.6% 2% False True 150
120 0.8364 0.7587 0.0777 10.2% 0.0046 0.6% 2% False True 131
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7775
1.618 0.7723
1.000 0.7691
0.618 0.7671
HIGH 0.7639
0.618 0.7619
0.500 0.7613
0.382 0.7607
LOW 0.7587
0.618 0.7555
1.000 0.7535
1.618 0.7503
2.618 0.7451
4.250 0.7366
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 0.7613 0.7653
PP 0.7609 0.7635
S1 0.7604 0.7618

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

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