CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	0.7639	0.7597	-0.0042	-0.5%	0.7667
High	0.7639	0.7621	-0.0018	-0.2%	0.7768
Low	0.7587	0.7575	-0.0012	-0.2%	0.7632
Close	0.7600	0.7580	-0.0020	-0.3%	0.7633
Range	0.0052	0.0046	-0.0006	-11.5%	0.0136
ATR	0.0058	0.0057	-0.0001	-1.5%	0.0000
Volume	218	366	148	67.9%	1,913

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7730	0.7701	0.7605
R3	0.7684	0.7655	0.7593
R2	0.7638	0.7638	0.7588
R1	0.7609	0.7609	0.7584	0.7601
PP	0.7592	0.7592	0.7592	0.7588
S1	0.7563	0.7563	0.7576	0.7555
S2	0.7546	0.7546	0.7572
S3	0.7500	0.7517	0.7567
S4	0.7454	0.7471	0.7555

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	0.7575	0.0193	2.5%	0.0060	0.8%	3%	False	True	305
10	0.7768	0.7575	0.0193	2.5%	0.0056	0.7%	3%	False	True	348
20	0.7885	0.7575	0.0310	4.1%	0.0054	0.7%	2%	False	True	384
40	0.8216	0.7575	0.0641	8.5%	0.0056	0.7%	1%	False	True	280
60	0.8364	0.7575	0.0789	10.4%	0.0054	0.7%	1%	False	True	227
80	0.8364	0.7575	0.0789	10.4%	0.0051	0.7%	1%	False	True	183
100	0.8364	0.7575	0.0789	10.4%	0.0050	0.7%	1%	False	True	153
120	0.8364	0.7575	0.0789	10.4%	0.0046	0.6%	1%	False	True	134

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	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7817
2.618	0.7741
1.618	0.7695
1.000	0.7667
0.618	0.7649
HIGH	0.7621
0.618	0.7603
0.500	0.7598
0.382	0.7593
LOW	0.7575
0.618	0.7547
1.000	0.7529
1.618	0.7501
2.618	0.7455
4.250	0.7380

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	0.7598	0.7647
PP	0.7592	0.7625
S1	0.7586	0.7602

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