CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 0.7699 0.7653 -0.0046 -0.6% 0.7614
High 0.7710 0.7675 -0.0035 -0.5% 0.7710
Low 0.7638 0.7634 -0.0004 -0.1% 0.7585
Close 0.7647 0.7641 -0.0006 -0.1% 0.7641
Range 0.0072 0.0041 -0.0031 -43.1% 0.0125
ATR 0.0067 0.0065 -0.0002 -2.8% 0.0000
Volume 665 624 -41 -6.2% 2,444
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7773 0.7748 0.7664
R3 0.7732 0.7707 0.7652
R2 0.7691 0.7691 0.7649
R1 0.7666 0.7666 0.7645 0.7658
PP 0.7650 0.7650 0.7650 0.7646
S1 0.7625 0.7625 0.7637 0.7617
S2 0.7609 0.7609 0.7633
S3 0.7568 0.7584 0.7630
S4 0.7527 0.7543 0.7618
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8020 0.7956 0.7710
R3 0.7895 0.7831 0.7675
R2 0.7770 0.7770 0.7664
R1 0.7706 0.7706 0.7652 0.7738
PP 0.7645 0.7645 0.7645 0.7662
S1 0.7581 0.7581 0.7630 0.7613
S2 0.7520 0.7520 0.7618
S3 0.7395 0.7456 0.7607
S4 0.7270 0.7331 0.7572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7710 0.7585 0.0125 1.6% 0.0083 1.1% 45% False False 488
10 0.7710 0.7566 0.0144 1.9% 0.0069 0.9% 52% False False 441
20 0.7768 0.7566 0.0202 2.6% 0.0061 0.8% 37% False False 389
40 0.8178 0.7566 0.0612 8.0% 0.0061 0.8% 12% False False 343
60 0.8216 0.7566 0.0650 8.5% 0.0059 0.8% 12% False False 286
80 0.8364 0.7566 0.0798 10.4% 0.0054 0.7% 9% False False 229
100 0.8364 0.7566 0.0798 10.4% 0.0051 0.7% 9% False False 189
120 0.8364 0.7566 0.0798 10.4% 0.0049 0.6% 9% False False 163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7849
2.618 0.7782
1.618 0.7741
1.000 0.7716
0.618 0.7700
HIGH 0.7675
0.618 0.7659
0.500 0.7655
0.382 0.7650
LOW 0.7634
0.618 0.7609
1.000 0.7593
1.618 0.7568
2.618 0.7527
4.250 0.7460
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 0.7655 0.7655
PP 0.7650 0.7650
S1 0.7646 0.7646

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

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