CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 0.7639 0.7654 0.0015 0.2% 0.7614
High 0.7663 0.7672 0.0009 0.1% 0.7710
Low 0.7615 0.7586 -0.0029 -0.4% 0.7585
Close 0.7648 0.7634 -0.0014 -0.2% 0.7641
Range 0.0048 0.0086 0.0038 79.2% 0.0125
ATR 0.0063 0.0065 0.0002 2.6% 0.0000
Volume 271 639 368 135.8% 2,444
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7889 0.7847 0.7681
R3 0.7803 0.7761 0.7658
R2 0.7717 0.7717 0.7650
R1 0.7675 0.7675 0.7642 0.7653
PP 0.7631 0.7631 0.7631 0.7620
S1 0.7589 0.7589 0.7626 0.7567
S2 0.7545 0.7545 0.7618
S3 0.7459 0.7503 0.7610
S4 0.7373 0.7417 0.7587
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 0.7586 0.0124 1.6% 0.0060 0.8% 39% False True 505
10 0.7710 0.7575 0.0135 1.8% 0.0073 1.0% 44% False False 491
20 0.7768 0.7566 0.0202 2.6% 0.0063 0.8% 34% False False 405
40 0.8125 0.7566 0.0559 7.3% 0.0062 0.8% 12% False False 367
60 0.8216 0.7566 0.0650 8.5% 0.0059 0.8% 10% False False 305
80 0.8364 0.7566 0.0798 10.5% 0.0055 0.7% 9% False False 237
100 0.8364 0.7566 0.0798 10.5% 0.0052 0.7% 9% False False 199
120 0.8364 0.7566 0.0798 10.5% 0.0050 0.7% 9% False False 173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8038
2.618 0.7897
1.618 0.7811
1.000 0.7758
0.618 0.7725
HIGH 0.7672
0.618 0.7639
0.500 0.7629
0.382 0.7619
LOW 0.7586
0.618 0.7533
1.000 0.7500
1.618 0.7447
2.618 0.7361
4.250 0.7221
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 0.7632 0.7632
PP 0.7631 0.7631
S1 0.7629 0.7629

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

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