CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	0.7573	0.7606	0.0033	0.4%	0.7583
High	0.7621	0.7624	0.0003	0.0%	0.7648
Low	0.7502	0.7540	0.0038	0.5%	0.7487
Close	0.7587	0.7571	-0.0016	-0.2%	0.7566
Range	0.0119	0.0084	-0.0035	-29.4%	0.0161
ATR	0.0076	0.0076	0.0001	0.8%	0.0000
Volume	1,872	2,362	490	26.2%	9,836

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7830	0.7785	0.7617
R3	0.7746	0.7701	0.7594
R2	0.7662	0.7662	0.7586
R1	0.7617	0.7617	0.7579	0.7598
PP	0.7578	0.7578	0.7578	0.7569
S1	0.7533	0.7533	0.7563	0.7514
S2	0.7494	0.7494	0.7556
S3	0.7410	0.7449	0.7548
S4	0.7326	0.7365	0.7525

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8050	0.7969	0.7655
R3	0.7889	0.7808	0.7610
R2	0.7728	0.7728	0.7596
R1	0.7647	0.7647	0.7581	0.7607
PP	0.7567	0.7567	0.7567	0.7547
S1	0.7486	0.7486	0.7551	0.7446
S2	0.7406	0.7406	0.7536
S3	0.7245	0.7325	0.7522
S4	0.7084	0.7164	0.7477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7624	0.7490	0.0134	1.8%	0.0080	1.1%	60%	True	False	1,427
10	0.7672	0.7487	0.0185	2.4%	0.0086	1.1%	45%	False	False	1,665
20	0.7710	0.7487	0.0223	2.9%	0.0077	1.0%	38%	False	False	1,054
40	0.7885	0.7487	0.0398	5.3%	0.0065	0.9%	21%	False	False	719
60	0.8216	0.7487	0.0729	9.6%	0.0063	0.8%	12%	False	False	538
80	0.8364	0.7487	0.0877	11.6%	0.0060	0.8%	10%	False	False	434
100	0.8364	0.7487	0.0877	11.6%	0.0056	0.7%	10%	False	False	357
120	0.8364	0.7487	0.0877	11.6%	0.0054	0.7%	10%	False	False	303

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7981
2.618	0.7844
1.618	0.7760
1.000	0.7708
0.618	0.7676
HIGH	0.7624
0.618	0.7592
0.500	0.7582
0.382	0.7572
LOW	0.7540
0.618	0.7488
1.000	0.7456
1.618	0.7404
2.618	0.7320
4.250	0.7183

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	0.7582	0.7568
PP	0.7578	0.7566
S1	0.7575	0.7563

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