CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 0.7538 0.7584 0.0046 0.6% 0.7573
High 0.7611 0.7595 -0.0016 -0.2% 0.7624
Low 0.7523 0.7523 0.0000 0.0% 0.7502
Close 0.7576 0.7543 -0.0033 -0.4% 0.7543
Range 0.0088 0.0072 -0.0016 -18.2% 0.0122
ATR 0.0077 0.0076 0.0000 -0.4% 0.0000
Volume 5,721 6,834 1,113 19.5% 22,533
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7770 0.7728 0.7583
R3 0.7698 0.7656 0.7563
R2 0.7626 0.7626 0.7556
R1 0.7584 0.7584 0.7550 0.7569
PP 0.7554 0.7554 0.7554 0.7546
S1 0.7512 0.7512 0.7536 0.7497
S2 0.7482 0.7482 0.7530
S3 0.7410 0.7440 0.7523
S4 0.7338 0.7368 0.7503
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7922 0.7855 0.7610
R3 0.7800 0.7733 0.7577
R2 0.7678 0.7678 0.7565
R1 0.7611 0.7611 0.7554 0.7584
PP 0.7556 0.7556 0.7556 0.7543
S1 0.7489 0.7489 0.7532 0.7462
S2 0.7434 0.7434 0.7521
S3 0.7312 0.7367 0.7509
S4 0.7190 0.7245 0.7476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7624 0.7502 0.0122 1.6% 0.0086 1.1% 34% False False 4,506
10 0.7648 0.7487 0.0161 2.1% 0.0087 1.1% 35% False False 3,236
20 0.7710 0.7487 0.0223 3.0% 0.0080 1.1% 25% False False 1,899
40 0.7868 0.7487 0.0381 5.1% 0.0068 0.9% 15% False False 1,148
60 0.8216 0.7487 0.0729 9.7% 0.0064 0.9% 8% False False 830
80 0.8349 0.7487 0.0862 11.4% 0.0061 0.8% 6% False False 661
100 0.8364 0.7487 0.0877 11.6% 0.0058 0.8% 6% False False 540
120 0.8364 0.7487 0.0877 11.6% 0.0054 0.7% 6% False False 454
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7901
2.618 0.7783
1.618 0.7711
1.000 0.7667
0.618 0.7639
HIGH 0.7595
0.618 0.7567
0.500 0.7559
0.382 0.7551
LOW 0.7523
0.618 0.7479
1.000 0.7451
1.618 0.7407
2.618 0.7335
4.250 0.7217
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 0.7559 0.7558
PP 0.7554 0.7553
S1 0.7548 0.7548

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

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