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Chicago Mercantile Exchange® (CME®)
Canadian Dollar Historical Data
Specially Priced Data Packages
(Scroll Down For Data Example)
CME Data | Currency Data
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Package Price |
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CME Canadian Dollar Jumbo Historical Data Special
Includes all Futures, Front Month and Cash data listed below. |
$55.00 |
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CME March Canadian Dollar Futures
Includes the following contracts:
1973-2008 (35 contracts total) |
$15.00 |
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CME June Canadian Dollar Futures
Includes the following contracts:
1973-2008 (35 contracts total) |
$15.00 |
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CME September Canadian Dollar Futures
Includes the following contracts:
1972-2008 (36 contracts total) |
$15.00 |
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CME December Canadian Dollar Futures
Includes the following contracts:
1972-2008 (36 contracts total) |
$15.00 |
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CME Canadian Dollar Futures Data Special
Includes all Futures Contracts listed above |
$30.00 |
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CME Canadian Dollar Front Month Data, Roll On Expiration
1972-2007 What Is
Front Month Data?
|
$15.00 |
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CME Canadian Dollar Front Month Data, Roll On Volume
1972-2007 What Is
Front Month Data? |
$15.00 |
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CME Canadian Dollar Cash Data
1972-2008 |
$15.00 |
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Data Example:
Feel free to copy the data below for testing.
Vol = Volume for that individual contract
OI = Open Interest on that individual contract
Total Vol = Volume for all Contracts traded in that commodity
Total OI = Open Interest for all Contracts traded in that commodity
Chicago Mercantile Exchange (CME)
Canadian Dollar Historical Data
December 2006 Contract - Daily
Date, Contract, Open, High, Low, Close, Vol, OI, Total Vol, Total OI
20060901, 200612, 0.9077, 0.9090, 0.9069, 0.9071, 141, 6550, 2893, 111634
20060905, 200612, 0.9025, 0.9035, 0.9010, 0.9028, 92, 7217, 4566, 111705
20060906, 200612, 0.9028, 0.9082, 0.9025, 0.9073, 4686, 15633, 19570, 119387
20060907, 200612, 0.9076, 0.9076, 0.9030, 0.9038, 4865, 26166, 17446, 120859
20060908, 200612, 0.9014, 0.9014, 0.8950, 0.8953, 7234, 35586, 19061, 122349
20060911, 200612, 0.8947, 0.8962, 0.8934, 0.8942, 11623, 53157, 23628, 128443
20060912, 200612, 0.8962, 0.8990, 0.8939, 0.8959, 5173, 71372, 11787, 138181
20060913, 200612, 0.8929, 0.8977, 0.8927, 0.8948, 13990, 85333, 17004, 135920
20060914, 200612, 0.8979, 0.9020, 0.8961, 0.8967, 8610, 87867, 12348, 132803
20060915, 200612, 0.8944, 0.8977, 0.8936, 0.8961, 2292, 92869, 3266, 135898
20060918, 200612, 0.8942, 0.8984, 0.8936, 0.8969, 5695, 96730, 6712, 139030
20060919, 200612, 0.8931, 0.8964, 0.8883, 0.8885, 15801, 97208, 16820, 138838
20060920, 200612, 0.8888, 0.8909, 0.8880, 0.8889, 4390, 94207, 4399, 95846
20060921, 200612, 0.8925, 0.8984, 0.8923, 0.8967, 7077, 92522, 7077, 94205
20060922, 200612, 0.9010, 0.9015, 0.8965, 0.8972, 3807, 92217, 3808, 93906
20060925, 200612, 0.8976, 0.8997, 0.8973, 0.8979, 848, 91827, 848, 93510
20060926, 200612, 0.9000, 0.9005, 0.8965, 0.9005, 3885, 92432, 3899, 94128
20060927, 200612, 0.9000, 0.9042, 0.8980, 0.9030, 8005, 92910, 8008, 94648
20060928, 200612, 0.9022, 0.9040, 0.9010, 0.9033, 1694, 95026, 1706, 96768
20060929, 200612, 0.8979, 0.9000, 0.8955, 0.8967, 4624, 95957, 4626, 97700
Chicago Mercantile Exchange (CME)
Canadian Dollar Historical Data
2006 Cash - Daily
Date, Open, High, Low, Close, Futures Total Vol, Futures Total OI
20060801, 0.8832, 0.8853, 0.8794, 0.8841, 2293, 86048
20060802, 0.8864, 0.8894, 0.8834, 0.8869, 2206, 83552
20060803, 0.8893, 0.8904, 0.8868, 0.8880, 4720, 84379
20060804, 0.8829, 0.8900, 0.8813, 0.8861, 9049, 86889
20060807, 0.8887, 0.8946, 0.8873, 0.8927, 4902, 84796
20060808, 0.8933, 0.8942, 0.8901, 0.8912, 6448, 82510
20060809, 0.8935, 0.8947, 0.8886, 0.8924, 1778, 83100
20060810, 0.8933, 0.8938, 0.8862, 0.8877, 7052, 82527
20060811, 0.8888, 0.8950, 0.8863, 0.8897, 9150, 84934
20060814, 0.8875, 0.8921, 0.8867, 0.8875, 5507, 91822
20060815, 0.8846, 0.8912, 0.8834, 0.8896, 4483, 86815
20060816, 0.8921, 0.8972, 0.8896, 0.8946, 5079, 85723
20060817, 0.8957, 0.8964, 0.8902, 0.8908, 4043, 87483
20060818, 0.8906, 0.8928, 0.8870, 0.8884, 3962, 91065
20060821, 0.8937, 0.8955, 0.8883, 0.8943, 1371, 89581
20060822, 0.8951, 0.8969, 0.8926, 0.8963, 1912, 86667
20060823, 0.8993, 0.9049, 0.8962, 0.8983, 8735, 96123
20060824, 0.9014, 0.9029, 0.8982, 0.9001, 1932, 97157
20060825, 0.9043, 0.9045, 0.9004, 0.9012, 6156, 102826
20060828, 0.9026, 0.9038, 0.8991, 0.9001, 4695, 105799
20060829, 0.9016, 0.9043, 0.8987, 0.9026, 6673, 106142
20060830, 0.9034, 0.9044, 0.8997, 0.9013, 7349, 108751
20060831, 0.9035, 0.9056, 0.8997, 0.9043, 3057, 111896
CME and Chicago Mercantile Exchange are registered trademarks of the CME
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Data Notes
All data
is in Daily format, day
sessions unless otherwise noted.
Prices shown are in US dollars.
All data includes at least the Open, High, Low, Close, Volume, Open Interest, Total Volume, Total Open Interest for each trading day unless otherwise noted.
All Futures Contract data goes from the first day of trading to last.
Data is updated
through the end of the previous trading week unless otherwise noted.
Excel Instructions (How to open these files in Excel)
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Data Shipping/Transmission Info | Other Ordering Options
Exchange Contract Specifications
Contract Size: 100,000 Canadian dollars.
Tick Size: 1 point = $.0001 per Canadian dollar = $10.00 per contract.
Price Quote: US Dollars per point.
Active Contract Months: Mar, Jun, Sep, Dec.
Last Trading Day: The business day before third Wednesday.
Trading Hours: 7:20 a.m.-2:00 p.m. Last trading day (9:16 a.m.).
Daily Price Limit: None.
Commodity
Historical Data, Historical Currency Data, Commodity Historic Data,
S&P 500 Index Historical Data, W. D. Gann Data, Historical Futures Data,
Chicago Commodity Prices,
Historical Commodity Price Data, Historical Currency Rates, Daily Commodity
Futures Prices
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