CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	0.7805	0.7815	0.0010	0.1%	0.7912
High	0.7842	0.7834	-0.0008	-0.1%	0.7942
Low	0.7790	0.7804	0.0014	0.2%	0.7787
Close	0.7816	0.7818	0.0002	0.0%	0.7802
Range	0.0052	0.0030	-0.0022	-42.3%	0.0155
ATR	0.0078	0.0074	-0.0003	-4.4%	0.0000
Volume	73,757	54,489	-19,268	-26.1%	262,004

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7909	0.7893	0.7835
R3	0.7879	0.7863	0.7826
R2	0.7849	0.7849	0.7824
R1	0.7833	0.7833	0.7821	0.7841
PP	0.7819	0.7819	0.7819	0.7823
S1	0.7803	0.7803	0.7815	0.7811
S2	0.7789	0.7789	0.7813
S3	0.7759	0.7773	0.7810
S4	0.7729	0.7743	0.7802

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8309	0.8210	0.7887
R3	0.8154	0.8055	0.7845
R2	0.7999	0.7999	0.7830
R1	0.7900	0.7900	0.7816	0.7872
PP	0.7844	0.7844	0.7844	0.7830
S1	0.7745	0.7745	0.7788	0.7717
S2	0.7689	0.7689	0.7774
S3	0.7534	0.7590	0.7759
S4	0.7379	0.7435	0.7717

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7920	0.7787	0.0133	1.7%	0.0071	0.9%	23%	False	False	65,860
10	0.8047	0.7787	0.0260	3.3%	0.0071	0.9%	12%	False	False	41,318
20	0.8064	0.7787	0.0277	3.5%	0.0070	0.9%	11%	False	False	21,177
40	0.8340	0.7787	0.0553	7.1%	0.0085	1.1%	6%	False	False	10,930
60	0.8613	0.7787	0.0826	10.6%	0.0074	0.9%	4%	False	False	7,432
80	0.8876	0.7787	0.1089	13.9%	0.0068	0.9%	3%	False	False	5,619
100	0.8928	0.7787	0.1141	14.6%	0.0061	0.8%	3%	False	False	4,503
120	0.8987	0.7787	0.1200	15.3%	0.0057	0.7%	3%	False	False	3,758

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	0.7962
2.618	0.7913
1.618	0.7883
1.000	0.7864
0.618	0.7853
HIGH	0.7834
0.618	0.7823
0.500	0.7819
0.382	0.7815
LOW	0.7804
0.618	0.7785
1.000	0.7774
1.618	0.7755
2.618	0.7725
4.250	0.7677

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	0.7819	0.7831
PP	0.7819	0.7827
S1	0.7818	0.7822

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