CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 0.8767 0.8792 0.0025 0.3% 0.8830
High 0.8803 0.8839 0.0036 0.4% 0.8847
Low 0.8745 0.8777 0.0032 0.4% 0.8693
Close 0.8792 0.8818 0.0026 0.3% 0.8798
Range 0.0058 0.0062 0.0004 6.9% 0.0154
ATR 0.0065 0.0065 0.0000 -0.3% 0.0000
Volume 306 887 581 189.9% 3,386
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8997 0.8970 0.8852
R3 0.8935 0.8908 0.8835
R2 0.8873 0.8873 0.8829
R1 0.8846 0.8846 0.8824 0.8860
PP 0.8811 0.8811 0.8811 0.8818
S1 0.8784 0.8784 0.8812 0.8798
S2 0.8749 0.8749 0.8807
S3 0.8687 0.8722 0.8801
S4 0.8625 0.8660 0.8784
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9241 0.9174 0.8883
R3 0.9087 0.9020 0.8840
R2 0.8933 0.8933 0.8826
R1 0.8866 0.8866 0.8812 0.8823
PP 0.8779 0.8779 0.8779 0.8758
S1 0.8712 0.8712 0.8784 0.8669
S2 0.8625 0.8625 0.8770
S3 0.8471 0.8558 0.8756
S4 0.8317 0.8404 0.8713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8839 0.8710 0.0129 1.5% 0.0066 0.8% 84% True False 686
10 0.8921 0.8693 0.0228 2.6% 0.0070 0.8% 55% False False 661
20 0.8955 0.8693 0.0262 3.0% 0.0062 0.7% 48% False False 428
40 0.9145 0.8693 0.0452 5.1% 0.0066 0.8% 28% False False 457
60 0.9205 0.8693 0.0512 5.8% 0.0056 0.6% 24% False False 353
80 0.9270 0.8693 0.0577 6.5% 0.0045 0.5% 22% False False 273
100 0.9356 0.8693 0.0663 7.5% 0.0038 0.4% 19% False False 225
120 0.9356 0.8693 0.0663 7.5% 0.0033 0.4% 19% False False 194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9103
2.618 0.9001
1.618 0.8939
1.000 0.8901
0.618 0.8877
HIGH 0.8839
0.618 0.8815
0.500 0.8808
0.382 0.8801
LOW 0.8777
0.618 0.8739
1.000 0.8715
1.618 0.8677
2.618 0.8615
4.250 0.8514
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 0.8815 0.8809
PP 0.8811 0.8801
S1 0.8808 0.8792

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

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