CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 0.8826 0.8814 -0.0012 -0.1% 0.8805
High 0.8855 0.8815 -0.0040 -0.5% 0.8851
Low 0.8807 0.8777 -0.0030 -0.3% 0.8745
Close 0.8828 0.8795 -0.0033 -0.4% 0.8837
Range 0.0048 0.0038 -0.0010 -20.8% 0.0106
ATR 0.0064 0.0063 -0.0001 -1.5% 0.0000
Volume 703 499 -204 -29.0% 3,495
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8910 0.8890 0.8816
R3 0.8872 0.8852 0.8805
R2 0.8834 0.8834 0.8802
R1 0.8814 0.8814 0.8798 0.8805
PP 0.8796 0.8796 0.8796 0.8791
S1 0.8776 0.8776 0.8792 0.8767
S2 0.8758 0.8758 0.8788
S3 0.8720 0.8738 0.8785
S4 0.8682 0.8700 0.8774
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9129 0.9089 0.8895
R3 0.9023 0.8983 0.8866
R2 0.8917 0.8917 0.8856
R1 0.8877 0.8877 0.8847 0.8897
PP 0.8811 0.8811 0.8811 0.8821
S1 0.8771 0.8771 0.8827 0.8791
S2 0.8705 0.8705 0.8818
S3 0.8599 0.8665 0.8808
S4 0.8493 0.8559 0.8779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8855 0.8753 0.0102 1.2% 0.0058 0.7% 41% False False 703
10 0.8855 0.8710 0.0145 1.6% 0.0062 0.7% 59% False False 694
20 0.8955 0.8693 0.0262 3.0% 0.0061 0.7% 39% False False 553
40 0.8995 0.8693 0.0302 3.4% 0.0064 0.7% 34% False False 478
60 0.9205 0.8693 0.0512 5.8% 0.0060 0.7% 20% False False 408
80 0.9205 0.8693 0.0512 5.8% 0.0048 0.5% 20% False False 315
100 0.9356 0.8693 0.0663 7.5% 0.0041 0.5% 15% False False 260
120 0.9356 0.8693 0.0663 7.5% 0.0035 0.4% 15% False False 222
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8977
2.618 0.8914
1.618 0.8876
1.000 0.8853
0.618 0.8838
HIGH 0.8815
0.618 0.8800
0.500 0.8796
0.382 0.8792
LOW 0.8777
0.618 0.8754
1.000 0.8739
1.618 0.8716
2.618 0.8678
4.250 0.8616
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 0.8796 0.8816
PP 0.8796 0.8809
S1 0.8795 0.8802

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

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