CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 0.8787 0.8817 0.0030 0.3% 0.8831
High 0.8830 0.8912 0.0082 0.9% 0.8912
Low 0.8771 0.8807 0.0036 0.4% 0.8771
Close 0.8823 0.8872 0.0049 0.6% 0.8872
Range 0.0059 0.0105 0.0046 78.0% 0.0141
ATR 0.0063 0.0066 0.0003 4.8% 0.0000
Volume 625 558 -67 -10.7% 3,521
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9179 0.9130 0.8930
R3 0.9074 0.9025 0.8901
R2 0.8969 0.8969 0.8891
R1 0.8920 0.8920 0.8882 0.8945
PP 0.8864 0.8864 0.8864 0.8876
S1 0.8815 0.8815 0.8862 0.8840
S2 0.8759 0.8759 0.8853
S3 0.8654 0.8710 0.8843
S4 0.8549 0.8605 0.8814
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9275 0.9214 0.8950
R3 0.9134 0.9073 0.8911
R2 0.8993 0.8993 0.8898
R1 0.8932 0.8932 0.8885 0.8963
PP 0.8852 0.8852 0.8852 0.8867
S1 0.8791 0.8791 0.8859 0.8822
S2 0.8711 0.8711 0.8846
S3 0.8570 0.8650 0.8833
S4 0.8429 0.8509 0.8794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8912 0.8771 0.0141 1.6% 0.0059 0.7% 72% True False 704
10 0.8912 0.8745 0.0167 1.9% 0.0064 0.7% 76% True False 701
20 0.8955 0.8693 0.0262 3.0% 0.0066 0.7% 68% False False 587
40 0.8995 0.8693 0.0302 3.4% 0.0066 0.7% 59% False False 500
60 0.9205 0.8693 0.0512 5.8% 0.0062 0.7% 35% False False 423
80 0.9205 0.8693 0.0512 5.8% 0.0050 0.6% 35% False False 330
100 0.9356 0.8693 0.0663 7.5% 0.0042 0.5% 27% False False 271
120 0.9356 0.8693 0.0663 7.5% 0.0036 0.4% 27% False False 232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9358
2.618 0.9187
1.618 0.9082
1.000 0.9017
0.618 0.8977
HIGH 0.8912
0.618 0.8872
0.500 0.8860
0.382 0.8847
LOW 0.8807
0.618 0.8742
1.000 0.8702
1.618 0.8637
2.618 0.8532
4.250 0.8361
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 0.8868 0.8862
PP 0.8864 0.8852
S1 0.8860 0.8842

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

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