CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 0.8875 0.8830 -0.0045 -0.5% 0.8831
High 0.8885 0.8877 -0.0008 -0.1% 0.8912
Low 0.8816 0.8815 -0.0001 0.0% 0.8771
Close 0.8827 0.8861 0.0034 0.4% 0.8872
Range 0.0069 0.0062 -0.0007 -10.1% 0.0141
ATR 0.0066 0.0066 0.0000 -0.5% 0.0000
Volume 2,286 1,673 -613 -26.8% 3,521
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9037 0.9011 0.8895
R3 0.8975 0.8949 0.8878
R2 0.8913 0.8913 0.8872
R1 0.8887 0.8887 0.8867 0.8900
PP 0.8851 0.8851 0.8851 0.8858
S1 0.8825 0.8825 0.8855 0.8838
S2 0.8789 0.8789 0.8850
S3 0.8727 0.8763 0.8844
S4 0.8665 0.8701 0.8827
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% 0.0067 0.8% 64% False False 1,128
10 0.8912 0.8753 0.0159 1.8% 0.0065 0.7% 68% False False 954
20 0.8955 0.8693 0.0262 3.0% 0.0068 0.8% 64% False False 770
40 0.8995 0.8693 0.0302 3.4% 0.0067 0.8% 56% False False 582
60 0.9187 0.8693 0.0494 5.6% 0.0063 0.7% 34% False False 488
80 0.9205 0.8693 0.0512 5.8% 0.0052 0.6% 33% False False 380
100 0.9337 0.8693 0.0644 7.3% 0.0043 0.5% 26% False False 311
120 0.9356 0.8693 0.0663 7.5% 0.0037 0.4% 25% False False 265
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9141
2.618 0.9039
1.618 0.8977
1.000 0.8939
0.618 0.8915
HIGH 0.8877
0.618 0.8853
0.500 0.8846
0.382 0.8839
LOW 0.8815
0.618 0.8777
1.000 0.8753
1.618 0.8715
2.618 0.8653
4.250 0.8552
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 0.8856 0.8861
PP 0.8851 0.8860
S1 0.8846 0.8860

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

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