CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 0.8857 0.8858 0.0001 0.0% 0.8875
High 0.8883 0.8876 -0.0007 -0.1% 0.8885
Low 0.8829 0.8717 -0.0112 -1.3% 0.8717
Close 0.8883 0.8721 -0.0162 -1.8% 0.8721
Range 0.0054 0.0159 0.0105 194.4% 0.0168
ATR 0.0065 0.0072 0.0007 11.1% 0.0000
Volume 1,202 3,786 2,584 215.0% 8,947
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9248 0.9144 0.8808
R3 0.9089 0.8985 0.8765
R2 0.8930 0.8930 0.8750
R1 0.8826 0.8826 0.8736 0.8799
PP 0.8771 0.8771 0.8771 0.8758
S1 0.8667 0.8667 0.8706 0.8640
S2 0.8612 0.8612 0.8692
S3 0.8453 0.8508 0.8677
S4 0.8294 0.8349 0.8634
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9278 0.9168 0.8813
R3 0.9110 0.9000 0.8767
R2 0.8942 0.8942 0.8752
R1 0.8832 0.8832 0.8736 0.8803
PP 0.8774 0.8774 0.8774 0.8760
S1 0.8664 0.8664 0.8706 0.8635
S2 0.8606 0.8606 0.8690
S3 0.8438 0.8496 0.8675
S4 0.8270 0.8328 0.8629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8912 0.8717 0.0195 2.2% 0.0090 1.0% 2% False True 1,901
10 0.8912 0.8717 0.0195 2.2% 0.0074 0.8% 2% False True 1,292
20 0.8912 0.8693 0.0219 2.5% 0.0073 0.8% 13% False False 974
40 0.8987 0.8693 0.0294 3.4% 0.0069 0.8% 10% False False 625
60 0.9145 0.8693 0.0452 5.2% 0.0065 0.7% 6% False False 567
80 0.9205 0.8693 0.0512 5.9% 0.0054 0.6% 5% False False 442
100 0.9331 0.8693 0.0638 7.3% 0.0045 0.5% 4% False False 359
120 0.9356 0.8693 0.0663 7.6% 0.0039 0.4% 4% False False 306
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 150 trading days
Fibonacci Retracements and Extensions
4.250 0.9552
2.618 0.9292
1.618 0.9133
1.000 0.9035
0.618 0.8974
HIGH 0.8876
0.618 0.8815
0.500 0.8797
0.382 0.8778
LOW 0.8717
0.618 0.8619
1.000 0.8558
1.618 0.8460
2.618 0.8301
4.250 0.8041
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 0.8797 0.8800
PP 0.8771 0.8774
S1 0.8746 0.8747

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

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