CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 0.8772 0.8758 -0.0014 -0.2% 0.8721
High 0.8795 0.8762 -0.0033 -0.4% 0.8815
Low 0.8753 0.8694 -0.0059 -0.7% 0.8694
Close 0.8761 0.8725 -0.0036 -0.4% 0.8725
Range 0.0042 0.0068 0.0026 61.9% 0.0121
ATR 0.0072 0.0071 0.0000 -0.4% 0.0000
Volume 5,646 6,325 679 12.0% 23,778
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8931 0.8896 0.8762
R3 0.8863 0.8828 0.8744
R2 0.8795 0.8795 0.8737
R1 0.8760 0.8760 0.8731 0.8744
PP 0.8727 0.8727 0.8727 0.8719
S1 0.8692 0.8692 0.8719 0.8676
S2 0.8659 0.8659 0.8713
S3 0.8591 0.8624 0.8706
S4 0.8523 0.8556 0.8688
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9108 0.9037 0.8792
R3 0.8987 0.8916 0.8758
R2 0.8866 0.8866 0.8747
R1 0.8795 0.8795 0.8736 0.8831
PP 0.8745 0.8745 0.8745 0.8762
S1 0.8674 0.8674 0.8714 0.8710
S2 0.8624 0.8624 0.8703
S3 0.8503 0.8553 0.8692
S4 0.8382 0.8432 0.8658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8815 0.8694 0.0121 1.4% 0.0071 0.8% 26% False True 4,755
10 0.8912 0.8694 0.0218 2.5% 0.0080 0.9% 14% False True 3,328
20 0.8912 0.8694 0.0218 2.5% 0.0072 0.8% 14% False True 2,019
40 0.8955 0.8693 0.0262 3.0% 0.0067 0.8% 12% False False 1,174
60 0.9145 0.8693 0.0452 5.2% 0.0067 0.8% 7% False False 942
80 0.9205 0.8693 0.0512 5.9% 0.0057 0.7% 6% False False 736
100 0.9270 0.8693 0.0577 6.6% 0.0048 0.5% 6% False False 595
120 0.9356 0.8693 0.0663 7.6% 0.0042 0.5% 5% False False 500
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9051
2.618 0.8940
1.618 0.8872
1.000 0.8830
0.618 0.8804
HIGH 0.8762
0.618 0.8736
0.500 0.8728
0.382 0.8720
LOW 0.8694
0.618 0.8652
1.000 0.8626
1.618 0.8584
2.618 0.8516
4.250 0.8405
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 0.8728 0.8745
PP 0.8727 0.8738
S1 0.8726 0.8732

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

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