CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 0.8758 0.8721 -0.0037 -0.4% 0.8721
High 0.8762 0.8730 -0.0032 -0.4% 0.8815
Low 0.8694 0.8687 -0.0007 -0.1% 0.8694
Close 0.8725 0.8696 -0.0029 -0.3% 0.8725
Range 0.0068 0.0043 -0.0025 -36.8% 0.0121
ATR 0.0071 0.0069 -0.0002 -2.8% 0.0000
Volume 6,325 13,046 6,721 106.3% 23,778
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8833 0.8808 0.8720
R3 0.8790 0.8765 0.8708
R2 0.8747 0.8747 0.8704
R1 0.8722 0.8722 0.8700 0.8713
PP 0.8704 0.8704 0.8704 0.8700
S1 0.8679 0.8679 0.8692 0.8670
S2 0.8661 0.8661 0.8688
S3 0.8618 0.8636 0.8684
S4 0.8575 0.8593 0.8672
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 0.8813 0.8687 0.0126 1.4% 0.0057 0.7% 7% False True 6,482
10 0.8885 0.8687 0.0198 2.3% 0.0074 0.9% 5% False True 4,577
20 0.8912 0.8687 0.0225 2.6% 0.0069 0.8% 4% False True 2,639
40 0.8955 0.8687 0.0268 3.1% 0.0067 0.8% 3% False True 1,494
60 0.9145 0.8687 0.0458 5.3% 0.0067 0.8% 2% False True 1,153
80 0.9205 0.8687 0.0518 6.0% 0.0057 0.7% 2% False True 898
100 0.9270 0.8687 0.0583 6.7% 0.0048 0.6% 2% False True 726
120 0.9356 0.8687 0.0669 7.7% 0.0042 0.5% 1% False True 608
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8913
2.618 0.8843
1.618 0.8800
1.000 0.8773
0.618 0.8757
HIGH 0.8730
0.618 0.8714
0.500 0.8709
0.382 0.8703
LOW 0.8687
0.618 0.8660
1.000 0.8644
1.618 0.8617
2.618 0.8574
4.250 0.8504
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 0.8709 0.8741
PP 0.8704 0.8726
S1 0.8700 0.8711

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

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