CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 0.8691 0.8717 0.0026 0.3% 0.8721
High 0.8752 0.8725 -0.0027 -0.3% 0.8815
Low 0.8677 0.8675 -0.0002 0.0% 0.8694
Close 0.8722 0.8684 -0.0038 -0.4% 0.8725
Range 0.0075 0.0050 -0.0025 -33.3% 0.0121
ATR 0.0070 0.0068 -0.0001 -2.0% 0.0000
Volume 21,764 40,228 18,464 84.8% 23,778
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8845 0.8814 0.8712
R3 0.8795 0.8764 0.8698
R2 0.8745 0.8745 0.8693
R1 0.8714 0.8714 0.8689 0.8705
PP 0.8695 0.8695 0.8695 0.8690
S1 0.8664 0.8664 0.8679 0.8655
S2 0.8645 0.8645 0.8675
S3 0.8595 0.8614 0.8670
S4 0.8545 0.8564 0.8657
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 0.8795 0.8675 0.0120 1.4% 0.0056 0.6% 8% False True 17,401
10 0.8883 0.8675 0.0208 2.4% 0.0074 0.8% 4% False True 10,380
20 0.8912 0.8675 0.0237 2.7% 0.0069 0.8% 4% False True 5,667
40 0.8955 0.8675 0.0280 3.2% 0.0067 0.8% 3% False True 3,030
60 0.9145 0.8675 0.0470 5.4% 0.0067 0.8% 2% False True 2,181
80 0.9205 0.8675 0.0530 6.1% 0.0059 0.7% 2% False True 1,672
100 0.9270 0.8675 0.0595 6.9% 0.0049 0.6% 2% False True 1,343
120 0.9356 0.8675 0.0681 7.8% 0.0043 0.5% 1% False True 1,125
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 0.8938
2.618 0.8856
1.618 0.8806
1.000 0.8775
0.618 0.8756
HIGH 0.8725
0.618 0.8706
0.500 0.8700
0.382 0.8694
LOW 0.8675
0.618 0.8644
1.000 0.8625
1.618 0.8594
2.618 0.8544
4.250 0.8463
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 0.8700 0.8714
PP 0.8695 0.8704
S1 0.8689 0.8694

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

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