CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 0.8597 0.8580 -0.0017 -0.2% 0.8624
High 0.8621 0.8607 -0.0014 -0.2% 0.8640
Low 0.8571 0.8556 -0.0015 -0.2% 0.8547
Close 0.8573 0.8593 0.0020 0.2% 0.8602
Range 0.0050 0.0051 0.0001 2.0% 0.0093
ATR 0.0066 0.0065 -0.0001 -1.7% 0.0000
Volume 30,222 35,032 4,810 15.9% 311,465
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8738 0.8717 0.8621
R3 0.8687 0.8666 0.8607
R2 0.8636 0.8636 0.8602
R1 0.8615 0.8615 0.8598 0.8626
PP 0.8585 0.8585 0.8585 0.8591
S1 0.8564 0.8564 0.8588 0.8575
S2 0.8534 0.8534 0.8584
S3 0.8483 0.8513 0.8579
S4 0.8432 0.8462 0.8565
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8875 0.8832 0.8653
R3 0.8782 0.8739 0.8628
R2 0.8689 0.8689 0.8619
R1 0.8646 0.8646 0.8611 0.8621
PP 0.8596 0.8596 0.8596 0.8584
S1 0.8553 0.8553 0.8593 0.8528
S2 0.8503 0.8503 0.8585
S3 0.8410 0.8460 0.8576
S4 0.8317 0.8367 0.8551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8631 0.8550 0.0081 0.9% 0.0058 0.7% 53% False False 50,414
10 0.8725 0.8547 0.0178 2.1% 0.0061 0.7% 26% False False 54,221
20 0.8883 0.8547 0.0336 3.9% 0.0068 0.8% 14% False False 30,373
40 0.8955 0.8547 0.0408 4.7% 0.0068 0.8% 11% False False 15,531
60 0.8995 0.8547 0.0448 5.2% 0.0067 0.8% 10% False False 10,489
80 0.9187 0.8547 0.0640 7.4% 0.0063 0.7% 7% False False 7,938
100 0.9205 0.8547 0.0658 7.7% 0.0054 0.6% 7% False False 6,362
120 0.9337 0.8547 0.0790 9.2% 0.0047 0.5% 6% False False 5,307
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8824
2.618 0.8741
1.618 0.8690
1.000 0.8658
0.618 0.8639
HIGH 0.8607
0.618 0.8588
0.500 0.8582
0.382 0.8575
LOW 0.8556
0.618 0.8524
1.000 0.8505
1.618 0.8473
2.618 0.8422
4.250 0.8339
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 0.8589 0.8593
PP 0.8585 0.8592
S1 0.8582 0.8592

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

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