CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 0.8586 0.8574 -0.0012 -0.1% 0.8597
High 0.8602 0.8609 0.0007 0.1% 0.8621
Low 0.8569 0.8568 -0.0001 0.0% 0.8556
Close 0.8581 0.8604 0.0023 0.3% 0.8588
Range 0.0033 0.0041 0.0008 24.2% 0.0065
ATR 0.0058 0.0057 -0.0001 -2.1% 0.0000
Volume 22,708 25,086 2,378 10.5% 87,622
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8717 0.8701 0.8627
R3 0.8676 0.8660 0.8615
R2 0.8635 0.8635 0.8612
R1 0.8619 0.8619 0.8608 0.8627
PP 0.8594 0.8594 0.8594 0.8598
S1 0.8578 0.8578 0.8600 0.8586
S2 0.8553 0.8553 0.8596
S3 0.8512 0.8537 0.8593
S4 0.8471 0.8496 0.8581
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8783 0.8751 0.8624
R3 0.8718 0.8686 0.8606
R2 0.8653 0.8653 0.8600
R1 0.8621 0.8621 0.8594 0.8605
PP 0.8588 0.8588 0.8588 0.8580
S1 0.8556 0.8556 0.8582 0.8540
S2 0.8523 0.8523 0.8576
S3 0.8458 0.8491 0.8570
S4 0.8393 0.8426 0.8552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8613 0.8556 0.0057 0.7% 0.0037 0.4% 84% False False 21,038
10 0.8631 0.8550 0.0081 0.9% 0.0047 0.5% 67% False False 38,800
20 0.8813 0.8547 0.0266 3.1% 0.0055 0.6% 21% False False 33,327
40 0.8912 0.8547 0.0365 4.2% 0.0064 0.7% 16% False False 17,257
60 0.8987 0.8547 0.0440 5.1% 0.0065 0.8% 13% False False 11,589
80 0.9145 0.8547 0.0598 7.0% 0.0064 0.7% 10% False False 8,812
100 0.9205 0.8547 0.0658 7.6% 0.0055 0.6% 9% False False 7,062
120 0.9300 0.8547 0.0753 8.8% 0.0048 0.6% 8% False False 5,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8783
2.618 0.8716
1.618 0.8675
1.000 0.8650
0.618 0.8634
HIGH 0.8609
0.618 0.8593
0.500 0.8589
0.382 0.8584
LOW 0.8568
0.618 0.8543
1.000 0.8527
1.618 0.8502
2.618 0.8461
4.250 0.8394
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 0.8599 0.8599
PP 0.8594 0.8594
S1 0.8589 0.8589

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

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