CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 0.8425 0.8340 -0.0085 -1.0% 0.8459
High 0.8437 0.8372 -0.0065 -0.8% 0.8511
Low 0.8339 0.8325 -0.0014 -0.2% 0.8398
Close 0.8350 0.8345 -0.0005 -0.1% 0.8420
Range 0.0098 0.0047 -0.0051 -52.0% 0.0113
ATR 0.0062 0.0061 -0.0001 -1.7% 0.0000
Volume 50,981 67,192 16,211 31.8% 290,091
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8488 0.8464 0.8371
R3 0.8441 0.8417 0.8358
R2 0.8394 0.8394 0.8354
R1 0.8370 0.8370 0.8349 0.8382
PP 0.8347 0.8347 0.8347 0.8354
S1 0.8323 0.8323 0.8341 0.8335
S2 0.8300 0.8300 0.8336
S3 0.8253 0.8276 0.8332
S4 0.8206 0.8229 0.8319
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8782 0.8714 0.8482
R3 0.8669 0.8601 0.8451
R2 0.8556 0.8556 0.8441
R1 0.8488 0.8488 0.8430 0.8466
PP 0.8443 0.8443 0.8443 0.8432
S1 0.8375 0.8375 0.8410 0.8353
S2 0.8330 0.8330 0.8399
S3 0.8217 0.8262 0.8389
S4 0.8104 0.8149 0.8358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8463 0.8325 0.0138 1.7% 0.0057 0.7% 14% False True 59,013
10 0.8633 0.8325 0.0308 3.7% 0.0064 0.8% 6% False True 51,115
20 0.8640 0.8325 0.0315 3.8% 0.0058 0.7% 6% False True 46,647
40 0.8912 0.8325 0.0587 7.0% 0.0064 0.8% 3% False True 29,249
60 0.8955 0.8325 0.0630 7.5% 0.0063 0.8% 3% False True 19,649
80 0.9145 0.8325 0.0820 9.8% 0.0065 0.8% 2% False True 14,842
100 0.9205 0.8325 0.0880 10.5% 0.0059 0.7% 2% False True 11,918
120 0.9270 0.8325 0.0945 11.3% 0.0052 0.6% 2% False True 9,937
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8572
2.618 0.8495
1.618 0.8448
1.000 0.8419
0.618 0.8401
HIGH 0.8372
0.618 0.8354
0.500 0.8349
0.382 0.8343
LOW 0.8325
0.618 0.8296
1.000 0.8278
1.618 0.8249
2.618 0.8202
4.250 0.8125
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 0.8349 0.8393
PP 0.8347 0.8377
S1 0.8346 0.8361

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

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