CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 16-Jan-2015

Day Change Summary
	Previous	Current
	15-Jan-2015	16-Jan-2015	Change	Change %	Previous Week
Open	0.8351	0.8343	-0.0008	-0.1%	0.8425
High	0.8460	0.8353	-0.0107	-1.3%	0.8460
Low	0.8323	0.8290	-0.0033	-0.4%	0.8290
Close	0.8344	0.8348	0.0004	0.0%	0.8348
Range	0.0137	0.0063	-0.0074	-54.0%	0.0170
ATR	0.0066	0.0066	0.0000	-0.4%	0.0000
Volume	122,444	66,396	-56,048	-45.8%	375,492

Daily Pivots for day following 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8519	0.8497	0.8383
R3	0.8456	0.8434	0.8365
R2	0.8393	0.8393	0.8360
R1	0.8371	0.8371	0.8354	0.8382
PP	0.8330	0.8330	0.8330	0.8336
S1	0.8308	0.8308	0.8342	0.8319
S2	0.8267	0.8267	0.8336
S3	0.8204	0.8245	0.8331
S4	0.8141	0.8182	0.8313

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8876	0.8782	0.8442
R3	0.8706	0.8612	0.8395
R2	0.8536	0.8536	0.8379
R1	0.8442	0.8442	0.8364	0.8404
PP	0.8366	0.8366	0.8366	0.8347
S1	0.8272	0.8272	0.8332	0.8234
S2	0.8196	0.8196	0.8317
S3	0.8026	0.8102	0.8301
S4	0.7856	0.7932	0.8255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8460	0.8290	0.0170	2.0%	0.0081	1.0%	34%	False	True	75,098
10	0.8511	0.8290	0.0221	2.6%	0.0067	0.8%	26%	False	True	66,558
20	0.8633	0.8290	0.0343	4.1%	0.0060	0.7%	17%	False	True	48,511
40	0.8912	0.8290	0.0622	7.5%	0.0065	0.8%	9%	False	True	35,624
60	0.8955	0.8290	0.0665	8.0%	0.0065	0.8%	9%	False	True	23,927
80	0.9008	0.8290	0.0718	8.6%	0.0065	0.8%	8%	False	True	18,047
100	0.9205	0.8290	0.0915	11.0%	0.0062	0.7%	6%	False	True	14,490
120	0.9205	0.8290	0.0915	11.0%	0.0054	0.6%	6%	False	True	12,081

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8621
2.618	0.8518
1.618	0.8455
1.000	0.8416
0.618	0.8392
HIGH	0.8353
0.618	0.8329
0.500	0.8322
0.382	0.8314
LOW	0.8290
0.618	0.8251
1.000	0.8227
1.618	0.8188
2.618	0.8125
4.250	0.8022

Fisher Pivots for day following 16-Jan-2015
Pivot	1 day	3 day
R1	0.8339	0.8375
PP	0.8330	0.8366
S1	0.8322	0.8357

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols