CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 0.8250 0.8103 -0.0147 -1.8% 0.8425
High 0.8279 0.8115 -0.0164 -2.0% 0.8460
Low 0.8063 0.8045 -0.0018 -0.2% 0.8290
Close 0.8089 0.8080 -0.0009 -0.1% 0.8348
Range 0.0216 0.0070 -0.0146 -67.6% 0.0170
ATR 0.0080 0.0079 -0.0001 -0.9% 0.0000
Volume 107,653 67,772 -39,881 -37.0% 375,492
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8290 0.8255 0.8119
R3 0.8220 0.8185 0.8099
R2 0.8150 0.8150 0.8093
R1 0.8115 0.8115 0.8086 0.8098
PP 0.8080 0.8080 0.8080 0.8071
S1 0.8045 0.8045 0.8074 0.8028
S2 0.8010 0.8010 0.8067
S3 0.7940 0.7975 0.8061
S4 0.7870 0.7905 0.8042
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 0.8045 0.0415 5.1% 0.0120 1.5% 8% False True 88,676
10 0.8463 0.8045 0.0418 5.2% 0.0090 1.1% 8% False True 73,931
20 0.8633 0.8045 0.0588 7.3% 0.0072 0.9% 6% False True 55,156
40 0.8885 0.8045 0.0840 10.4% 0.0070 0.9% 4% False True 41,946
60 0.8955 0.8045 0.0910 11.3% 0.0069 0.9% 4% False True 28,159
80 0.8995 0.8045 0.0950 11.8% 0.0068 0.8% 4% False True 21,223
100 0.9205 0.8045 0.1160 14.4% 0.0065 0.8% 3% False True 17,032
120 0.9205 0.8045 0.1160 14.4% 0.0057 0.7% 3% False True 14,202
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8413
2.618 0.8298
1.618 0.8228
1.000 0.8185
0.618 0.8158
HIGH 0.8115
0.618 0.8088
0.500 0.8080
0.382 0.8072
LOW 0.8045
0.618 0.8002
1.000 0.7975
1.618 0.7932
2.618 0.7862
4.250 0.7748
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 0.8080 0.8202
PP 0.8080 0.8161
S1 0.8080 0.8121

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

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