CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	0.8031	0.8010	-0.0021	-0.3%	0.8337
High	0.8055	0.8071	0.0016	0.2%	0.8359
Low	0.8000	0.7993	-0.0007	-0.1%	0.8020
Close	0.8025	0.8061	0.0036	0.4%	0.8041
Range	0.0055	0.0078	0.0023	41.8%	0.0339
ATR	0.0077	0.0077	0.0000	0.1%	0.0000
Volume	45,366	59,511	14,145	31.2%	312,386

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8276	0.8246	0.8104
R3	0.8198	0.8168	0.8082
R2	0.8120	0.8120	0.8075
R1	0.8090	0.8090	0.8068	0.8105
PP	0.8042	0.8042	0.8042	0.8049
S1	0.8012	0.8012	0.8054	0.8027
S2	0.7964	0.7964	0.8047
S3	0.7886	0.7934	0.8040
S4	0.7808	0.7856	0.8018

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9157	0.8938	0.8227
R3	0.8818	0.8599	0.8134
R2	0.8479	0.8479	0.8103
R1	0.8260	0.8260	0.8072	0.8200
PP	0.8140	0.8140	0.8140	0.8110
S1	0.7921	0.7921	0.8010	0.7861
S2	0.7801	0.7801	0.7979
S3	0.7462	0.7582	0.7948
S4	0.7123	0.7243	0.7855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8279	0.7993	0.0286	3.5%	0.0097	1.2%	24%	False	True	67,629
10	0.8460	0.7993	0.0467	5.8%	0.0091	1.1%	15%	False	True	74,177
20	0.8633	0.7993	0.0640	7.9%	0.0076	0.9%	11%	False	True	60,422
40	0.8876	0.7993	0.0883	11.0%	0.0071	0.9%	8%	False	True	45,885
60	0.8921	0.7993	0.0928	11.5%	0.0069	0.9%	7%	False	True	30,864
80	0.8995	0.7993	0.1002	12.4%	0.0069	0.9%	7%	False	True	23,242
100	0.9187	0.7993	0.1194	14.8%	0.0066	0.8%	6%	False	True	18,656
120	0.9205	0.7993	0.1212	15.0%	0.0058	0.7%	6%	False	True	15,558

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8403
2.618	0.8275
1.618	0.8197
1.000	0.8149
0.618	0.8119
HIGH	0.8071
0.618	0.8041
0.500	0.8032
0.382	0.8023
LOW	0.7993
0.618	0.7945
1.000	0.7915
1.618	0.7867
2.618	0.7789
4.250	0.7662

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	0.8051	0.8054
PP	0.8042	0.8046
S1	0.8032	0.8039

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