CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 0.7875 0.7948 0.0073 0.9% 0.8031
High 0.7959 0.8090 0.0131 1.6% 0.8071
Low 0.7825 0.7903 0.0078 1.0% 0.7808
Close 0.7941 0.8052 0.0111 1.4% 0.7881
Range 0.0134 0.0187 0.0053 39.6% 0.0263
ATR 0.0087 0.0094 0.0007 8.3% 0.0000
Volume 85,192 115,698 30,506 35.8% 332,080
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8576 0.8501 0.8155
R3 0.8389 0.8314 0.8103
R2 0.8202 0.8202 0.8086
R1 0.8127 0.8127 0.8069 0.8165
PP 0.8015 0.8015 0.8015 0.8034
S1 0.7940 0.7940 0.8035 0.7978
S2 0.7828 0.7828 0.8018
S3 0.7641 0.7753 0.8001
S4 0.7454 0.7566 0.7949
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8709 0.8558 0.8026
R3 0.8446 0.8295 0.7953
R2 0.8183 0.8183 0.7929
R1 0.8032 0.8032 0.7905 0.7976
PP 0.7920 0.7920 0.7920 0.7892
S1 0.7769 0.7769 0.7857 0.7713
S2 0.7657 0.7657 0.7833
S3 0.7394 0.7506 0.7809
S4 0.7131 0.7243 0.7736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8090 0.7808 0.0282 3.5% 0.0127 1.6% 87% True False 85,618
10 0.8279 0.7808 0.0471 5.8% 0.0112 1.4% 52% False False 76,623
20 0.8511 0.7808 0.0703 8.7% 0.0093 1.2% 35% False False 72,836
40 0.8762 0.7808 0.0954 11.8% 0.0075 0.9% 26% False False 56,056
60 0.8912 0.7808 0.1104 13.7% 0.0074 0.9% 22% False False 37,946
80 0.8987 0.7808 0.1179 14.6% 0.0071 0.9% 21% False False 28,541
100 0.9145 0.7808 0.1337 16.6% 0.0070 0.9% 18% False False 22,935
120 0.9205 0.7808 0.1397 17.3% 0.0063 0.8% 17% False False 19,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8885
2.618 0.8580
1.618 0.8393
1.000 0.8277
0.618 0.8206
HIGH 0.8090
0.618 0.8019
0.500 0.7997
0.382 0.7974
LOW 0.7903
0.618 0.7787
1.000 0.7716
1.618 0.7600
2.618 0.7413
4.250 0.7108
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 0.8034 0.8018
PP 0.8015 0.7983
S1 0.7997 0.7949

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

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