CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 0.7986 0.7993 0.0007 0.1% 0.7976
High 0.8032 0.8014 -0.0018 -0.2% 0.8070
Low 0.7979 0.7957 -0.0022 -0.3% 0.7895
Close 0.7988 0.7971 -0.0017 -0.2% 0.7988
Range 0.0053 0.0057 0.0004 7.5% 0.0175
ATR 0.0088 0.0085 -0.0002 -2.5% 0.0000
Volume 53,420 47,552 -5,868 -11.0% 333,961
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8152 0.8118 0.8002
R3 0.8095 0.8061 0.7987
R2 0.8038 0.8038 0.7981
R1 0.8004 0.8004 0.7976 0.7993
PP 0.7981 0.7981 0.7981 0.7975
S1 0.7947 0.7947 0.7966 0.7936
S2 0.7924 0.7924 0.7961
S3 0.7867 0.7890 0.7955
S4 0.7810 0.7833 0.7940
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8509 0.8424 0.8084
R3 0.8334 0.8249 0.8036
R2 0.8159 0.8159 0.8020
R1 0.8074 0.8074 0.8004 0.8117
PP 0.7984 0.7984 0.7984 0.8006
S1 0.7899 0.7899 0.7972 0.7942
S2 0.7809 0.7809 0.7956
S3 0.7634 0.7724 0.7940
S4 0.7459 0.7549 0.7892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8070 0.7895 0.0175 2.2% 0.0077 1.0% 43% False False 63,772
10 0.8087 0.7895 0.0192 2.4% 0.0074 0.9% 40% False False 62,909
20 0.8090 0.7825 0.0265 3.3% 0.0094 1.2% 55% False False 66,313
40 0.8603 0.7808 0.0795 10.0% 0.0090 1.1% 21% False False 67,153
60 0.8795 0.7808 0.0987 12.4% 0.0078 1.0% 17% False False 56,267
80 0.8912 0.7808 0.1104 13.9% 0.0077 1.0% 15% False False 42,550
100 0.8987 0.7808 0.1179 14.8% 0.0074 0.9% 14% False False 34,092
120 0.9145 0.7808 0.1337 16.8% 0.0072 0.9% 12% False False 28,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8256
2.618 0.8163
1.618 0.8106
1.000 0.8071
0.618 0.8049
HIGH 0.8014
0.618 0.7992
0.500 0.7986
0.382 0.7979
LOW 0.7957
0.618 0.7922
1.000 0.7900
1.618 0.7865
2.618 0.7808
4.250 0.7715
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 0.7986 0.8014
PP 0.7981 0.7999
S1 0.7976 0.7985

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

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