CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 0.7993 0.7973 -0.0020 -0.3% 0.7976
High 0.8014 0.8042 0.0028 0.3% 0.8070
Low 0.7957 0.7971 0.0014 0.2% 0.7895
Close 0.7971 0.8008 0.0037 0.5% 0.7988
Range 0.0057 0.0071 0.0014 24.6% 0.0175
ATR 0.0085 0.0084 -0.0001 -1.2% 0.0000
Volume 47,552 63,216 15,664 32.9% 333,961
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8220 0.8185 0.8047
R3 0.8149 0.8114 0.8028
R2 0.8078 0.8078 0.8021
R1 0.8043 0.8043 0.8015 0.8061
PP 0.8007 0.8007 0.8007 0.8016
S1 0.7972 0.7972 0.8001 0.7990
S2 0.7936 0.7936 0.7995
S3 0.7865 0.7901 0.7988
S4 0.7794 0.7830 0.7969
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 0.7957 0.0113 1.4% 0.0068 0.8% 45% False False 58,355
10 0.8073 0.7895 0.0178 2.2% 0.0074 0.9% 63% False False 62,883
20 0.8090 0.7871 0.0219 2.7% 0.0091 1.1% 63% False False 65,214
40 0.8511 0.7808 0.0703 8.8% 0.0089 1.1% 28% False False 67,488
60 0.8795 0.7808 0.0987 12.3% 0.0078 1.0% 20% False False 57,275
80 0.8912 0.7808 0.1104 13.8% 0.0077 1.0% 18% False False 43,336
100 0.8987 0.7808 0.1179 14.7% 0.0074 0.9% 17% False False 34,721
120 0.9145 0.7808 0.1337 16.7% 0.0072 0.9% 15% False False 29,018
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8344
2.618 0.8228
1.618 0.8157
1.000 0.8113
0.618 0.8086
HIGH 0.8042
0.618 0.8015
0.500 0.8007
0.382 0.7998
LOW 0.7971
0.618 0.7927
1.000 0.7900
1.618 0.7856
2.618 0.7785
4.250 0.7669
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 0.8008 0.8005
PP 0.8007 0.8002
S1 0.8007 0.8000

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

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