CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 0.8003 0.8046 0.0043 0.5% 0.7976
High 0.8058 0.8059 0.0001 0.0% 0.8070
Low 0.7962 0.7986 0.0024 0.3% 0.7895
Close 0.8054 0.7993 -0.0061 -0.8% 0.7988
Range 0.0096 0.0073 -0.0023 -24.0% 0.0175
ATR 0.0085 0.0084 -0.0001 -1.0% 0.0000
Volume 90,881 56,982 -33,899 -37.3% 333,961
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8232 0.8185 0.8033
R3 0.8159 0.8112 0.8013
R2 0.8086 0.8086 0.8006
R1 0.8039 0.8039 0.8000 0.8026
PP 0.8013 0.8013 0.8013 0.8006
S1 0.7966 0.7966 0.7986 0.7953
S2 0.7940 0.7940 0.7980
S3 0.7867 0.7893 0.7973
S4 0.7794 0.7820 0.7953
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 0.8059 0.7957 0.0102 1.3% 0.0070 0.9% 35% True False 62,410
10 0.8070 0.7895 0.0175 2.2% 0.0077 1.0% 56% False False 66,232
20 0.8087 0.7871 0.0216 2.7% 0.0084 1.0% 56% False False 62,348
40 0.8463 0.7808 0.0655 8.2% 0.0090 1.1% 28% False False 68,355
60 0.8752 0.7808 0.0944 11.8% 0.0079 1.0% 20% False False 59,539
80 0.8912 0.7808 0.1104 13.8% 0.0077 1.0% 17% False False 45,159
100 0.8955 0.7808 0.1147 14.4% 0.0074 0.9% 16% False False 36,193
120 0.9145 0.7808 0.1337 16.7% 0.0073 0.9% 14% False False 30,241
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8369
2.618 0.8250
1.618 0.8177
1.000 0.8132
0.618 0.8104
HIGH 0.8059
0.618 0.8031
0.500 0.8023
0.382 0.8014
LOW 0.7986
0.618 0.7941
1.000 0.7913
1.618 0.7868
2.618 0.7795
4.250 0.7676
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 0.8023 0.8011
PP 0.8013 0.8005
S1 0.8003 0.7999

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

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