CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 0.8007 0.7922 -0.0085 -1.1% 0.7993
High 0.8027 0.7953 -0.0074 -0.9% 0.8059
Low 0.7918 0.7918 0.0000 0.0% 0.7918
Close 0.7928 0.7942 0.0014 0.2% 0.7928
Range 0.0109 0.0035 -0.0074 -67.9% 0.0141
ATR 0.0086 0.0082 -0.0004 -4.2% 0.0000
Volume 86,128 62,896 -23,232 -27.0% 344,759
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8043 0.8027 0.7961
R3 0.8008 0.7992 0.7952
R2 0.7973 0.7973 0.7948
R1 0.7957 0.7957 0.7945 0.7965
PP 0.7938 0.7938 0.7938 0.7942
S1 0.7922 0.7922 0.7939 0.7930
S2 0.7903 0.7903 0.7936
S3 0.7868 0.7887 0.7932
S4 0.7833 0.7852 0.7923
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8391 0.8301 0.8006
R3 0.8250 0.8160 0.7967
R2 0.8109 0.8109 0.7954
R1 0.8019 0.8019 0.7941 0.7994
PP 0.7968 0.7968 0.7968 0.7956
S1 0.7878 0.7878 0.7915 0.7853
S2 0.7827 0.7827 0.7902
S3 0.7686 0.7737 0.7889
S4 0.7545 0.7596 0.7850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8059 0.7918 0.0141 1.8% 0.0077 1.0% 17% False True 72,020
10 0.8070 0.7895 0.0175 2.2% 0.0077 1.0% 27% False False 67,896
20 0.8087 0.7871 0.0216 2.7% 0.0079 1.0% 33% False False 63,005
40 0.8460 0.7808 0.0652 8.2% 0.0091 1.1% 21% False False 69,292
60 0.8725 0.7808 0.0917 11.5% 0.0080 1.0% 15% False False 61,443
80 0.8912 0.7808 0.1104 13.9% 0.0077 1.0% 12% False False 47,000
100 0.8955 0.7808 0.1147 14.4% 0.0075 0.9% 12% False False 37,678
120 0.9145 0.7808 0.1337 16.8% 0.0074 0.9% 10% False False 31,478
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.8045
1.618 0.8010
1.000 0.7988
0.618 0.7975
HIGH 0.7953
0.618 0.7940
0.500 0.7936
0.382 0.7931
LOW 0.7918
0.618 0.7896
1.000 0.7883
1.618 0.7861
2.618 0.7826
4.250 0.7769
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 0.7940 0.7989
PP 0.7938 0.7973
S1 0.7936 0.7958

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

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