CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 0.7932 0.7881 -0.0051 -0.6% 0.7993
High 0.7937 0.7895 -0.0042 -0.5% 0.8059
Low 0.7878 0.7812 -0.0066 -0.8% 0.7918
Close 0.7890 0.7834 -0.0056 -0.7% 0.7928
Range 0.0059 0.0083 0.0024 40.7% 0.0141
ATR 0.0081 0.0081 0.0000 0.2% 0.0000
Volume 87,270 122,286 35,016 40.1% 344,759
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8096 0.8048 0.7880
R3 0.8013 0.7965 0.7857
R2 0.7930 0.7930 0.7849
R1 0.7882 0.7882 0.7842 0.7865
PP 0.7847 0.7847 0.7847 0.7838
S1 0.7799 0.7799 0.7826 0.7782
S2 0.7764 0.7764 0.7819
S3 0.7681 0.7716 0.7811
S4 0.7598 0.7633 0.7788
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 0.7812 0.0247 3.2% 0.0072 0.9% 9% False True 83,112
10 0.8070 0.7812 0.0258 3.3% 0.0073 0.9% 9% False True 74,021
20 0.8087 0.7812 0.0275 3.5% 0.0078 1.0% 8% False True 68,923
40 0.8460 0.7808 0.0652 8.3% 0.0091 1.2% 4% False False 71,622
60 0.8665 0.7808 0.0857 10.9% 0.0080 1.0% 3% False False 63,367
80 0.8912 0.7808 0.1104 14.1% 0.0077 1.0% 2% False False 49,604
100 0.8955 0.7808 0.1147 14.6% 0.0074 0.9% 2% False False 39,769
120 0.9145 0.7808 0.1337 17.1% 0.0074 0.9% 2% False False 33,222
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8248
2.618 0.8112
1.618 0.8029
1.000 0.7978
0.618 0.7946
HIGH 0.7895
0.618 0.7863
0.500 0.7854
0.382 0.7844
LOW 0.7812
0.618 0.7761
1.000 0.7729
1.618 0.7678
2.618 0.7595
4.250 0.7459
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 0.7854 0.7883
PP 0.7847 0.7866
S1 0.7841 0.7850

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

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