CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 04-Mar-2015

Day Change Summary
	Previous	Current
	03-Mar-2015	04-Mar-2015	Change	Change %	Previous Week
Open	0.7963	0.7993	0.0030	0.4%	0.7970
High	0.8033	0.8045	0.0012	0.1%	0.8060
Low	0.7963	0.7951	-0.0012	-0.2%	0.7891
Close	0.7999	0.8043	0.0044	0.6%	0.7979
Range	0.0070	0.0094	0.0024	34.3%	0.0169
ATR	0.0079	0.0080	0.0001	1.3%	0.0000
Volume	951	9,720	8,769	922.1%	5,231

Daily Pivots for day following 04-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8295	0.8263	0.8095
R3	0.8201	0.8169	0.8069
R2	0.8107	0.8107	0.8060
R1	0.8075	0.8075	0.8052	0.8091
PP	0.8013	0.8013	0.8013	0.8021
S1	0.7981	0.7981	0.8034	0.7997
S2	0.7919	0.7919	0.8026
S3	0.7825	0.7887	0.8017
S4	0.7731	0.7793	0.7991

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8484	0.8400	0.8072
R3	0.8315	0.8231	0.8025
R2	0.8146	0.8146	0.8010
R1	0.8062	0.8062	0.7994	0.8104
PP	0.7977	0.7977	0.7977	0.7998
S1	0.7893	0.7893	0.7964	0.7935
S2	0.7808	0.7808	0.7948
S3	0.7639	0.7724	0.7933
S4	0.7470	0.7555	0.7886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8060	0.7950	0.0110	1.4%	0.0071	0.9%	85%	False	False	2,723
10	0.8060	0.7891	0.0169	2.1%	0.0073	0.9%	90%	False	False	1,981
20	0.8076	0.7868	0.0208	2.6%	0.0081	1.0%	84%	False	False	1,321
40	0.8492	0.7802	0.0690	8.6%	0.0083	1.0%	35%	False	False	915
60	0.8730	0.7802	0.0928	11.5%	0.0070	0.9%	26%	False	False	746
80	0.8876	0.7802	0.1074	13.4%	0.0063	0.8%	22%	False	False	579
100	0.8961	0.7802	0.1159	14.4%	0.0058	0.7%	21%	False	False	473
120	0.9120	0.7802	0.1318	16.4%	0.0053	0.7%	18%	False	False	398

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8445
2.618	0.8291
1.618	0.8197
1.000	0.8139
0.618	0.8103
HIGH	0.8045
0.618	0.8009
0.500	0.7998
0.382	0.7987
LOW	0.7951
0.618	0.7893
1.000	0.7857
1.618	0.7799
2.618	0.7705
4.250	0.7552

Fisher Pivots for day following 04-Mar-2015
Pivot	1 day	3 day
R1	0.8028	0.8028
PP	0.8013	0.8013
S1	0.7998	0.7998

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols