CME Canadian Dollar Future June 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	0.7922	0.7870	-0.0052	-0.7%	0.7984
High	0.7925	0.7884	-0.0041	-0.5%	0.8047
Low	0.7869	0.7801	-0.0068	-0.9%	0.7909
Close	0.7879	0.7824	-0.0055	-0.7%	0.7917
Range	0.0056	0.0083	0.0027	48.2%	0.0138
ATR	0.0077	0.0077	0.0000	0.6%	0.0000
Volume	31,224	63,590	32,366	103.7%	24,909

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8085	0.8038	0.7870
R3	0.8002	0.7955	0.7847
R2	0.7919	0.7919	0.7839
R1	0.7872	0.7872	0.7832	0.7854
PP	0.7836	0.7836	0.7836	0.7828
S1	0.7789	0.7789	0.7816	0.7771
S2	0.7753	0.7753	0.7809
S3	0.7670	0.7706	0.7801
S4	0.7587	0.7623	0.7778

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8372	0.8282	0.7993
R3	0.8234	0.8144	0.7955
R2	0.8096	0.8096	0.7942
R1	0.8006	0.8006	0.7930	0.7982
PP	0.7958	0.7958	0.7958	0.7946
S1	0.7868	0.7868	0.7904	0.7844
S2	0.7820	0.7820	0.7892
S3	0.7682	0.7730	0.7879
S4	0.7544	0.7592	0.7841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8047	0.7801	0.0246	3.1%	0.0070	0.9%	9%	False	True	27,550
10	0.8060	0.7801	0.0259	3.3%	0.0070	0.9%	9%	False	True	15,136
20	0.8076	0.7801	0.0275	3.5%	0.0073	0.9%	8%	False	True	8,022
40	0.8435	0.7801	0.0634	8.1%	0.0085	1.1%	4%	False	True	4,326
60	0.8641	0.7801	0.0840	10.7%	0.0073	0.9%	3%	False	True	3,024
80	0.8876	0.7801	0.1075	13.7%	0.0065	0.8%	2%	False	True	2,299
100	0.8928	0.7801	0.1127	14.4%	0.0060	0.8%	2%	False	True	1,849
120	0.9120	0.7801	0.1319	16.9%	0.0055	0.7%	2%	False	True	1,544

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8237
2.618	0.8101
1.618	0.8018
1.000	0.7967
0.618	0.7935
HIGH	0.7884
0.618	0.7852
0.500	0.7843
0.382	0.7833
LOW	0.7801
0.618	0.7750
1.000	0.7718
1.618	0.7667
2.618	0.7584
4.250	0.7448

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	0.7843	0.7872
PP	0.7836	0.7856
S1	0.7830	0.7840

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