CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 0.7834 0.7870 0.0036 0.5% 0.7912
High 0.7920 0.7875 -0.0045 -0.6% 0.7942
Low 0.7820 0.7787 -0.0033 -0.4% 0.7787
Close 0.7855 0.7802 -0.0053 -0.7% 0.7802
Range 0.0100 0.0088 -0.0012 -12.0% 0.0155
ATR 0.0079 0.0080 0.0001 0.8% 0.0000
Volume 43,273 94,191 50,918 117.7% 262,004
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8085 0.8032 0.7850
R3 0.7997 0.7944 0.7826
R2 0.7909 0.7909 0.7818
R1 0.7856 0.7856 0.7810 0.7839
PP 0.7821 0.7821 0.7821 0.7813
S1 0.7768 0.7768 0.7794 0.7751
S2 0.7733 0.7733 0.7786
S3 0.7645 0.7680 0.7778
S4 0.7557 0.7592 0.7754
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8309 0.8210 0.7887
R3 0.8154 0.8055 0.7845
R2 0.7999 0.7999 0.7830
R1 0.7900 0.7900 0.7816 0.7872
PP 0.7844 0.7844 0.7844 0.7830
S1 0.7745 0.7745 0.7788 0.7717
S2 0.7689 0.7689 0.7774
S3 0.7534 0.7590 0.7759
S4 0.7379 0.7435 0.7717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7942 0.7787 0.0155 2.0% 0.0072 0.9% 10% False True 52,400
10 0.8047 0.7787 0.0260 3.3% 0.0075 1.0% 6% False True 28,691
20 0.8076 0.7787 0.0289 3.7% 0.0073 0.9% 5% False True 14,850
40 0.8435 0.7787 0.0648 8.3% 0.0087 1.1% 2% False True 7,740
60 0.8613 0.7787 0.0826 10.6% 0.0074 1.0% 2% False True 5,300
80 0.8876 0.7787 0.1089 14.0% 0.0067 0.9% 1% False True 4,016
100 0.8928 0.7787 0.1141 14.6% 0.0061 0.8% 1% False True 3,222
120 0.9011 0.7787 0.1224 15.7% 0.0056 0.7% 1% False True 2,690
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8249
2.618 0.8105
1.618 0.8017
1.000 0.7963
0.618 0.7929
HIGH 0.7875
0.618 0.7841
0.500 0.7831
0.382 0.7821
LOW 0.7787
0.618 0.7733
1.000 0.7699
1.618 0.7645
2.618 0.7557
4.250 0.7413
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 0.7831 0.7854
PP 0.7821 0.7836
S1 0.7812 0.7819

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

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