CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 23-Mar-2015

Day Change Summary
	Previous	Current
	20-Mar-2015	23-Mar-2015	Change	Change %	Previous Week
Open	0.7855	0.7964	0.0109	1.4%	0.7805
High	0.7962	0.7994	0.0032	0.4%	0.8024
Low	0.7850	0.7918	0.0068	0.9%	0.7781
Close	0.7941	0.7987	0.0046	0.6%	0.7941
Range	0.0112	0.0076	-0.0036	-32.1%	0.0243
ATR	0.0093	0.0092	-0.0001	-1.3%	0.0000
Volume	86,670	54,685	-31,985	-36.9%	403,307

Daily Pivots for day following 23-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8194	0.8167	0.8029
R3	0.8118	0.8091	0.8008
R2	0.8042	0.8042	0.8001
R1	0.8015	0.8015	0.7994	0.8029
PP	0.7966	0.7966	0.7966	0.7973
S1	0.7939	0.7939	0.7980	0.7953
S2	0.7890	0.7890	0.7973
S3	0.7814	0.7863	0.7966
S4	0.7738	0.7787	0.7945

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8644	0.8536	0.8075
R3	0.8401	0.8293	0.8008
R2	0.8158	0.8158	0.7986
R1	0.8050	0.8050	0.7963	0.8104
PP	0.7915	0.7915	0.7915	0.7943
S1	0.7807	0.7807	0.7919	0.7861
S2	0.7672	0.7672	0.7896
S3	0.7429	0.7564	0.7874
S4	0.7186	0.7321	0.7807

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8024	0.7781	0.0243	3.0%	0.0124	1.5%	85%	False	False	76,847
10	0.8024	0.7781	0.0243	3.0%	0.0100	1.2%	85%	False	False	69,027
20	0.8060	0.7781	0.0279	3.5%	0.0086	1.1%	74%	False	False	37,470
40	0.8076	0.7781	0.0295	3.7%	0.0089	1.1%	70%	False	False	19,078
60	0.8613	0.7781	0.0832	10.4%	0.0080	1.0%	25%	False	False	12,856
80	0.8863	0.7781	0.1082	13.5%	0.0073	0.9%	19%	False	False	9,736
100	0.8928	0.7781	0.1147	14.4%	0.0065	0.8%	18%	False	False	7,799
120	0.8966	0.7781	0.1185	14.8%	0.0061	0.8%	17%	False	False	6,506

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8317
2.618	0.8193
1.618	0.8117
1.000	0.8070
0.618	0.8041
HIGH	0.7994
0.618	0.7965
0.500	0.7956
0.382	0.7947
LOW	0.7918
0.618	0.7871
1.000	0.7842
1.618	0.7795
2.618	0.7719
4.250	0.7595

Fisher Pivots for day following 23-Mar-2015
Pivot	1 day	3 day
R1	0.7977	0.7962
PP	0.7966	0.7937
S1	0.7956	0.7912

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