CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 0.7985 0.7988 0.0003 0.0% 0.7925
High 0.8007 0.7988 -0.0019 -0.2% 0.8050
Low 0.7972 0.7950 -0.0022 -0.3% 0.7896
Close 0.7972 0.7956 -0.0016 -0.2% 0.7972
Range 0.0035 0.0038 0.0003 8.6% 0.0154
ATR 0.0069 0.0067 -0.0002 -3.2% 0.0000
Volume 27 429 402 1,488.9% 386
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8079 0.8055 0.7977
R3 0.8041 0.8017 0.7966
R2 0.8003 0.8003 0.7963
R1 0.7979 0.7979 0.7959 0.7972
PP 0.7965 0.7965 0.7965 0.7961
S1 0.7941 0.7941 0.7953 0.7934
S2 0.7927 0.7927 0.7949
S3 0.7889 0.7903 0.7946
S4 0.7851 0.7865 0.7935
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8435 0.8357 0.8057
R3 0.8281 0.8203 0.8014
R2 0.8127 0.8127 0.8000
R1 0.8049 0.8049 0.7986 0.8088
PP 0.7973 0.7973 0.7973 0.7992
S1 0.7895 0.7895 0.7958 0.7934
S2 0.7819 0.7819 0.7944
S3 0.7665 0.7741 0.7930
S4 0.7511 0.7587 0.7887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8050 0.7896 0.0154 1.9% 0.0062 0.8% 39% False False 152
10 0.8075 0.7896 0.0179 2.2% 0.0052 0.7% 34% False False 136
20 0.8075 0.7833 0.0242 3.0% 0.0058 0.7% 51% False False 114
40 0.8505 0.7820 0.0685 8.6% 0.0057 0.7% 20% False False 79
60 0.8747 0.7820 0.0927 11.7% 0.0045 0.6% 15% False False 65
80 0.8843 0.7820 0.1023 12.9% 0.0036 0.5% 13% False False 56
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8150
2.618 0.8087
1.618 0.8049
1.000 0.8026
0.618 0.8011
HIGH 0.7988
0.618 0.7973
0.500 0.7969
0.382 0.7965
LOW 0.7950
0.618 0.7927
1.000 0.7912
1.618 0.7889
2.618 0.7851
4.250 0.7789
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 0.7969 0.8000
PP 0.7965 0.7985
S1 0.7960 0.7971

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

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