CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 0.7988 0.8000 0.0012 0.2% 0.7925
High 0.7988 0.8025 0.0037 0.5% 0.8050
Low 0.7950 0.7992 0.0042 0.5% 0.7896
Close 0.7956 0.7992 0.0036 0.5% 0.7972
Range 0.0038 0.0033 -0.0005 -13.2% 0.0154
ATR 0.0067 0.0067 0.0000 0.2% 0.0000
Volume 429 17 -412 -96.0% 386
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8102 0.8080 0.8010
R3 0.8069 0.8047 0.8001
R2 0.8036 0.8036 0.7998
R1 0.8014 0.8014 0.7995 0.8009
PP 0.8003 0.8003 0.8003 0.8000
S1 0.7981 0.7981 0.7989 0.7976
S2 0.7970 0.7970 0.7986
S3 0.7937 0.7948 0.7983
S4 0.7904 0.7915 0.7974
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 0.7950 0.0100 1.3% 0.0048 0.6% 42% False False 155
10 0.8050 0.7896 0.0154 1.9% 0.0048 0.6% 62% False False 129
20 0.8075 0.7864 0.0211 2.6% 0.0054 0.7% 61% False False 97
40 0.8460 0.7820 0.0640 8.0% 0.0057 0.7% 27% False False 79
60 0.8723 0.7820 0.0903 11.3% 0.0046 0.6% 19% False False 65
80 0.8843 0.7820 0.1023 12.8% 0.0036 0.4% 17% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8165
2.618 0.8111
1.618 0.8078
1.000 0.8058
0.618 0.8045
HIGH 0.8025
0.618 0.8012
0.500 0.8009
0.382 0.8005
LOW 0.7992
0.618 0.7972
1.000 0.7959
1.618 0.7939
2.618 0.7906
4.250 0.7852
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 0.8009 0.7991
PP 0.8003 0.7989
S1 0.7998 0.7988

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

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