CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 0.7988 0.8027 0.0039 0.5% 0.7925
High 0.8035 0.8039 0.0004 0.0% 0.8050
Low 0.7960 0.7968 0.0008 0.1% 0.7896
Close 0.8035 0.7974 -0.0061 -0.8% 0.7972
Range 0.0075 0.0071 -0.0004 -5.3% 0.0154
ATR 0.0068 0.0068 0.0000 0.4% 0.0000
Volume 261 758 497 190.4% 386
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8207 0.8161 0.8013
R3 0.8136 0.8090 0.7994
R2 0.8065 0.8065 0.7987
R1 0.8019 0.8019 0.7981 0.8007
PP 0.7994 0.7994 0.7994 0.7987
S1 0.7948 0.7948 0.7967 0.7936
S2 0.7923 0.7923 0.7961
S3 0.7852 0.7877 0.7954
S4 0.7781 0.7806 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 0.8039 0.7950 0.0089 1.1% 0.0050 0.6% 27% True False 298
10 0.8050 0.7896 0.0154 1.9% 0.0057 0.7% 51% False False 219
20 0.8075 0.7864 0.0211 2.6% 0.0052 0.7% 52% False False 136
40 0.8421 0.7820 0.0601 7.5% 0.0059 0.7% 26% False False 101
60 0.8687 0.7820 0.0867 10.9% 0.0048 0.6% 18% False False 82
80 0.8843 0.7820 0.1023 12.8% 0.0037 0.5% 15% False False 67
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8341
2.618 0.8225
1.618 0.8154
1.000 0.8110
0.618 0.8083
HIGH 0.8039
0.618 0.8012
0.500 0.8004
0.382 0.7995
LOW 0.7968
0.618 0.7924
1.000 0.7897
1.618 0.7853
2.618 0.7782
4.250 0.7666
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 0.8004 0.8000
PP 0.7994 0.7991
S1 0.7984 0.7983

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

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