CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 0.7988 0.7908 -0.0080 -1.0% 0.7988
High 0.8000 0.7924 -0.0076 -1.0% 0.8039
Low 0.7904 0.7908 0.0004 0.1% 0.7904
Close 0.7911 0.7923 0.0012 0.2% 0.7911
Range 0.0096 0.0016 -0.0080 -83.3% 0.0135
ATR 0.0070 0.0066 -0.0004 -5.5% 0.0000
Volume 104 268 164 157.7% 1,569
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7966 0.7961 0.7932
R3 0.7950 0.7945 0.7927
R2 0.7934 0.7934 0.7926
R1 0.7929 0.7929 0.7924 0.7932
PP 0.7918 0.7918 0.7918 0.7920
S1 0.7913 0.7913 0.7922 0.7916
S2 0.7902 0.7902 0.7920
S3 0.7886 0.7897 0.7919
S4 0.7870 0.7881 0.7914
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8356 0.8269 0.7985
R3 0.8221 0.8134 0.7948
R2 0.8086 0.8086 0.7936
R1 0.7999 0.7999 0.7923 0.7975
PP 0.7951 0.7951 0.7951 0.7940
S1 0.7864 0.7864 0.7899 0.7840
S2 0.7816 0.7816 0.7886
S3 0.7681 0.7729 0.7874
S4 0.7546 0.7594 0.7837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8039 0.7904 0.0135 1.7% 0.0058 0.7% 14% False False 281
10 0.8050 0.7896 0.0154 1.9% 0.0060 0.8% 18% False False 217
20 0.8075 0.7864 0.0211 2.7% 0.0053 0.7% 28% False False 152
40 0.8388 0.7820 0.0568 7.2% 0.0060 0.8% 18% False False 109
60 0.8662 0.7820 0.0842 10.6% 0.0049 0.6% 12% False False 88
80 0.8843 0.7820 0.1023 12.9% 0.0039 0.5% 10% False False 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 0.7992
2.618 0.7966
1.618 0.7950
1.000 0.7940
0.618 0.7934
HIGH 0.7924
0.618 0.7918
0.500 0.7916
0.382 0.7914
LOW 0.7908
0.618 0.7898
1.000 0.7892
1.618 0.7882
2.618 0.7866
4.250 0.7840
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 0.7921 0.7972
PP 0.7918 0.7955
S1 0.7916 0.7939

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

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