CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 0.7908 0.7900 -0.0008 -0.1% 0.7988
High 0.7924 0.7913 -0.0011 -0.1% 0.8039
Low 0.7908 0.7865 -0.0043 -0.5% 0.7904
Close 0.7923 0.7872 -0.0051 -0.6% 0.7911
Range 0.0016 0.0048 0.0032 200.0% 0.0135
ATR 0.0066 0.0065 -0.0001 -0.9% 0.0000
Volume 268 69 -199 -74.3% 1,569
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8027 0.7998 0.7898
R3 0.7979 0.7950 0.7885
R2 0.7931 0.7931 0.7881
R1 0.7902 0.7902 0.7876 0.7893
PP 0.7883 0.7883 0.7883 0.7879
S1 0.7854 0.7854 0.7868 0.7845
S2 0.7835 0.7835 0.7863
S3 0.7787 0.7806 0.7859
S4 0.7739 0.7758 0.7846
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 0.7865 0.0174 2.2% 0.0061 0.8% 4% False True 292
10 0.8050 0.7865 0.0185 2.4% 0.0055 0.7% 4% False True 223
20 0.8075 0.7864 0.0211 2.7% 0.0054 0.7% 4% False False 155
40 0.8383 0.7820 0.0563 7.2% 0.0061 0.8% 9% False False 110
60 0.8627 0.7820 0.0807 10.3% 0.0049 0.6% 6% False False 89
80 0.8843 0.7820 0.1023 13.0% 0.0039 0.5% 5% False False 71
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8117
2.618 0.8039
1.618 0.7991
1.000 0.7961
0.618 0.7943
HIGH 0.7913
0.618 0.7895
0.500 0.7889
0.382 0.7883
LOW 0.7865
0.618 0.7835
1.000 0.7817
1.618 0.7787
2.618 0.7739
4.250 0.7661
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 0.7889 0.7933
PP 0.7883 0.7912
S1 0.7878 0.7892

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

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