CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 0.7900 0.7861 -0.0039 -0.5% 0.7988
High 0.7913 0.7866 -0.0047 -0.6% 0.8039
Low 0.7865 0.7800 -0.0065 -0.8% 0.7904
Close 0.7872 0.7817 -0.0055 -0.7% 0.7911
Range 0.0048 0.0066 0.0018 37.5% 0.0135
ATR 0.0065 0.0066 0.0000 0.7% 0.0000
Volume 69 104 35 50.7% 1,569
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8026 0.7987 0.7853
R3 0.7960 0.7921 0.7835
R2 0.7894 0.7894 0.7829
R1 0.7855 0.7855 0.7823 0.7842
PP 0.7828 0.7828 0.7828 0.7821
S1 0.7789 0.7789 0.7811 0.7776
S2 0.7762 0.7762 0.7805
S3 0.7696 0.7723 0.7799
S4 0.7630 0.7657 0.7781
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 0.7800 0.0239 3.1% 0.0059 0.8% 7% False True 260
10 0.8050 0.7800 0.0250 3.2% 0.0057 0.7% 7% False True 207
20 0.8075 0.7800 0.0275 3.5% 0.0052 0.7% 6% False True 159
40 0.8383 0.7800 0.0583 7.5% 0.0061 0.8% 3% False True 112
60 0.8622 0.7800 0.0822 10.5% 0.0050 0.6% 2% False True 89
80 0.8843 0.7800 0.1043 13.3% 0.0040 0.5% 2% False True 72
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8147
2.618 0.8039
1.618 0.7973
1.000 0.7932
0.618 0.7907
HIGH 0.7866
0.618 0.7841
0.500 0.7833
0.382 0.7825
LOW 0.7800
0.618 0.7759
1.000 0.7734
1.618 0.7693
2.618 0.7627
4.250 0.7520
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 0.7833 0.7862
PP 0.7828 0.7847
S1 0.7822 0.7832

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

View Archives - Comment on this page... - Back to Index of Symbols