CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 0.7840 0.7800 -0.0040 -0.5% 0.7908
High 0.7840 0.7824 -0.0016 -0.2% 0.7924
Low 0.7781 0.7789 0.0008 0.1% 0.7781
Close 0.7795 0.7809 0.0014 0.2% 0.7795
Range 0.0059 0.0035 -0.0024 -40.7% 0.0143
ATR 0.0068 0.0065 -0.0002 -3.5% 0.0000
Volume 245 215 -30 -12.2% 1,374
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7912 0.7896 0.7828
R3 0.7877 0.7861 0.7819
R2 0.7842 0.7842 0.7815
R1 0.7826 0.7826 0.7812 0.7834
PP 0.7807 0.7807 0.7807 0.7812
S1 0.7791 0.7791 0.7806 0.7799
S2 0.7772 0.7772 0.7803
S3 0.7737 0.7756 0.7799
S4 0.7702 0.7721 0.7790
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8262 0.8172 0.7874
R3 0.8119 0.8029 0.7834
R2 0.7976 0.7976 0.7821
R1 0.7886 0.7886 0.7808 0.7860
PP 0.7833 0.7833 0.7833 0.7820
S1 0.7743 0.7743 0.7782 0.7717
S2 0.7690 0.7690 0.7769
S3 0.7547 0.7600 0.7756
S4 0.7404 0.7457 0.7716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7913 0.7781 0.0132 1.7% 0.0059 0.8% 21% False False 264
10 0.8039 0.7781 0.0258 3.3% 0.0059 0.8% 11% False False 272
20 0.8075 0.7781 0.0294 3.8% 0.0055 0.7% 10% False False 204
40 0.8315 0.7781 0.0534 6.8% 0.0061 0.8% 5% False False 139
60 0.8586 0.7781 0.0805 10.3% 0.0052 0.7% 3% False False 103
80 0.8843 0.7781 0.1062 13.6% 0.0042 0.5% 3% False False 86
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7973
2.618 0.7916
1.618 0.7881
1.000 0.7859
0.618 0.7846
HIGH 0.7824
0.618 0.7811
0.500 0.7807
0.382 0.7802
LOW 0.7789
0.618 0.7767
1.000 0.7754
1.618 0.7732
2.618 0.7697
4.250 0.7640
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 0.7808 0.7846
PP 0.7807 0.7833
S1 0.7807 0.7821

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

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