CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 0.7800 0.7810 0.0010 0.1% 0.7908
High 0.7824 0.7818 -0.0006 -0.1% 0.7924
Low 0.7789 0.7805 0.0016 0.2% 0.7781
Close 0.7809 0.7811 0.0002 0.0% 0.7795
Range 0.0035 0.0013 -0.0022 -62.9% 0.0143
ATR 0.0065 0.0062 -0.0004 -5.7% 0.0000
Volume 215 120 -95 -44.2% 1,374
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7850 0.7844 0.7818
R3 0.7837 0.7831 0.7815
R2 0.7824 0.7824 0.7813
R1 0.7818 0.7818 0.7812 0.7821
PP 0.7811 0.7811 0.7811 0.7813
S1 0.7805 0.7805 0.7810 0.7808
S2 0.7798 0.7798 0.7809
S3 0.7785 0.7792 0.7807
S4 0.7772 0.7779 0.7804
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 0.7910 0.7781 0.0129 1.7% 0.0052 0.7% 23% False False 274
10 0.8039 0.7781 0.0258 3.3% 0.0057 0.7% 12% False False 283
20 0.8050 0.7781 0.0269 3.4% 0.0052 0.7% 11% False False 206
40 0.8281 0.7781 0.0500 6.4% 0.0061 0.8% 6% False False 142
60 0.8586 0.7781 0.0805 10.3% 0.0051 0.6% 4% False False 103
80 0.8843 0.7781 0.1062 13.6% 0.0042 0.5% 3% False False 88
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 0.7873
2.618 0.7852
1.618 0.7839
1.000 0.7831
0.618 0.7826
HIGH 0.7818
0.618 0.7813
0.500 0.7812
0.382 0.7810
LOW 0.7805
0.618 0.7797
1.000 0.7792
1.618 0.7784
2.618 0.7771
4.250 0.7750
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 0.7812 0.7811
PP 0.7811 0.7811
S1 0.7811 0.7811

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

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