CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 0.7810 0.7801 -0.0009 -0.1% 0.7908
High 0.7818 0.8015 0.0197 2.5% 0.7924
Low 0.7805 0.7777 -0.0028 -0.4% 0.7781
Close 0.7811 0.7873 0.0062 0.8% 0.7795
Range 0.0013 0.0238 0.0225 1,730.8% 0.0143
ATR 0.0062 0.0074 0.0013 20.4% 0.0000
Volume 120 28 -92 -76.7% 1,374
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8602 0.8476 0.8004
R3 0.8364 0.8238 0.7938
R2 0.8126 0.8126 0.7917
R1 0.8000 0.8000 0.7895 0.8063
PP 0.7888 0.7888 0.7888 0.7920
S1 0.7762 0.7762 0.7851 0.7825
S2 0.7650 0.7650 0.7829
S3 0.7412 0.7524 0.7808
S4 0.7174 0.7286 0.7742
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 0.8015 0.7777 0.0238 3.0% 0.0086 1.1% 40% True True 259
10 0.8039 0.7777 0.0262 3.3% 0.0073 0.9% 37% False True 259
20 0.8050 0.7777 0.0273 3.5% 0.0063 0.8% 35% False True 202
40 0.8250 0.7777 0.0473 6.0% 0.0065 0.8% 20% False True 142
60 0.8581 0.7777 0.0804 10.2% 0.0054 0.7% 12% False True 102
80 0.8843 0.7777 0.1066 13.5% 0.0045 0.6% 9% False True 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 0.9027
2.618 0.8638
1.618 0.8400
1.000 0.8253
0.618 0.8162
HIGH 0.8015
0.618 0.7924
0.500 0.7896
0.382 0.7868
LOW 0.7777
0.618 0.7630
1.000 0.7539
1.618 0.7392
2.618 0.7154
4.250 0.6766
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 0.7896 0.7896
PP 0.7888 0.7888
S1 0.7881 0.7881

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

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