CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 0.7801 0.7930 0.0129 1.7% 0.7908
High 0.8015 0.7975 -0.0040 -0.5% 0.7924
Low 0.7777 0.7825 0.0048 0.6% 0.7781
Close 0.7873 0.7834 -0.0039 -0.5% 0.7795
Range 0.0238 0.0150 -0.0088 -37.0% 0.0143
ATR 0.0074 0.0080 0.0005 7.3% 0.0000
Volume 28 417 389 1,389.3% 1,374
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8328 0.8231 0.7917
R3 0.8178 0.8081 0.7875
R2 0.8028 0.8028 0.7862
R1 0.7931 0.7931 0.7848 0.7905
PP 0.7878 0.7878 0.7878 0.7865
S1 0.7781 0.7781 0.7820 0.7755
S2 0.7728 0.7728 0.7807
S3 0.7578 0.7631 0.7793
S4 0.7428 0.7481 0.7752
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% 0.0099 1.3% 24% False False 205
10 0.8015 0.7777 0.0238 3.0% 0.0081 1.0% 24% False False 225
20 0.8050 0.7777 0.0273 3.5% 0.0069 0.9% 21% False False 222
40 0.8075 0.7777 0.0298 3.8% 0.0064 0.8% 19% False False 151
60 0.8581 0.7777 0.0804 10.3% 0.0056 0.7% 7% False False 108
80 0.8843 0.7777 0.1066 13.6% 0.0047 0.6% 5% False False 93
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8613
2.618 0.8368
1.618 0.8218
1.000 0.8125
0.618 0.8068
HIGH 0.7975
0.618 0.7918
0.500 0.7900
0.382 0.7882
LOW 0.7825
0.618 0.7732
1.000 0.7675
1.618 0.7582
2.618 0.7432
4.250 0.7188
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 0.7900 0.7896
PP 0.7878 0.7875
S1 0.7856 0.7855

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

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