CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 0.7981 0.7997 0.0016 0.2% 0.7933
High 0.8040 0.8000 -0.0040 -0.5% 0.8040
Low 0.7979 0.7910 -0.0069 -0.9% 0.7910
Close 0.7998 0.7922 -0.0076 -1.0% 0.7922
Range 0.0061 0.0090 0.0029 47.5% 0.0130
ATR 0.0076 0.0077 0.0001 1.3% 0.0000
Volume 82 526 444 541.5% 889
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8214 0.8158 0.7972
R3 0.8124 0.8068 0.7947
R2 0.8034 0.8034 0.7939
R1 0.7978 0.7978 0.7930 0.7961
PP 0.7944 0.7944 0.7944 0.7936
S1 0.7888 0.7888 0.7914 0.7871
S2 0.7854 0.7854 0.7906
S3 0.7764 0.7798 0.7897
S4 0.7674 0.7708 0.7873
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8347 0.8265 0.7994
R3 0.8217 0.8135 0.7958
R2 0.8087 0.8087 0.7946
R1 0.8005 0.8005 0.7934 0.7981
PP 0.7957 0.7957 0.7957 0.7946
S1 0.7875 0.7875 0.7910 0.7851
S2 0.7827 0.7827 0.7898
S3 0.7697 0.7745 0.7886
S4 0.7567 0.7615 0.7851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8040 0.7910 0.0130 1.6% 0.0064 0.8% 9% False True 177
10 0.8040 0.7777 0.0263 3.3% 0.0085 1.1% 55% False False 175
20 0.8040 0.7777 0.0263 3.3% 0.0072 0.9% 55% False False 235
40 0.8075 0.7777 0.0298 3.8% 0.0066 0.8% 49% False False 166
60 0.8581 0.7777 0.0804 10.1% 0.0062 0.8% 18% False False 124
80 0.8747 0.7777 0.0970 12.2% 0.0052 0.7% 15% False False 103
100 0.8843 0.7777 0.1066 13.5% 0.0043 0.5% 14% False False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8383
2.618 0.8236
1.618 0.8146
1.000 0.8090
0.618 0.8056
HIGH 0.8000
0.618 0.7966
0.500 0.7955
0.382 0.7944
LOW 0.7910
0.618 0.7854
1.000 0.7820
1.618 0.7764
2.618 0.7674
4.250 0.7528
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 0.7955 0.7975
PP 0.7944 0.7957
S1 0.7933 0.7940

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

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