CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 0.7905 0.7866 -0.0039 -0.5% 0.7933
High 0.7913 0.7886 -0.0027 -0.3% 0.8040
Low 0.7855 0.7809 -0.0046 -0.6% 0.7910
Close 0.7867 0.7884 0.0017 0.2% 0.7922
Range 0.0058 0.0077 0.0019 32.8% 0.0130
ATR 0.0076 0.0076 0.0000 0.1% 0.0000
Volume 343 322 -21 -6.1% 889
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8091 0.8064 0.7926
R3 0.8014 0.7987 0.7905
R2 0.7937 0.7937 0.7898
R1 0.7910 0.7910 0.7891 0.7924
PP 0.7860 0.7860 0.7860 0.7866
S1 0.7833 0.7833 0.7877 0.7847
S2 0.7783 0.7783 0.7870
S3 0.7706 0.7756 0.7863
S4 0.7629 0.7679 0.7842
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 0.7809 0.0231 2.9% 0.0065 0.8% 32% False True 275
10 0.8040 0.7777 0.0263 3.3% 0.0094 1.2% 41% False False 208
20 0.8040 0.7777 0.0263 3.3% 0.0075 1.0% 41% False False 246
40 0.8075 0.7777 0.0298 3.8% 0.0065 0.8% 36% False False 171
60 0.8460 0.7777 0.0683 8.7% 0.0063 0.8% 16% False False 135
80 0.8723 0.7777 0.0946 12.0% 0.0053 0.7% 11% False False 110
100 0.8843 0.7777 0.1066 13.5% 0.0044 0.6% 10% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8213
2.618 0.8088
1.618 0.8011
1.000 0.7963
0.618 0.7934
HIGH 0.7886
0.618 0.7857
0.500 0.7848
0.382 0.7838
LOW 0.7809
0.618 0.7761
1.000 0.7732
1.618 0.7684
2.618 0.7607
4.250 0.7482
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 0.7872 0.7905
PP 0.7860 0.7898
S1 0.7848 0.7891

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

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