CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 0.7969 0.7970 0.0001 0.0% 0.7950
High 0.7995 0.7970 -0.0025 -0.3% 0.8025
Low 0.7969 0.7947 -0.0022 -0.3% 0.7900
Close 0.7969 0.7952 -0.0017 -0.2% 0.7969
Range 0.0026 0.0023 -0.0003 -11.5% 0.0125
ATR 0.0069 0.0065 -0.0003 -4.7% 0.0000
Volume 2 12 10 500.0% 252
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8025 0.8012 0.7965
R3 0.8002 0.7989 0.7958
R2 0.7979 0.7979 0.7956
R1 0.7966 0.7966 0.7954 0.7961
PP 0.7956 0.7956 0.7956 0.7954
S1 0.7943 0.7943 0.7950 0.7938
S2 0.7933 0.7933 0.7948
S3 0.7910 0.7920 0.7946
S4 0.7887 0.7897 0.7939
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8340 0.8279 0.8038
R3 0.8215 0.8154 0.8003
R2 0.8090 0.8090 0.7992
R1 0.8029 0.8029 0.7980 0.8060
PP 0.7965 0.7965 0.7965 0.7980
S1 0.7904 0.7904 0.7958 0.7935
S2 0.7840 0.7840 0.7946
S3 0.7715 0.7779 0.7935
S4 0.7590 0.7654 0.7900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8025 0.7900 0.0125 1.6% 0.0033 0.4% 42% False False 41
10 0.8065 0.7900 0.0165 2.1% 0.0033 0.4% 32% False False 38
20 0.8065 0.7821 0.0244 3.1% 0.0034 0.4% 54% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8068
2.618 0.8030
1.618 0.8007
1.000 0.7993
0.618 0.7984
HIGH 0.7970
0.618 0.7961
0.500 0.7959
0.382 0.7956
LOW 0.7947
0.618 0.7933
1.000 0.7924
1.618 0.7910
2.618 0.7887
4.250 0.7849
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 0.7959 0.7971
PP 0.7956 0.7965
S1 0.7954 0.7958

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

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