CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 0.7970 0.8011 0.0041 0.5% 0.7950
High 0.7970 0.8011 0.0041 0.5% 0.8025
Low 0.7947 0.7990 0.0043 0.5% 0.7900
Close 0.7952 0.7990 0.0038 0.5% 0.7969
Range 0.0023 0.0021 -0.0002 -8.7% 0.0125
ATR 0.0065 0.0065 0.0000 -0.7% 0.0000
Volume 12 37 25 208.3% 252
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8060 0.8046 0.8002
R3 0.8039 0.8025 0.7996
R2 0.8018 0.8018 0.7994
R1 0.8004 0.8004 0.7992 0.8001
PP 0.7997 0.7997 0.7997 0.7995
S1 0.7983 0.7983 0.7988 0.7980
S2 0.7976 0.7976 0.7986
S3 0.7955 0.7962 0.7984
S4 0.7934 0.7941 0.7978
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 0.7947 0.0078 1.0% 0.0018 0.2% 55% False False 45
10 0.8048 0.7900 0.0148 1.9% 0.0032 0.4% 61% False False 38
20 0.8065 0.7894 0.0171 2.1% 0.0029 0.4% 56% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8100
2.618 0.8066
1.618 0.8045
1.000 0.8032
0.618 0.8024
HIGH 0.8011
0.618 0.8003
0.500 0.8001
0.382 0.7998
LOW 0.7990
0.618 0.7977
1.000 0.7969
1.618 0.7956
2.618 0.7935
4.250 0.7901
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 0.8001 0.7986
PP 0.7997 0.7983
S1 0.7994 0.7979

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

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