CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 0.8011 0.8011 0.0000 0.0% 0.7950
High 0.8011 0.8040 0.0029 0.4% 0.8025
Low 0.7990 0.8011 0.0021 0.3% 0.7900
Close 0.7990 0.8029 0.0039 0.5% 0.7969
Range 0.0021 0.0029 0.0008 38.1% 0.0125
ATR 0.0065 0.0064 -0.0001 -1.6% 0.0000
Volume 37 2 -35 -94.6% 252
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8114 0.8100 0.8045
R3 0.8085 0.8071 0.8037
R2 0.8056 0.8056 0.8034
R1 0.8042 0.8042 0.8032 0.8049
PP 0.8027 0.8027 0.8027 0.8030
S1 0.8013 0.8013 0.8026 0.8020
S2 0.7998 0.7998 0.8024
S3 0.7969 0.7984 0.8021
S4 0.7940 0.7955 0.8013
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 0.8040 0.7947 0.0093 1.2% 0.0023 0.3% 88% True False 21
10 0.8040 0.7900 0.0140 1.7% 0.0030 0.4% 92% True False 34
20 0.8065 0.7894 0.0171 2.1% 0.0028 0.4% 79% False False 44
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 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8163
2.618 0.8116
1.618 0.8087
1.000 0.8069
0.618 0.8058
HIGH 0.8040
0.618 0.8029
0.500 0.8026
0.382 0.8022
LOW 0.8011
0.618 0.7993
1.000 0.7982
1.618 0.7964
2.618 0.7935
4.250 0.7888
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 0.8028 0.8017
PP 0.8027 0.8005
S1 0.8026 0.7994

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

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