CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 0.8011 0.8020 0.0009 0.1% 0.7950
High 0.8040 0.8020 -0.0020 -0.2% 0.8025
Low 0.8011 0.7969 -0.0042 -0.5% 0.7900
Close 0.8029 0.7969 -0.0060 -0.7% 0.7969
Range 0.0029 0.0051 0.0022 75.9% 0.0125
ATR 0.0064 0.0064 0.0000 -0.4% 0.0000
Volume 2 18 16 800.0% 252
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8139 0.8105 0.7997
R3 0.8088 0.8054 0.7983
R2 0.8037 0.8037 0.7978
R1 0.8003 0.8003 0.7974 0.7995
PP 0.7986 0.7986 0.7986 0.7982
S1 0.7952 0.7952 0.7964 0.7944
S2 0.7935 0.7935 0.7960
S3 0.7884 0.7901 0.7955
S4 0.7833 0.7850 0.7941
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% 0.0030 0.4% 24% False False 14
10 0.8040 0.7900 0.0140 1.8% 0.0034 0.4% 49% False False 32
20 0.8065 0.7894 0.0171 2.1% 0.0029 0.4% 44% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8237
2.618 0.8154
1.618 0.8103
1.000 0.8071
0.618 0.8052
HIGH 0.8020
0.618 0.8001
0.500 0.7995
0.382 0.7988
LOW 0.7969
0.618 0.7937
1.000 0.7918
1.618 0.7886
2.618 0.7835
4.250 0.7752
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 0.7995 0.8005
PP 0.7986 0.7993
S1 0.7978 0.7981

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

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