CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 0.8020 0.7916 -0.0104 -1.3% 0.7970
High 0.8020 0.7924 -0.0096 -1.2% 0.8040
Low 0.7969 0.7900 -0.0069 -0.9% 0.7900
Close 0.7969 0.7905 -0.0064 -0.8% 0.7905
Range 0.0051 0.0024 -0.0027 -52.9% 0.0140
ATR 0.0064 0.0064 0.0000 0.6% 0.0000
Volume 18 50 32 177.8% 119
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7982 0.7967 0.7918
R3 0.7958 0.7943 0.7912
R2 0.7934 0.7934 0.7909
R1 0.7919 0.7919 0.7907 0.7915
PP 0.7910 0.7910 0.7910 0.7907
S1 0.7895 0.7895 0.7903 0.7891
S2 0.7886 0.7886 0.7901
S3 0.7862 0.7871 0.7898
S4 0.7838 0.7847 0.7892
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8368 0.8277 0.7982
R3 0.8228 0.8137 0.7944
R2 0.8088 0.8088 0.7931
R1 0.7997 0.7997 0.7918 0.7973
PP 0.7948 0.7948 0.7948 0.7936
S1 0.7857 0.7857 0.7892 0.7833
S2 0.7808 0.7808 0.7879
S3 0.7668 0.7717 0.7867
S4 0.7528 0.7577 0.7828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8040 0.7900 0.0140 1.8% 0.0030 0.4% 4% False True 23
10 0.8040 0.7900 0.0140 1.8% 0.0031 0.4% 4% False True 37
20 0.8065 0.7894 0.0171 2.2% 0.0029 0.4% 6% False False 45
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8026
2.618 0.7987
1.618 0.7963
1.000 0.7948
0.618 0.7939
HIGH 0.7924
0.618 0.7915
0.500 0.7912
0.382 0.7909
LOW 0.7900
0.618 0.7885
1.000 0.7876
1.618 0.7861
2.618 0.7837
4.250 0.7798
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 0.7912 0.7970
PP 0.7910 0.7948
S1 0.7907 0.7927

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

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