CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 0.7916 0.7919 0.0003 0.0% 0.7970
High 0.7924 0.7919 -0.0005 -0.1% 0.8040
Low 0.7900 0.7919 0.0019 0.2% 0.7900
Close 0.7905 0.7919 0.0014 0.2% 0.7905
Range 0.0024 0.0000 -0.0024 -100.0% 0.0140
ATR 0.0064 0.0060 -0.0004 -5.6% 0.0000
Volume 50 91 41 82.0% 119
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7919 0.7919 0.7919
R3 0.7919 0.7919 0.7919
R2 0.7919 0.7919 0.7919
R1 0.7919 0.7919 0.7919 0.7919
PP 0.7919 0.7919 0.7919 0.7919
S1 0.7919 0.7919 0.7919 0.7919
S2 0.7919 0.7919 0.7919
S3 0.7919 0.7919 0.7919
S4 0.7919 0.7919 0.7919
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% 0.0025 0.3% 14% False False 39
10 0.8040 0.7900 0.0140 1.8% 0.0029 0.4% 14% False False 40
20 0.8065 0.7894 0.0171 2.2% 0.0028 0.4% 15% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7919
2.618 0.7919
1.618 0.7919
1.000 0.7919
0.618 0.7919
HIGH 0.7919
0.618 0.7919
0.500 0.7919
0.382 0.7919
LOW 0.7919
0.618 0.7919
1.000 0.7919
1.618 0.7919
2.618 0.7919
4.250 0.7919
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 0.7919 0.7960
PP 0.7919 0.7946
S1 0.7919 0.7933

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

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