CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 0.7919 0.7879 -0.0040 -0.5% 0.7970
High 0.7919 0.7893 -0.0026 -0.3% 0.8040
Low 0.7919 0.7868 -0.0051 -0.6% 0.7900
Close 0.7919 0.7868 -0.0051 -0.6% 0.7905
Range 0.0000 0.0025 0.0025 0.0140
ATR 0.0060 0.0060 -0.0001 -1.1% 0.0000
Volume 91 5 -86 -94.5% 119
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7951 0.7935 0.7882
R3 0.7926 0.7910 0.7875
R2 0.7901 0.7901 0.7873
R1 0.7885 0.7885 0.7870 0.7881
PP 0.7876 0.7876 0.7876 0.7874
S1 0.7860 0.7860 0.7866 0.7856
S2 0.7851 0.7851 0.7863
S3 0.7826 0.7835 0.7861
S4 0.7801 0.7810 0.7854
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 0.7868 0.0172 2.2% 0.0026 0.3% 0% False True 33
10 0.8040 0.7868 0.0172 2.2% 0.0022 0.3% 0% False True 39
20 0.8065 0.7868 0.0197 2.5% 0.0028 0.4% 0% False True 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7999
2.618 0.7958
1.618 0.7933
1.000 0.7918
0.618 0.7908
HIGH 0.7893
0.618 0.7883
0.500 0.7881
0.382 0.7878
LOW 0.7868
0.618 0.7853
1.000 0.7843
1.618 0.7828
2.618 0.7803
4.250 0.7762
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 0.7881 0.7896
PP 0.7876 0.7887
S1 0.7872 0.7877

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

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