CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 0.7850 0.7870 0.0020 0.3% 0.7970
High 0.7864 0.7870 0.0006 0.1% 0.8040
Low 0.7800 0.7844 0.0044 0.6% 0.7900
Close 0.7813 0.7844 0.0031 0.4% 0.7905
Range 0.0064 0.0026 -0.0038 -59.4% 0.0140
ATR 0.0060 0.0060 0.0000 -0.4% 0.0000
Volume 10 104 94 940.0% 119
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7931 0.7913 0.7858
R3 0.7905 0.7887 0.7851
R2 0.7879 0.7879 0.7849
R1 0.7861 0.7861 0.7846 0.7857
PP 0.7853 0.7853 0.7853 0.7851
S1 0.7835 0.7835 0.7842 0.7831
S2 0.7827 0.7827 0.7839
S3 0.7801 0.7809 0.7837
S4 0.7775 0.7783 0.7830
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 0.7924 0.7800 0.0124 1.6% 0.0028 0.4% 35% False False 52
10 0.8040 0.7800 0.0240 3.1% 0.0029 0.4% 18% False False 33
20 0.8065 0.7800 0.0265 3.4% 0.0030 0.4% 17% False False 36
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7981
2.618 0.7938
1.618 0.7912
1.000 0.7896
0.618 0.7886
HIGH 0.7870
0.618 0.7860
0.500 0.7857
0.382 0.7854
LOW 0.7844
0.618 0.7828
1.000 0.7818
1.618 0.7802
2.618 0.7776
4.250 0.7734
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 0.7857 0.7847
PP 0.7853 0.7846
S1 0.7848 0.7845

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

View Archives - Comment on this page... - Back to Index of Symbols