CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 0.8853 0.8827 -0.0026 -0.3% 0.8902
High 0.8883 0.8841 -0.0042 -0.5% 0.8905
Low 0.8835 0.8823 -0.0012 -0.1% 0.8750
Close 0.8838 0.8828 -0.0010 -0.1% 0.8838
Range 0.0048 0.0018 -0.0030 -62.5% 0.0155
ATR 0.0067 0.0063 -0.0003 -5.2% 0.0000
Volume 385 130 -255 -66.2% 1,385
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8885 0.8874 0.8838
R3 0.8867 0.8856 0.8833
R2 0.8849 0.8849 0.8831
R1 0.8838 0.8838 0.8830 0.8844
PP 0.8831 0.8831 0.8831 0.8833
S1 0.8820 0.8820 0.8826 0.8826
S2 0.8813 0.8813 0.8825
S3 0.8795 0.8802 0.8823
S4 0.8777 0.8784 0.8818
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9296 0.9222 0.8923
R3 0.9141 0.9067 0.8881
R2 0.8986 0.8986 0.8866
R1 0.8912 0.8912 0.8852 0.8872
PP 0.8831 0.8831 0.8831 0.8811
S1 0.8757 0.8757 0.8824 0.8717
S2 0.8676 0.8676 0.8810
S3 0.8521 0.8602 0.8795
S4 0.8366 0.8447 0.8753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8900 0.8750 0.0150 1.7% 0.0074 0.8% 52% False False 236
10 0.8987 0.8750 0.0237 2.7% 0.0067 0.8% 33% False False 270
20 0.9061 0.8750 0.0311 3.5% 0.0066 0.7% 25% False False 414
40 0.9205 0.8750 0.0455 5.2% 0.0056 0.6% 17% False False 332
60 0.9205 0.8750 0.0455 5.2% 0.0042 0.5% 17% False False 234
80 0.9356 0.8750 0.0606 6.9% 0.0034 0.4% 13% False False 184
100 0.9356 0.8750 0.0606 6.9% 0.0029 0.3% 13% False False 155
120 0.9356 0.8750 0.0606 6.9% 0.0025 0.3% 13% False False 131
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8918
2.618 0.8888
1.618 0.8870
1.000 0.8859
0.618 0.8852
HIGH 0.8841
0.618 0.8834
0.500 0.8832
0.382 0.8830
LOW 0.8823
0.618 0.8812
1.000 0.8805
1.618 0.8794
2.618 0.8776
4.250 0.8747
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 0.8832 0.8829
PP 0.8831 0.8829
S1 0.8829 0.8828

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

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