CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 0.8827 0.8826 -0.0001 0.0% 0.8902
High 0.8841 0.8890 0.0049 0.6% 0.8905
Low 0.8823 0.8825 0.0002 0.0% 0.8750
Close 0.8828 0.8874 0.0046 0.5% 0.8838
Range 0.0018 0.0065 0.0047 261.1% 0.0155
ATR 0.0063 0.0063 0.0000 0.2% 0.0000
Volume 130 142 12 9.2% 1,385
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9058 0.9031 0.8910
R3 0.8993 0.8966 0.8892
R2 0.8928 0.8928 0.8886
R1 0.8901 0.8901 0.8880 0.8915
PP 0.8863 0.8863 0.8863 0.8870
S1 0.8836 0.8836 0.8868 0.8850
S2 0.8798 0.8798 0.8862
S3 0.8733 0.8771 0.8856
S4 0.8668 0.8706 0.8838
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 0.8890 0.8750 0.0140 1.6% 0.0069 0.8% 89% True False 222
10 0.8987 0.8750 0.0237 2.7% 0.0069 0.8% 52% False False 259
20 0.9008 0.8750 0.0258 2.9% 0.0065 0.7% 48% False False 409
40 0.9205 0.8750 0.0455 5.1% 0.0058 0.7% 27% False False 335
60 0.9205 0.8750 0.0455 5.1% 0.0043 0.5% 27% False False 235
80 0.9356 0.8750 0.0606 6.8% 0.0034 0.4% 20% False False 186
100 0.9356 0.8750 0.0606 6.8% 0.0029 0.3% 20% False False 156
120 0.9356 0.8750 0.0606 6.8% 0.0026 0.3% 20% False False 132
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9166
2.618 0.9060
1.618 0.8995
1.000 0.8955
0.618 0.8930
HIGH 0.8890
0.618 0.8865
0.500 0.8858
0.382 0.8850
LOW 0.8825
0.618 0.8785
1.000 0.8760
1.618 0.8720
2.618 0.8655
4.250 0.8549
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 0.8869 0.8868
PP 0.8863 0.8862
S1 0.8858 0.8857

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

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