CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 0.8865 0.8878 0.0013 0.1% 0.8827
High 0.8880 0.8895 0.0015 0.2% 0.8906
Low 0.8846 0.8864 0.0018 0.2% 0.8815
Close 0.8867 0.8872 0.0005 0.1% 0.8872
Range 0.0034 0.0031 -0.0003 -8.8% 0.0091
ATR 0.0063 0.0061 -0.0002 -3.6% 0.0000
Volume 385 118 -267 -69.4% 861
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8970 0.8952 0.8889
R3 0.8939 0.8921 0.8881
R2 0.8908 0.8908 0.8878
R1 0.8890 0.8890 0.8875 0.8884
PP 0.8877 0.8877 0.8877 0.8874
S1 0.8859 0.8859 0.8869 0.8853
S2 0.8846 0.8846 0.8866
S3 0.8815 0.8828 0.8863
S4 0.8784 0.8797 0.8855
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9137 0.9096 0.8922
R3 0.9046 0.9005 0.8897
R2 0.8955 0.8955 0.8889
R1 0.8914 0.8914 0.8880 0.8935
PP 0.8864 0.8864 0.8864 0.8875
S1 0.8823 0.8823 0.8864 0.8844
S2 0.8773 0.8773 0.8855
S3 0.8682 0.8732 0.8847
S4 0.8591 0.8641 0.8822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8906 0.8815 0.0091 1.0% 0.0048 0.5% 63% False False 172
10 0.8906 0.8750 0.0156 1.8% 0.0062 0.7% 78% False False 224
20 0.8995 0.8750 0.0245 2.8% 0.0066 0.7% 50% False False 414
40 0.9205 0.8750 0.0455 5.1% 0.0060 0.7% 27% False False 341
60 0.9205 0.8750 0.0455 5.1% 0.0045 0.5% 27% False False 245
80 0.9356 0.8750 0.0606 6.8% 0.0036 0.4% 20% False False 193
100 0.9356 0.8750 0.0606 6.8% 0.0031 0.3% 20% False False 161
120 0.9356 0.8750 0.0606 6.8% 0.0027 0.3% 20% False False 137
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9027
2.618 0.8976
1.618 0.8945
1.000 0.8926
0.618 0.8914
HIGH 0.8895
0.618 0.8883
0.500 0.8880
0.382 0.8876
LOW 0.8864
0.618 0.8845
1.000 0.8833
1.618 0.8814
2.618 0.8783
4.250 0.8732
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 0.8880 0.8868
PP 0.8877 0.8864
S1 0.8875 0.8861

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

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