CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 0.8878 0.8883 0.0005 0.1% 0.8827
High 0.8895 0.8883 -0.0012 -0.1% 0.8906
Low 0.8864 0.8854 -0.0010 -0.1% 0.8815
Close 0.8872 0.8867 -0.0005 -0.1% 0.8872
Range 0.0031 0.0029 -0.0002 -6.5% 0.0091
ATR 0.0061 0.0059 -0.0002 -3.7% 0.0000
Volume 118 224 106 89.8% 861
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8955 0.8940 0.8883
R3 0.8926 0.8911 0.8875
R2 0.8897 0.8897 0.8872
R1 0.8882 0.8882 0.8870 0.8875
PP 0.8868 0.8868 0.8868 0.8865
S1 0.8853 0.8853 0.8864 0.8846
S2 0.8839 0.8839 0.8862
S3 0.8810 0.8824 0.8859
S4 0.8781 0.8795 0.8851
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% 0.0050 0.6% 57% False False 191
10 0.8906 0.8750 0.0156 1.8% 0.0062 0.7% 75% False False 213
20 0.8995 0.8750 0.0245 2.8% 0.0065 0.7% 48% False False 404
40 0.9187 0.8750 0.0437 4.9% 0.0059 0.7% 27% False False 345
60 0.9205 0.8750 0.0455 5.1% 0.0045 0.5% 26% False False 248
80 0.9337 0.8750 0.0587 6.6% 0.0036 0.4% 20% False False 195
100 0.9356 0.8750 0.0606 6.8% 0.0031 0.3% 19% False False 163
120 0.9356 0.8750 0.0606 6.8% 0.0027 0.3% 19% False False 138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9006
2.618 0.8959
1.618 0.8930
1.000 0.8912
0.618 0.8901
HIGH 0.8883
0.618 0.8872
0.500 0.8869
0.382 0.8865
LOW 0.8854
0.618 0.8836
1.000 0.8825
1.618 0.8807
2.618 0.8778
4.250 0.8731
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 0.8869 0.8871
PP 0.8868 0.8869
S1 0.8868 0.8868

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

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