CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 0.8598 0.8603 0.0005 0.1% 0.8586
High 0.8633 0.8603 -0.0030 -0.3% 0.8633
Low 0.8585 0.8469 -0.0116 -1.4% 0.8469
Close 0.8597 0.8497 -0.0100 -1.2% 0.8497
Range 0.0048 0.0134 0.0086 179.2% 0.0164
ATR 0.0056 0.0062 0.0006 9.8% 0.0000
Volume 27,987 49,821 21,834 78.0% 125,602
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8925 0.8845 0.8571
R3 0.8791 0.8711 0.8534
R2 0.8657 0.8657 0.8522
R1 0.8577 0.8577 0.8509 0.8550
PP 0.8523 0.8523 0.8523 0.8510
S1 0.8443 0.8443 0.8485 0.8416
S2 0.8389 0.8389 0.8472
S3 0.8255 0.8309 0.8460
S4 0.8121 0.8175 0.8423
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.9025 0.8925 0.8587
R3 0.8861 0.8761 0.8542
R2 0.8697 0.8697 0.8527
R1 0.8597 0.8597 0.8512 0.8565
PP 0.8533 0.8533 0.8533 0.8517
S1 0.8433 0.8433 0.8482 0.8401
S2 0.8369 0.8369 0.8467
S3 0.8205 0.8269 0.8452
S4 0.8041 0.8105 0.8407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8633 0.8469 0.0164 1.9% 0.0055 0.7% 17% False True 26,475
10 0.8633 0.8469 0.0164 1.9% 0.0053 0.6% 17% False True 30,464
20 0.8795 0.8469 0.0326 3.8% 0.0058 0.7% 9% False True 36,848
40 0.8912 0.8469 0.0443 5.2% 0.0065 0.8% 6% False True 19,185
60 0.8987 0.8469 0.0518 6.1% 0.0065 0.8% 5% False True 12,877
80 0.9145 0.8469 0.0676 8.0% 0.0064 0.8% 4% False True 9,784
100 0.9205 0.8469 0.0736 8.7% 0.0056 0.7% 4% False True 7,839
120 0.9270 0.8469 0.0801 9.4% 0.0049 0.6% 3% False True 6,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.9173
2.618 0.8954
1.618 0.8820
1.000 0.8737
0.618 0.8686
HIGH 0.8603
0.618 0.8552
0.500 0.8536
0.382 0.8520
LOW 0.8469
0.618 0.8386
1.000 0.8335
1.618 0.8252
2.618 0.8118
4.250 0.7900
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 0.8536 0.8551
PP 0.8523 0.8533
S1 0.8510 0.8515

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

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