CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 0.8448 0.8435 -0.0013 -0.2% 0.8459
High 0.8463 0.8460 -0.0003 0.0% 0.8511
Low 0.8430 0.8398 -0.0032 -0.4% 0.8398
Close 0.8432 0.8420 -0.0012 -0.1% 0.8420
Range 0.0033 0.0062 0.0029 87.9% 0.0113
ATR 0.0059 0.0059 0.0000 0.4% 0.0000
Volume 43,916 65,367 21,451 48.8% 290,091
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8612 0.8578 0.8454
R3 0.8550 0.8516 0.8437
R2 0.8488 0.8488 0.8431
R1 0.8454 0.8454 0.8426 0.8440
PP 0.8426 0.8426 0.8426 0.8419
S1 0.8392 0.8392 0.8414 0.8378
S2 0.8364 0.8364 0.8409
S3 0.8302 0.8330 0.8403
S4 0.8240 0.8268 0.8386
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8782 0.8714 0.8482
R3 0.8669 0.8601 0.8451
R2 0.8556 0.8556 0.8441
R1 0.8488 0.8488 0.8430 0.8466
PP 0.8443 0.8443 0.8443 0.8432
S1 0.8375 0.8375 0.8410 0.8353
S2 0.8330 0.8330 0.8399
S3 0.8217 0.8262 0.8389
S4 0.8104 0.8149 0.8358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8511 0.8398 0.0113 1.3% 0.0053 0.6% 19% False True 58,018
10 0.8633 0.8398 0.0235 2.8% 0.0054 0.6% 9% False True 42,246
20 0.8715 0.8398 0.0317 3.8% 0.0057 0.7% 7% False True 47,002
40 0.8912 0.8398 0.0514 6.1% 0.0063 0.7% 4% False True 26,334
60 0.8955 0.8398 0.0557 6.6% 0.0064 0.8% 4% False True 17,687
80 0.9145 0.8398 0.0747 8.9% 0.0065 0.8% 3% False True 13,386
100 0.9205 0.8398 0.0807 9.6% 0.0059 0.7% 3% False True 10,738
120 0.9270 0.8398 0.0872 10.4% 0.0051 0.6% 3% False True 8,953
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8724
2.618 0.8622
1.618 0.8560
1.000 0.8522
0.618 0.8498
HIGH 0.8460
0.618 0.8436
0.500 0.8429
0.382 0.8422
LOW 0.8398
0.618 0.8360
1.000 0.8336
1.618 0.8298
2.618 0.8236
4.250 0.8135
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 0.8429 0.8431
PP 0.8426 0.8427
S1 0.8423 0.8424

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

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