CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 0.7973 0.7919 -0.0054 -0.7% 0.8031
High 0.7987 0.7926 -0.0061 -0.8% 0.8071
Low 0.7883 0.7808 -0.0075 -1.0% 0.7808
Close 0.7920 0.7881 -0.0039 -0.5% 0.7881
Range 0.0104 0.0118 0.0014 13.5% 0.0263
ATR 0.0080 0.0083 0.0003 3.4% 0.0000
Volume 69,958 95,022 25,064 35.8% 332,080
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8226 0.8171 0.7946
R3 0.8108 0.8053 0.7913
R2 0.7990 0.7990 0.7903
R1 0.7935 0.7935 0.7892 0.7904
PP 0.7872 0.7872 0.7872 0.7856
S1 0.7817 0.7817 0.7870 0.7786
S2 0.7754 0.7754 0.7859
S3 0.7636 0.7699 0.7849
S4 0.7518 0.7581 0.7816
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8709 0.8558 0.8026
R3 0.8446 0.8295 0.7953
R2 0.8183 0.8183 0.7929
R1 0.8032 0.8032 0.7905 0.7976
PP 0.7920 0.7920 0.7920 0.7892
S1 0.7769 0.7769 0.7857 0.7713
S2 0.7657 0.7657 0.7833
S3 0.7394 0.7506 0.7809
S4 0.7131 0.7243 0.7736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8071 0.7808 0.0263 3.3% 0.0089 1.1% 28% False True 66,416
10 0.8359 0.7808 0.0551 7.0% 0.0098 1.2% 13% False True 71,086
20 0.8603 0.7808 0.0795 10.1% 0.0086 1.1% 9% False True 67,993
40 0.8795 0.7808 0.0987 12.5% 0.0070 0.9% 7% False True 51,244
60 0.8912 0.7808 0.1104 14.0% 0.0071 0.9% 7% False True 34,629
80 0.8987 0.7808 0.1179 15.0% 0.0069 0.9% 6% False True 26,036
100 0.9145 0.7808 0.1337 17.0% 0.0068 0.9% 5% False True 20,928
120 0.9205 0.7808 0.1397 17.7% 0.0060 0.8% 5% False True 17,449
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 0.0016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8428
2.618 0.8235
1.618 0.8117
1.000 0.8044
0.618 0.7999
HIGH 0.7926
0.618 0.7881
0.500 0.7867
0.382 0.7853
LOW 0.7808
0.618 0.7735
1.000 0.7690
1.618 0.7617
2.618 0.7499
4.250 0.7307
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 0.7876 0.7935
PP 0.7872 0.7917
S1 0.7867 0.7899

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

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