CME Canadian Dollar Future March 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 0.7820 0.7824 0.0004 0.1% 0.7922
High 0.7844 0.7837 -0.0007 -0.1% 0.7953
Low 0.7801 0.7818 0.0017 0.2% 0.7798
Close 0.7826 0.7830 0.0004 0.1% 0.7812
Range 0.0043 0.0019 -0.0024 -55.8% 0.0155
ATR 0.0080 0.0075 -0.0004 -5.4% 0.0000
Volume 5,233 265 -4,968 -94.9% 385,599
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7885 0.7877 0.7840
R3 0.7866 0.7858 0.7835
R2 0.7847 0.7847 0.7833
R1 0.7839 0.7839 0.7832 0.7843
PP 0.7828 0.7828 0.7828 0.7831
S1 0.7820 0.7820 0.7828 0.7824
S2 0.7809 0.7809 0.7827
S3 0.7790 0.7801 0.7825
S4 0.7771 0.7782 0.7820
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8319 0.8221 0.7897
R3 0.8164 0.8066 0.7855
R2 0.8009 0.8009 0.7840
R1 0.7911 0.7911 0.7826 0.7883
PP 0.7854 0.7854 0.7854 0.7840
S1 0.7756 0.7756 0.7798 0.7728
S2 0.7699 0.7699 0.7784
S3 0.7544 0.7601 0.7769
S4 0.7389 0.7446 0.7727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7927 0.7798 0.0129 1.6% 0.0066 0.8% 25% False False 48,186
10 0.8059 0.7798 0.0261 3.3% 0.0070 0.9% 12% False False 62,508
20 0.8073 0.7798 0.0275 3.5% 0.0072 0.9% 12% False False 62,696
40 0.8359 0.7798 0.0561 7.2% 0.0089 1.1% 6% False False 66,476
60 0.8633 0.7798 0.0835 10.7% 0.0079 1.0% 4% False False 60,487
80 0.8912 0.7798 0.1114 14.2% 0.0077 1.0% 3% False False 51,050
100 0.8955 0.7798 0.1157 14.8% 0.0075 1.0% 3% False False 40,946
120 0.9008 0.7798 0.1210 15.5% 0.0073 0.9% 3% False False 34,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 0.7918
2.618 0.7887
1.618 0.7868
1.000 0.7856
0.618 0.7849
HIGH 0.7837
0.618 0.7830
0.500 0.7828
0.382 0.7825
LOW 0.7818
0.618 0.7806
1.000 0.7799
1.618 0.7787
2.618 0.7768
4.250 0.7737
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 0.7829 0.7842
PP 0.7828 0.7838
S1 0.7828 0.7834

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

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