CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 0.7984 0.7963 -0.0021 -0.3% 0.7970
High 0.7999 0.8033 0.0034 0.4% 0.8060
Low 0.7950 0.7963 0.0013 0.2% 0.7891
Close 0.7962 0.7999 0.0037 0.5% 0.7979
Range 0.0049 0.0070 0.0021 42.9% 0.0169
ATR 0.0080 0.0079 -0.0001 -0.8% 0.0000
Volume 1,026 951 -75 -7.3% 5,231
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8208 0.8174 0.8038
R3 0.8138 0.8104 0.8018
R2 0.8068 0.8068 0.8012
R1 0.8034 0.8034 0.8005 0.8051
PP 0.7998 0.7998 0.7998 0.8007
S1 0.7964 0.7964 0.7993 0.7981
S2 0.7928 0.7928 0.7986
S3 0.7858 0.7894 0.7980
S4 0.7788 0.7824 0.7961
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8484 0.8400 0.8072
R3 0.8315 0.8231 0.8025
R2 0.8146 0.8146 0.8010
R1 0.8062 0.8062 0.7994 0.8104
PP 0.7977 0.7977 0.7977 0.7998
S1 0.7893 0.7893 0.7964 0.7935
S2 0.7808 0.7808 0.7948
S3 0.7639 0.7724 0.7933
S4 0.7470 0.7555 0.7886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8060 0.7950 0.0110 1.4% 0.0063 0.8% 45% False False 1,075
10 0.8064 0.7891 0.0173 2.2% 0.0069 0.9% 62% False False 1,036
20 0.8076 0.7868 0.0208 2.6% 0.0085 1.1% 63% False False 875
40 0.8492 0.7802 0.0690 8.6% 0.0082 1.0% 29% False False 689
60 0.8775 0.7802 0.0973 12.2% 0.0069 0.9% 20% False False 587
80 0.8876 0.7802 0.1074 13.4% 0.0063 0.8% 18% False False 459
100 0.8961 0.7802 0.1159 14.5% 0.0058 0.7% 17% False False 376
120 0.9120 0.7802 0.1318 16.5% 0.0053 0.7% 15% False False 317
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8331
2.618 0.8216
1.618 0.8146
1.000 0.8103
0.618 0.8076
HIGH 0.8033
0.618 0.8006
0.500 0.7998
0.382 0.7990
LOW 0.7963
0.618 0.7920
1.000 0.7893
1.618 0.7850
2.618 0.7780
4.250 0.7666
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 0.7999 0.7997
PP 0.7998 0.7994
S1 0.7998 0.7992

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

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