CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 0.7879 0.7850 -0.0029 -0.4% 0.7970
High 0.7893 0.7864 -0.0029 -0.4% 0.8040
Low 0.7868 0.7800 -0.0068 -0.9% 0.7900
Close 0.7868 0.7813 -0.0055 -0.7% 0.7905
Range 0.0025 0.0064 0.0039 156.0% 0.0140
ATR 0.0060 0.0060 0.0001 1.0% 0.0000
Volume 5 10 5 100.0% 119
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8018 0.7979 0.7848
R3 0.7954 0.7915 0.7831
R2 0.7890 0.7890 0.7825
R1 0.7851 0.7851 0.7819 0.7839
PP 0.7826 0.7826 0.7826 0.7819
S1 0.7787 0.7787 0.7807 0.7775
S2 0.7762 0.7762 0.7801
S3 0.7698 0.7723 0.7795
S4 0.7634 0.7659 0.7778
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8368 0.8277 0.7982
R3 0.8228 0.8137 0.7944
R2 0.8088 0.8088 0.7931
R1 0.7997 0.7997 0.7918 0.7973
PP 0.7948 0.7948 0.7948 0.7936
S1 0.7857 0.7857 0.7892 0.7833
S2 0.7808 0.7808 0.7879
S3 0.7668 0.7717 0.7867
S4 0.7528 0.7577 0.7828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8020 0.7800 0.0220 2.8% 0.0033 0.4% 6% False True 34
10 0.8040 0.7800 0.0240 3.1% 0.0028 0.4% 5% False True 27
20 0.8065 0.7800 0.0265 3.4% 0.0029 0.4% 5% False True 49
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 0.0003
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8136
2.618 0.8032
1.618 0.7968
1.000 0.7928
0.618 0.7904
HIGH 0.7864
0.618 0.7840
0.500 0.7832
0.382 0.7824
LOW 0.7800
0.618 0.7760
1.000 0.7736
1.618 0.7696
2.618 0.7632
4.250 0.7528
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 0.7832 0.7860
PP 0.7826 0.7844
S1 0.7819 0.7829

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

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