CME Canadian Dollar Future December 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 0.7800 0.7800 0.0000 0.0% 0.7919
High 0.7825 0.7808 -0.0017 -0.2% 0.7919
Low 0.7790 0.7800 0.0010 0.1% 0.7780
Close 0.7806 0.7808 0.0002 0.0% 0.7792
Range 0.0035 0.0008 -0.0027 -77.1% 0.0139
ATR 0.0059 0.0055 -0.0004 -6.2% 0.0000
Volume 145 33 -112 -77.2% 289
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7829 0.7827 0.7812
R3 0.7821 0.7819 0.7810
R2 0.7813 0.7813 0.7809
R1 0.7811 0.7811 0.7809 0.7812
PP 0.7805 0.7805 0.7805 0.7806
S1 0.7803 0.7803 0.7807 0.7804
S2 0.7797 0.7797 0.7807
S3 0.7789 0.7795 0.7806
S4 0.7781 0.7787 0.7804
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8247 0.8159 0.7868
R3 0.8108 0.8020 0.7830
R2 0.7969 0.7969 0.7817
R1 0.7881 0.7881 0.7805 0.7856
PP 0.7830 0.7830 0.7830 0.7818
S1 0.7742 0.7742 0.7779 0.7717
S2 0.7691 0.7691 0.7767
S3 0.7552 0.7603 0.7754
S4 0.7413 0.7464 0.7716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7870 0.7780 0.0090 1.2% 0.0032 0.4% 31% False False 74
10 0.8040 0.7780 0.0260 3.3% 0.0029 0.4% 11% False False 53
20 0.8048 0.7780 0.0268 3.4% 0.0030 0.4% 10% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7842
2.618 0.7829
1.618 0.7821
1.000 0.7816
0.618 0.7813
HIGH 0.7808
0.618 0.7805
0.500 0.7804
0.382 0.7803
LOW 0.7800
0.618 0.7795
1.000 0.7792
1.618 0.7787
2.618 0.7779
4.250 0.7766
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 0.7807 0.7806
PP 0.7805 0.7804
S1 0.7804 0.7803

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

View Archives - Comment on this page... - Back to Index of Symbols