CME Canadian Dollar Future March 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 |
0.7993 |
0.7973 |
-0.0020 |
-0.3% |
0.7976 |
| High |
0.8014 |
0.8042 |
0.0028 |
0.3% |
0.8070 |
| Low |
0.7957 |
0.7971 |
0.0014 |
0.2% |
0.7895 |
| Close |
0.7971 |
0.8008 |
0.0037 |
0.5% |
0.7988 |
| Range |
0.0057 |
0.0071 |
0.0014 |
24.6% |
0.0175 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
47,552 |
63,216 |
15,664 |
32.9% |
333,961 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8220 |
0.8185 |
0.8047 |
|
| R3 |
0.8149 |
0.8114 |
0.8028 |
|
| R2 |
0.8078 |
0.8078 |
0.8021 |
|
| R1 |
0.8043 |
0.8043 |
0.8015 |
0.8061 |
| PP |
0.8007 |
0.8007 |
0.8007 |
0.8016 |
| S1 |
0.7972 |
0.7972 |
0.8001 |
0.7990 |
| S2 |
0.7936 |
0.7936 |
0.7995 |
|
| S3 |
0.7865 |
0.7901 |
0.7988 |
|
| S4 |
0.7794 |
0.7830 |
0.7969 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8509 |
0.8424 |
0.8084 |
|
| R3 |
0.8334 |
0.8249 |
0.8036 |
|
| R2 |
0.8159 |
0.8159 |
0.8020 |
|
| R1 |
0.8074 |
0.8074 |
0.8004 |
0.8117 |
| PP |
0.7984 |
0.7984 |
0.7984 |
0.8006 |
| S1 |
0.7899 |
0.7899 |
0.7972 |
0.7942 |
| S2 |
0.7809 |
0.7809 |
0.7956 |
|
| S3 |
0.7634 |
0.7724 |
0.7940 |
|
| S4 |
0.7459 |
0.7549 |
0.7892 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8070 |
0.7957 |
0.0113 |
1.4% |
0.0068 |
0.8% |
45% |
False |
False |
58,355 |
| 10 |
0.8073 |
0.7895 |
0.0178 |
2.2% |
0.0074 |
0.9% |
63% |
False |
False |
62,883 |
| 20 |
0.8090 |
0.7871 |
0.0219 |
2.7% |
0.0091 |
1.1% |
63% |
False |
False |
65,214 |
| 40 |
0.8511 |
0.7808 |
0.0703 |
8.8% |
0.0089 |
1.1% |
28% |
False |
False |
67,488 |
| 60 |
0.8795 |
0.7808 |
0.0987 |
12.3% |
0.0078 |
1.0% |
20% |
False |
False |
57,275 |
| 80 |
0.8912 |
0.7808 |
0.1104 |
13.8% |
0.0077 |
1.0% |
18% |
False |
False |
43,336 |
| 100 |
0.8987 |
0.7808 |
0.1179 |
14.7% |
0.0074 |
0.9% |
17% |
False |
False |
34,721 |
| 120 |
0.9145 |
0.7808 |
0.1337 |
16.7% |
0.0072 |
0.9% |
15% |
False |
False |
29,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8344 |
|
2.618 |
0.8228 |
|
1.618 |
0.8157 |
|
1.000 |
0.8113 |
|
0.618 |
0.8086 |
|
HIGH |
0.8042 |
|
0.618 |
0.8015 |
|
0.500 |
0.8007 |
|
0.382 |
0.7998 |
|
LOW |
0.7971 |
|
0.618 |
0.7927 |
|
1.000 |
0.7900 |
|
1.618 |
0.7856 |
|
2.618 |
0.7785 |
|
4.250 |
0.7669 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8008 |
0.8005 |
| PP |
0.8007 |
0.8002 |
| S1 |
0.8007 |
0.8000 |
|