CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8003 |
0.8046 |
0.0043 |
0.5% |
0.7976 |
| High |
0.8058 |
0.8059 |
0.0001 |
0.0% |
0.8070 |
| Low |
0.7962 |
0.7986 |
0.0024 |
0.3% |
0.7895 |
| Close |
0.8054 |
0.7993 |
-0.0061 |
-0.8% |
0.7988 |
| Range |
0.0096 |
0.0073 |
-0.0023 |
-24.0% |
0.0175 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
90,881 |
56,982 |
-33,899 |
-37.3% |
333,961 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8232 |
0.8185 |
0.8033 |
|
| R3 |
0.8159 |
0.8112 |
0.8013 |
|
| R2 |
0.8086 |
0.8086 |
0.8006 |
|
| R1 |
0.8039 |
0.8039 |
0.8000 |
0.8026 |
| PP |
0.8013 |
0.8013 |
0.8013 |
0.8006 |
| S1 |
0.7966 |
0.7966 |
0.7986 |
0.7953 |
| S2 |
0.7940 |
0.7940 |
0.7980 |
|
| S3 |
0.7867 |
0.7893 |
0.7973 |
|
| S4 |
0.7794 |
0.7820 |
0.7953 |
|
|
| 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 |
0.8059 |
0.7957 |
0.0102 |
1.3% |
0.0070 |
0.9% |
35% |
True |
False |
62,410 |
| 10 |
0.8070 |
0.7895 |
0.0175 |
2.2% |
0.0077 |
1.0% |
56% |
False |
False |
66,232 |
| 20 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0084 |
1.0% |
56% |
False |
False |
62,348 |
| 40 |
0.8463 |
0.7808 |
0.0655 |
8.2% |
0.0090 |
1.1% |
28% |
False |
False |
68,355 |
| 60 |
0.8752 |
0.7808 |
0.0944 |
11.8% |
0.0079 |
1.0% |
20% |
False |
False |
59,539 |
| 80 |
0.8912 |
0.7808 |
0.1104 |
13.8% |
0.0077 |
1.0% |
17% |
False |
False |
45,159 |
| 100 |
0.8955 |
0.7808 |
0.1147 |
14.4% |
0.0074 |
0.9% |
16% |
False |
False |
36,193 |
| 120 |
0.9145 |
0.7808 |
0.1337 |
16.7% |
0.0073 |
0.9% |
14% |
False |
False |
30,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8369 |
|
2.618 |
0.8250 |
|
1.618 |
0.8177 |
|
1.000 |
0.8132 |
|
0.618 |
0.8104 |
|
HIGH |
0.8059 |
|
0.618 |
0.8031 |
|
0.500 |
0.8023 |
|
0.382 |
0.8014 |
|
LOW |
0.7986 |
|
0.618 |
0.7941 |
|
1.000 |
0.7913 |
|
1.618 |
0.7868 |
|
2.618 |
0.7795 |
|
4.250 |
0.7676 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8023 |
0.8011 |
| PP |
0.8013 |
0.8005 |
| S1 |
0.8003 |
0.7999 |
|