CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7922 |
0.7932 |
0.0010 |
0.1% |
0.7993 |
| High |
0.7953 |
0.7937 |
-0.0016 |
-0.2% |
0.8059 |
| Low |
0.7918 |
0.7878 |
-0.0040 |
-0.5% |
0.7918 |
| Close |
0.7942 |
0.7890 |
-0.0052 |
-0.7% |
0.7928 |
| Range |
0.0035 |
0.0059 |
0.0024 |
68.6% |
0.0141 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
62,896 |
87,270 |
24,374 |
38.8% |
344,759 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8079 |
0.8043 |
0.7922 |
|
| R3 |
0.8020 |
0.7984 |
0.7906 |
|
| R2 |
0.7961 |
0.7961 |
0.7901 |
|
| R1 |
0.7925 |
0.7925 |
0.7895 |
0.7914 |
| PP |
0.7902 |
0.7902 |
0.7902 |
0.7896 |
| S1 |
0.7866 |
0.7866 |
0.7885 |
0.7855 |
| S2 |
0.7843 |
0.7843 |
0.7879 |
|
| S3 |
0.7784 |
0.7807 |
0.7874 |
|
| S4 |
0.7725 |
0.7748 |
0.7858 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8391 |
0.8301 |
0.8006 |
|
| R3 |
0.8250 |
0.8160 |
0.7967 |
|
| R2 |
0.8109 |
0.8109 |
0.7954 |
|
| R1 |
0.8019 |
0.8019 |
0.7941 |
0.7994 |
| PP |
0.7968 |
0.7968 |
0.7968 |
0.7956 |
| S1 |
0.7878 |
0.7878 |
0.7915 |
0.7853 |
| S2 |
0.7827 |
0.7827 |
0.7902 |
|
| S3 |
0.7686 |
0.7737 |
0.7889 |
|
| S4 |
0.7545 |
0.7596 |
0.7850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8059 |
0.7878 |
0.0181 |
2.3% |
0.0074 |
0.9% |
7% |
False |
True |
76,831 |
| 10 |
0.8070 |
0.7878 |
0.0192 |
2.4% |
0.0071 |
0.9% |
6% |
False |
True |
67,593 |
| 20 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0079 |
1.0% |
9% |
False |
False |
65,626 |
| 40 |
0.8460 |
0.7808 |
0.0652 |
8.3% |
0.0091 |
1.2% |
13% |
False |
False |
69,840 |
| 60 |
0.8715 |
0.7808 |
0.0907 |
11.5% |
0.0080 |
1.0% |
9% |
False |
False |
62,227 |
| 80 |
0.8912 |
0.7808 |
0.1104 |
14.0% |
0.0077 |
1.0% |
7% |
False |
False |
48,087 |
| 100 |
0.8955 |
0.7808 |
0.1147 |
14.5% |
0.0075 |
0.9% |
7% |
False |
False |
38,548 |
| 120 |
0.9145 |
0.7808 |
0.1337 |
16.9% |
0.0074 |
0.9% |
6% |
False |
False |
32,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8188 |
|
2.618 |
0.8091 |
|
1.618 |
0.8032 |
|
1.000 |
0.7996 |
|
0.618 |
0.7973 |
|
HIGH |
0.7937 |
|
0.618 |
0.7914 |
|
0.500 |
0.7908 |
|
0.382 |
0.7901 |
|
LOW |
0.7878 |
|
0.618 |
0.7842 |
|
1.000 |
0.7819 |
|
1.618 |
0.7783 |
|
2.618 |
0.7724 |
|
4.250 |
0.7627 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7908 |
0.7953 |
| PP |
0.7902 |
0.7932 |
| S1 |
0.7896 |
0.7911 |
|