CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7878 |
0.7820 |
-0.0058 |
-0.7% |
0.7922 |
| High |
0.7885 |
0.7844 |
-0.0041 |
-0.5% |
0.7953 |
| Low |
0.7798 |
0.7801 |
0.0003 |
0.0% |
0.7798 |
| Close |
0.7812 |
0.7826 |
0.0014 |
0.2% |
0.7812 |
| Range |
0.0087 |
0.0043 |
-0.0044 |
-50.6% |
0.0155 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
24,408 |
5,233 |
-19,175 |
-78.6% |
385,599 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7932 |
0.7850 |
|
| R3 |
0.7910 |
0.7889 |
0.7838 |
|
| R2 |
0.7867 |
0.7867 |
0.7834 |
|
| R1 |
0.7846 |
0.7846 |
0.7830 |
0.7857 |
| PP |
0.7824 |
0.7824 |
0.7824 |
0.7829 |
| S1 |
0.7803 |
0.7803 |
0.7822 |
0.7814 |
| S2 |
0.7781 |
0.7781 |
0.7818 |
|
| S3 |
0.7738 |
0.7760 |
0.7814 |
|
| S4 |
0.7695 |
0.7717 |
0.7802 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8319 |
0.8221 |
0.7897 |
|
| R3 |
0.8164 |
0.8066 |
0.7855 |
|
| R2 |
0.8009 |
0.8009 |
0.7840 |
|
| R1 |
0.7911 |
0.7911 |
0.7826 |
0.7883 |
| PP |
0.7854 |
0.7854 |
0.7854 |
0.7840 |
| S1 |
0.7756 |
0.7756 |
0.7798 |
0.7728 |
| S2 |
0.7699 |
0.7699 |
0.7784 |
|
| S3 |
0.7544 |
0.7601 |
0.7769 |
|
| S4 |
0.7389 |
0.7446 |
0.7727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7937 |
0.7798 |
0.0139 |
1.8% |
0.0074 |
0.9% |
20% |
False |
False |
65,587 |
| 10 |
0.8059 |
0.7798 |
0.0261 |
3.3% |
0.0075 |
1.0% |
11% |
False |
False |
68,803 |
| 20 |
0.8087 |
0.7798 |
0.0289 |
3.7% |
0.0075 |
1.0% |
10% |
False |
False |
65,856 |
| 40 |
0.8359 |
0.7798 |
0.0561 |
7.2% |
0.0090 |
1.2% |
5% |
False |
False |
68,129 |
| 60 |
0.8633 |
0.7798 |
0.0835 |
10.7% |
0.0080 |
1.0% |
3% |
False |
False |
62,073 |
| 80 |
0.8912 |
0.7798 |
0.1114 |
14.2% |
0.0078 |
1.0% |
3% |
False |
False |
51,055 |
| 100 |
0.8955 |
0.7798 |
0.1157 |
14.8% |
0.0075 |
1.0% |
2% |
False |
False |
40,945 |
| 120 |
0.9061 |
0.7798 |
0.1263 |
16.1% |
0.0074 |
0.9% |
2% |
False |
False |
34,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8027 |
|
2.618 |
0.7957 |
|
1.618 |
0.7914 |
|
1.000 |
0.7887 |
|
0.618 |
0.7871 |
|
HIGH |
0.7844 |
|
0.618 |
0.7828 |
|
0.500 |
0.7823 |
|
0.382 |
0.7817 |
|
LOW |
0.7801 |
|
0.618 |
0.7774 |
|
1.000 |
0.7758 |
|
1.618 |
0.7731 |
|
2.618 |
0.7688 |
|
4.250 |
0.7618 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7825 |
0.7863 |
| PP |
0.7824 |
0.7850 |
| S1 |
0.7823 |
0.7838 |
|