CME Canadian Dollar Future June 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 |
0.7912 |
0.7922 |
0.0010 |
0.1% |
0.7984 |
| High |
0.7942 |
0.7925 |
-0.0017 |
-0.2% |
0.8047 |
| Low |
0.7909 |
0.7869 |
-0.0040 |
-0.5% |
0.7909 |
| Close |
0.7931 |
0.7879 |
-0.0052 |
-0.7% |
0.7917 |
| Range |
0.0033 |
0.0056 |
0.0023 |
69.7% |
0.0138 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
29,726 |
31,224 |
1,498 |
5.0% |
24,909 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8059 |
0.8025 |
0.7910 |
|
| R3 |
0.8003 |
0.7969 |
0.7894 |
|
| R2 |
0.7947 |
0.7947 |
0.7889 |
|
| R1 |
0.7913 |
0.7913 |
0.7884 |
0.7902 |
| PP |
0.7891 |
0.7891 |
0.7891 |
0.7886 |
| S1 |
0.7857 |
0.7857 |
0.7874 |
0.7846 |
| S2 |
0.7835 |
0.7835 |
0.7869 |
|
| S3 |
0.7779 |
0.7801 |
0.7864 |
|
| S4 |
0.7723 |
0.7745 |
0.7848 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8372 |
0.8282 |
0.7993 |
|
| R3 |
0.8234 |
0.8144 |
0.7955 |
|
| R2 |
0.8096 |
0.8096 |
0.7942 |
|
| R1 |
0.8006 |
0.8006 |
0.7930 |
0.7982 |
| PP |
0.7958 |
0.7958 |
0.7958 |
0.7946 |
| S1 |
0.7868 |
0.7868 |
0.7904 |
0.7844 |
| S2 |
0.7820 |
0.7820 |
0.7892 |
|
| S3 |
0.7682 |
0.7730 |
0.7879 |
|
| S4 |
0.7544 |
0.7592 |
0.7841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8047 |
0.7869 |
0.0178 |
2.3% |
0.0072 |
0.9% |
6% |
False |
True |
16,776 |
| 10 |
0.8060 |
0.7869 |
0.0191 |
2.4% |
0.0068 |
0.9% |
5% |
False |
True |
8,926 |
| 20 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0075 |
0.9% |
5% |
False |
False |
4,855 |
| 40 |
0.8435 |
0.7802 |
0.0633 |
8.0% |
0.0085 |
1.1% |
12% |
False |
False |
2,740 |
| 60 |
0.8661 |
0.7802 |
0.0859 |
10.9% |
0.0072 |
0.9% |
9% |
False |
False |
1,975 |
| 80 |
0.8876 |
0.7802 |
0.1074 |
13.6% |
0.0065 |
0.8% |
7% |
False |
False |
1,504 |
| 100 |
0.8928 |
0.7802 |
0.1126 |
14.3% |
0.0059 |
0.8% |
7% |
False |
False |
1,213 |
| 120 |
0.9120 |
0.7802 |
0.1318 |
16.7% |
0.0055 |
0.7% |
6% |
False |
False |
1,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8163 |
|
2.618 |
0.8072 |
|
1.618 |
0.8016 |
|
1.000 |
0.7981 |
|
0.618 |
0.7960 |
|
HIGH |
0.7925 |
|
0.618 |
0.7904 |
|
0.500 |
0.7897 |
|
0.382 |
0.7890 |
|
LOW |
0.7869 |
|
0.618 |
0.7834 |
|
1.000 |
0.7813 |
|
1.618 |
0.7778 |
|
2.618 |
0.7722 |
|
4.250 |
0.7631 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7897 |
0.7942 |
| PP |
0.7891 |
0.7921 |
| S1 |
0.7885 |
0.7900 |
|