CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7815 |
0.7810 |
-0.0005 |
-0.1% |
0.7912 |
| High |
0.7834 |
0.8024 |
0.0190 |
2.4% |
0.7942 |
| Low |
0.7804 |
0.7781 |
-0.0023 |
-0.3% |
0.7787 |
| Close |
0.7818 |
0.7880 |
0.0062 |
0.8% |
0.7802 |
| Range |
0.0030 |
0.0243 |
0.0213 |
710.0% |
0.0155 |
| ATR |
0.0074 |
0.0086 |
0.0012 |
16.2% |
0.0000 |
| Volume |
54,489 |
113,402 |
58,913 |
108.1% |
262,004 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8624 |
0.8495 |
0.8014 |
|
| R3 |
0.8381 |
0.8252 |
0.7947 |
|
| R2 |
0.8138 |
0.8138 |
0.7925 |
|
| R1 |
0.8009 |
0.8009 |
0.7902 |
0.8074 |
| PP |
0.7895 |
0.7895 |
0.7895 |
0.7927 |
| S1 |
0.7766 |
0.7766 |
0.7858 |
0.7831 |
| S2 |
0.7652 |
0.7652 |
0.7835 |
|
| S3 |
0.7409 |
0.7523 |
0.7813 |
|
| S4 |
0.7166 |
0.7280 |
0.7746 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8309 |
0.8210 |
0.7887 |
|
| R3 |
0.8154 |
0.8055 |
0.7845 |
|
| R2 |
0.7999 |
0.7999 |
0.7830 |
|
| R1 |
0.7900 |
0.7900 |
0.7816 |
0.7872 |
| PP |
0.7844 |
0.7844 |
0.7844 |
0.7830 |
| S1 |
0.7745 |
0.7745 |
0.7788 |
0.7717 |
| S2 |
0.7689 |
0.7689 |
0.7774 |
|
| S3 |
0.7534 |
0.7590 |
0.7759 |
|
| S4 |
0.7379 |
0.7435 |
0.7717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8024 |
0.7781 |
0.0243 |
3.1% |
0.0103 |
1.3% |
41% |
True |
True |
75,822 |
| 10 |
0.8047 |
0.7781 |
0.0266 |
3.4% |
0.0086 |
1.1% |
37% |
False |
True |
51,686 |
| 20 |
0.8060 |
0.7781 |
0.0279 |
3.5% |
0.0080 |
1.0% |
35% |
False |
True |
26,833 |
| 40 |
0.8275 |
0.7781 |
0.0494 |
6.3% |
0.0088 |
1.1% |
20% |
False |
True |
13,754 |
| 60 |
0.8613 |
0.7781 |
0.0832 |
10.6% |
0.0077 |
1.0% |
12% |
False |
True |
9,258 |
| 80 |
0.8876 |
0.7781 |
0.1095 |
13.9% |
0.0070 |
0.9% |
9% |
False |
True |
7,036 |
| 100 |
0.8928 |
0.7781 |
0.1147 |
14.6% |
0.0062 |
0.8% |
9% |
False |
True |
5,637 |
| 120 |
0.8966 |
0.7781 |
0.1185 |
15.0% |
0.0059 |
0.7% |
8% |
False |
True |
4,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9057 |
|
2.618 |
0.8660 |
|
1.618 |
0.8417 |
|
1.000 |
0.8267 |
|
0.618 |
0.8174 |
|
HIGH |
0.8024 |
|
0.618 |
0.7931 |
|
0.500 |
0.7903 |
|
0.382 |
0.7874 |
|
LOW |
0.7781 |
|
0.618 |
0.7631 |
|
1.000 |
0.7538 |
|
1.618 |
0.7388 |
|
2.618 |
0.7145 |
|
4.250 |
0.6748 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7903 |
0.7903 |
| PP |
0.7895 |
0.7895 |
| S1 |
0.7888 |
0.7888 |
|