CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7810 |
0.7937 |
0.0127 |
1.6% |
0.7912 |
| High |
0.8024 |
0.7986 |
-0.0038 |
-0.5% |
0.7942 |
| Low |
0.7781 |
0.7829 |
0.0048 |
0.6% |
0.7787 |
| Close |
0.7880 |
0.7841 |
-0.0039 |
-0.5% |
0.7802 |
| Range |
0.0243 |
0.0157 |
-0.0086 |
-35.4% |
0.0155 |
| ATR |
0.0086 |
0.0091 |
0.0005 |
5.9% |
0.0000 |
| Volume |
113,402 |
74,989 |
-38,413 |
-33.9% |
262,004 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8356 |
0.8256 |
0.7927 |
|
| R3 |
0.8199 |
0.8099 |
0.7884 |
|
| R2 |
0.8042 |
0.8042 |
0.7870 |
|
| R1 |
0.7942 |
0.7942 |
0.7855 |
0.7914 |
| PP |
0.7885 |
0.7885 |
0.7885 |
0.7871 |
| S1 |
0.7785 |
0.7785 |
0.7827 |
0.7757 |
| S2 |
0.7728 |
0.7728 |
0.7812 |
|
| S3 |
0.7571 |
0.7628 |
0.7798 |
|
| S4 |
0.7414 |
0.7471 |
0.7755 |
|
|
| 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% |
0.0114 |
1.5% |
25% |
False |
False |
82,165 |
| 10 |
0.8024 |
0.7781 |
0.0243 |
3.1% |
0.0095 |
1.2% |
25% |
False |
False |
58,856 |
| 20 |
0.8060 |
0.7781 |
0.0279 |
3.6% |
0.0084 |
1.1% |
22% |
False |
False |
30,549 |
| 40 |
0.8095 |
0.7781 |
0.0314 |
4.0% |
0.0087 |
1.1% |
19% |
False |
False |
15,611 |
| 60 |
0.8613 |
0.7781 |
0.0832 |
10.6% |
0.0079 |
1.0% |
7% |
False |
False |
10,505 |
| 80 |
0.8876 |
0.7781 |
0.1095 |
14.0% |
0.0072 |
0.9% |
5% |
False |
False |
7,973 |
| 100 |
0.8928 |
0.7781 |
0.1147 |
14.6% |
0.0064 |
0.8% |
5% |
False |
False |
6,386 |
| 120 |
0.8966 |
0.7781 |
0.1185 |
15.1% |
0.0060 |
0.8% |
5% |
False |
False |
5,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8653 |
|
2.618 |
0.8397 |
|
1.618 |
0.8240 |
|
1.000 |
0.8143 |
|
0.618 |
0.8083 |
|
HIGH |
0.7986 |
|
0.618 |
0.7926 |
|
0.500 |
0.7908 |
|
0.382 |
0.7889 |
|
LOW |
0.7829 |
|
0.618 |
0.7732 |
|
1.000 |
0.7672 |
|
1.618 |
0.7575 |
|
2.618 |
0.7418 |
|
4.250 |
0.7162 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7908 |
0.7903 |
| PP |
0.7885 |
0.7882 |
| S1 |
0.7863 |
0.7862 |
|