CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7993 |
0.7981 |
-0.0012 |
-0.2% |
0.7805 |
| High |
0.8008 |
0.8049 |
0.0041 |
0.5% |
0.8024 |
| Low |
0.7965 |
0.7971 |
0.0006 |
0.1% |
0.7781 |
| Close |
0.7980 |
0.8006 |
0.0026 |
0.3% |
0.7941 |
| Range |
0.0043 |
0.0078 |
0.0035 |
81.4% |
0.0243 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
59,342 |
78,795 |
19,453 |
32.8% |
403,307 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8243 |
0.8202 |
0.8049 |
|
| R3 |
0.8165 |
0.8124 |
0.8027 |
|
| R2 |
0.8087 |
0.8087 |
0.8020 |
|
| R1 |
0.8046 |
0.8046 |
0.8013 |
0.8067 |
| PP |
0.8009 |
0.8009 |
0.8009 |
0.8019 |
| S1 |
0.7968 |
0.7968 |
0.7999 |
0.7989 |
| S2 |
0.7931 |
0.7931 |
0.7992 |
|
| S3 |
0.7853 |
0.7890 |
0.7985 |
|
| S4 |
0.7775 |
0.7812 |
0.7963 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8644 |
0.8536 |
0.8075 |
|
| R3 |
0.8401 |
0.8293 |
0.8008 |
|
| R2 |
0.8158 |
0.8158 |
0.7986 |
|
| R1 |
0.8050 |
0.8050 |
0.7963 |
0.8104 |
| PP |
0.7915 |
0.7915 |
0.7915 |
0.7943 |
| S1 |
0.7807 |
0.7807 |
0.7919 |
0.7861 |
| S2 |
0.7672 |
0.7672 |
0.7896 |
|
| S3 |
0.7429 |
0.7564 |
0.7874 |
|
| S4 |
0.7186 |
0.7321 |
0.7807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8049 |
0.7850 |
0.0199 |
2.5% |
0.0077 |
1.0% |
78% |
True |
False |
68,997 |
| 10 |
0.8049 |
0.7781 |
0.0268 |
3.3% |
0.0096 |
1.2% |
84% |
True |
False |
75,581 |
| 20 |
0.8049 |
0.7781 |
0.0268 |
3.3% |
0.0083 |
1.0% |
84% |
True |
False |
47,476 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0089 |
1.1% |
76% |
False |
False |
24,142 |
| 60 |
0.8613 |
0.7781 |
0.0832 |
10.4% |
0.0083 |
1.0% |
27% |
False |
False |
16,244 |
| 80 |
0.8796 |
0.7781 |
0.1015 |
12.7% |
0.0074 |
0.9% |
22% |
False |
False |
12,281 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.7% |
0.0066 |
0.8% |
21% |
False |
False |
9,834 |
| 120 |
0.8961 |
0.7781 |
0.1180 |
14.7% |
0.0062 |
0.8% |
19% |
False |
False |
8,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8381 |
|
2.618 |
0.8253 |
|
1.618 |
0.8175 |
|
1.000 |
0.8127 |
|
0.618 |
0.8097 |
|
HIGH |
0.8049 |
|
0.618 |
0.8019 |
|
0.500 |
0.8010 |
|
0.382 |
0.8001 |
|
LOW |
0.7971 |
|
0.618 |
0.7923 |
|
1.000 |
0.7893 |
|
1.618 |
0.7845 |
|
2.618 |
0.7767 |
|
4.250 |
0.7640 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8010 |
0.8006 |
| PP |
0.8009 |
0.8005 |
| S1 |
0.8007 |
0.8005 |
|