CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7981 |
0.8000 |
0.0019 |
0.2% |
0.7964 |
| High |
0.8049 |
0.8012 |
-0.0037 |
-0.5% |
0.8049 |
| Low |
0.7971 |
0.7916 |
-0.0055 |
-0.7% |
0.7916 |
| Close |
0.8006 |
0.7930 |
-0.0076 |
-0.9% |
0.7930 |
| Range |
0.0078 |
0.0096 |
0.0018 |
23.1% |
0.0133 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.7% |
0.0000 |
| Volume |
78,795 |
63,208 |
-15,587 |
-19.8% |
321,527 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8241 |
0.8181 |
0.7983 |
|
| R3 |
0.8145 |
0.8085 |
0.7956 |
|
| R2 |
0.8049 |
0.8049 |
0.7948 |
|
| R1 |
0.7989 |
0.7989 |
0.7939 |
0.7971 |
| PP |
0.7953 |
0.7953 |
0.7953 |
0.7944 |
| S1 |
0.7893 |
0.7893 |
0.7921 |
0.7875 |
| S2 |
0.7857 |
0.7857 |
0.7912 |
|
| S3 |
0.7761 |
0.7797 |
0.7904 |
|
| S4 |
0.7665 |
0.7701 |
0.7877 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8364 |
0.8280 |
0.8003 |
|
| R3 |
0.8231 |
0.8147 |
0.7967 |
|
| R2 |
0.8098 |
0.8098 |
0.7954 |
|
| R1 |
0.8014 |
0.8014 |
0.7942 |
0.7990 |
| PP |
0.7965 |
0.7965 |
0.7965 |
0.7953 |
| S1 |
0.7881 |
0.7881 |
0.7918 |
0.7857 |
| S2 |
0.7832 |
0.7832 |
0.7906 |
|
| S3 |
0.7699 |
0.7748 |
0.7893 |
|
| S4 |
0.7566 |
0.7615 |
0.7857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8049 |
0.7916 |
0.0133 |
1.7% |
0.0074 |
0.9% |
11% |
False |
True |
64,305 |
| 10 |
0.8049 |
0.7781 |
0.0268 |
3.4% |
0.0096 |
1.2% |
56% |
False |
False |
72,483 |
| 20 |
0.8049 |
0.7781 |
0.0268 |
3.4% |
0.0086 |
1.1% |
56% |
False |
False |
50,587 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0089 |
1.1% |
51% |
False |
False |
25,718 |
| 60 |
0.8613 |
0.7781 |
0.0832 |
10.5% |
0.0084 |
1.1% |
18% |
False |
False |
17,297 |
| 80 |
0.8789 |
0.7781 |
0.1008 |
12.7% |
0.0073 |
0.9% |
15% |
False |
False |
13,069 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.8% |
0.0067 |
0.8% |
14% |
False |
False |
10,466 |
| 120 |
0.8961 |
0.7781 |
0.1180 |
14.9% |
0.0062 |
0.8% |
13% |
False |
False |
8,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8420 |
|
2.618 |
0.8263 |
|
1.618 |
0.8167 |
|
1.000 |
0.8108 |
|
0.618 |
0.8071 |
|
HIGH |
0.8012 |
|
0.618 |
0.7975 |
|
0.500 |
0.7964 |
|
0.382 |
0.7953 |
|
LOW |
0.7916 |
|
0.618 |
0.7857 |
|
1.000 |
0.7820 |
|
1.618 |
0.7761 |
|
2.618 |
0.7665 |
|
4.250 |
0.7508 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7964 |
0.7983 |
| PP |
0.7953 |
0.7965 |
| S1 |
0.7941 |
0.7948 |
|