CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7879 |
0.7914 |
0.0035 |
0.4% |
0.7964 |
| High |
0.7944 |
0.7955 |
0.0011 |
0.1% |
0.8049 |
| Low |
0.7860 |
0.7894 |
0.0034 |
0.4% |
0.7916 |
| Close |
0.7916 |
0.7951 |
0.0035 |
0.4% |
0.7930 |
| Range |
0.0084 |
0.0061 |
-0.0023 |
-27.4% |
0.0133 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
59,634 |
51,768 |
-7,866 |
-13.2% |
321,527 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8116 |
0.8095 |
0.7985 |
|
| R3 |
0.8055 |
0.8034 |
0.7968 |
|
| R2 |
0.7994 |
0.7994 |
0.7962 |
|
| R1 |
0.7973 |
0.7973 |
0.7957 |
0.7984 |
| PP |
0.7933 |
0.7933 |
0.7933 |
0.7939 |
| S1 |
0.7912 |
0.7912 |
0.7945 |
0.7923 |
| S2 |
0.7872 |
0.7872 |
0.7940 |
|
| S3 |
0.7811 |
0.7851 |
0.7934 |
|
| S4 |
0.7750 |
0.7790 |
0.7917 |
|
|
| 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 |
0.8012 |
0.7814 |
0.0198 |
2.5% |
0.0078 |
1.0% |
69% |
False |
False |
60,041 |
| 10 |
0.8049 |
0.7814 |
0.0235 |
3.0% |
0.0078 |
1.0% |
58% |
False |
False |
64,519 |
| 20 |
0.8049 |
0.7781 |
0.0268 |
3.4% |
0.0086 |
1.1% |
63% |
False |
False |
61,687 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0082 |
1.0% |
58% |
False |
False |
31,549 |
| 60 |
0.8443 |
0.7781 |
0.0662 |
8.3% |
0.0084 |
1.1% |
26% |
False |
False |
21,217 |
| 80 |
0.8724 |
0.7781 |
0.0943 |
11.9% |
0.0075 |
0.9% |
18% |
False |
False |
16,021 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.8% |
0.0068 |
0.9% |
16% |
False |
False |
12,833 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.4% |
0.0063 |
0.8% |
15% |
False |
False |
10,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8214 |
|
2.618 |
0.8115 |
|
1.618 |
0.8054 |
|
1.000 |
0.8016 |
|
0.618 |
0.7993 |
|
HIGH |
0.7955 |
|
0.618 |
0.7932 |
|
0.500 |
0.7925 |
|
0.382 |
0.7917 |
|
LOW |
0.7894 |
|
0.618 |
0.7856 |
|
1.000 |
0.7833 |
|
1.618 |
0.7795 |
|
2.618 |
0.7734 |
|
4.250 |
0.7635 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7942 |
0.7929 |
| PP |
0.7933 |
0.7907 |
| S1 |
0.7925 |
0.7885 |
|