CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8027 |
0.7988 |
-0.0039 |
-0.5% |
0.7988 |
| High |
0.8039 |
0.8000 |
-0.0039 |
-0.5% |
0.8039 |
| Low |
0.7968 |
0.7904 |
-0.0064 |
-0.8% |
0.7904 |
| Close |
0.7974 |
0.7911 |
-0.0063 |
-0.8% |
0.7911 |
| Range |
0.0071 |
0.0096 |
0.0025 |
35.2% |
0.0135 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.0% |
0.0000 |
| Volume |
758 |
104 |
-654 |
-86.3% |
1,569 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8226 |
0.8165 |
0.7964 |
|
| R3 |
0.8130 |
0.8069 |
0.7937 |
|
| R2 |
0.8034 |
0.8034 |
0.7929 |
|
| R1 |
0.7973 |
0.7973 |
0.7920 |
0.7956 |
| PP |
0.7938 |
0.7938 |
0.7938 |
0.7930 |
| S1 |
0.7877 |
0.7877 |
0.7902 |
0.7860 |
| S2 |
0.7842 |
0.7842 |
0.7893 |
|
| S3 |
0.7746 |
0.7781 |
0.7885 |
|
| S4 |
0.7650 |
0.7685 |
0.7858 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8356 |
0.8269 |
0.7985 |
|
| R3 |
0.8221 |
0.8134 |
0.7948 |
|
| R2 |
0.8086 |
0.8086 |
0.7936 |
|
| R1 |
0.7999 |
0.7999 |
0.7923 |
0.7975 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7940 |
| S1 |
0.7864 |
0.7864 |
0.7899 |
0.7840 |
| S2 |
0.7816 |
0.7816 |
0.7886 |
|
| S3 |
0.7681 |
0.7729 |
0.7874 |
|
| S4 |
0.7546 |
0.7594 |
0.7837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8039 |
0.7904 |
0.0135 |
1.7% |
0.0063 |
0.8% |
5% |
False |
True |
313 |
| 10 |
0.8050 |
0.7896 |
0.0154 |
1.9% |
0.0061 |
0.8% |
10% |
False |
False |
195 |
| 20 |
0.8075 |
0.7864 |
0.0211 |
2.7% |
0.0056 |
0.7% |
22% |
False |
False |
140 |
| 40 |
0.8421 |
0.7820 |
0.0601 |
7.6% |
0.0060 |
0.8% |
15% |
False |
False |
103 |
| 60 |
0.8687 |
0.7820 |
0.0867 |
11.0% |
0.0049 |
0.6% |
10% |
False |
False |
84 |
| 80 |
0.8843 |
0.7820 |
0.1023 |
12.9% |
0.0038 |
0.5% |
9% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8408 |
|
2.618 |
0.8251 |
|
1.618 |
0.8155 |
|
1.000 |
0.8096 |
|
0.618 |
0.8059 |
|
HIGH |
0.8000 |
|
0.618 |
0.7963 |
|
0.500 |
0.7952 |
|
0.382 |
0.7941 |
|
LOW |
0.7904 |
|
0.618 |
0.7845 |
|
1.000 |
0.7808 |
|
1.618 |
0.7749 |
|
2.618 |
0.7653 |
|
4.250 |
0.7496 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7952 |
0.7972 |
| PP |
0.7938 |
0.7951 |
| S1 |
0.7925 |
0.7931 |
|