CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7988 |
0.7908 |
-0.0080 |
-1.0% |
0.7988 |
| High |
0.8000 |
0.7924 |
-0.0076 |
-1.0% |
0.8039 |
| Low |
0.7904 |
0.7908 |
0.0004 |
0.1% |
0.7904 |
| Close |
0.7911 |
0.7923 |
0.0012 |
0.2% |
0.7911 |
| Range |
0.0096 |
0.0016 |
-0.0080 |
-83.3% |
0.0135 |
| ATR |
0.0070 |
0.0066 |
-0.0004 |
-5.5% |
0.0000 |
| Volume |
104 |
268 |
164 |
157.7% |
1,569 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7966 |
0.7961 |
0.7932 |
|
| R3 |
0.7950 |
0.7945 |
0.7927 |
|
| R2 |
0.7934 |
0.7934 |
0.7926 |
|
| R1 |
0.7929 |
0.7929 |
0.7924 |
0.7932 |
| PP |
0.7918 |
0.7918 |
0.7918 |
0.7920 |
| S1 |
0.7913 |
0.7913 |
0.7922 |
0.7916 |
| S2 |
0.7902 |
0.7902 |
0.7920 |
|
| S3 |
0.7886 |
0.7897 |
0.7919 |
|
| S4 |
0.7870 |
0.7881 |
0.7914 |
|
|
| 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% |
0.0058 |
0.7% |
14% |
False |
False |
281 |
| 10 |
0.8050 |
0.7896 |
0.0154 |
1.9% |
0.0060 |
0.8% |
18% |
False |
False |
217 |
| 20 |
0.8075 |
0.7864 |
0.0211 |
2.7% |
0.0053 |
0.7% |
28% |
False |
False |
152 |
| 40 |
0.8388 |
0.7820 |
0.0568 |
7.2% |
0.0060 |
0.8% |
18% |
False |
False |
109 |
| 60 |
0.8662 |
0.7820 |
0.0842 |
10.6% |
0.0049 |
0.6% |
12% |
False |
False |
88 |
| 80 |
0.8843 |
0.7820 |
0.1023 |
12.9% |
0.0039 |
0.5% |
10% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7992 |
|
2.618 |
0.7966 |
|
1.618 |
0.7950 |
|
1.000 |
0.7940 |
|
0.618 |
0.7934 |
|
HIGH |
0.7924 |
|
0.618 |
0.7918 |
|
0.500 |
0.7916 |
|
0.382 |
0.7914 |
|
LOW |
0.7908 |
|
0.618 |
0.7898 |
|
1.000 |
0.7892 |
|
1.618 |
0.7882 |
|
2.618 |
0.7866 |
|
4.250 |
0.7840 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7921 |
0.7972 |
| PP |
0.7918 |
0.7955 |
| S1 |
0.7916 |
0.7939 |
|