CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7861 |
0.7832 |
-0.0029 |
-0.4% |
0.7988 |
| High |
0.7866 |
0.7910 |
0.0044 |
0.6% |
0.8039 |
| Low |
0.7800 |
0.7823 |
0.0023 |
0.3% |
0.7904 |
| Close |
0.7817 |
0.7848 |
0.0031 |
0.4% |
0.7911 |
| Range |
0.0066 |
0.0087 |
0.0021 |
31.8% |
0.0135 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.9% |
0.0000 |
| Volume |
104 |
688 |
584 |
561.5% |
1,569 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8121 |
0.8072 |
0.7896 |
|
| R3 |
0.8034 |
0.7985 |
0.7872 |
|
| R2 |
0.7947 |
0.7947 |
0.7864 |
|
| R1 |
0.7898 |
0.7898 |
0.7856 |
0.7923 |
| PP |
0.7860 |
0.7860 |
0.7860 |
0.7873 |
| S1 |
0.7811 |
0.7811 |
0.7840 |
0.7836 |
| S2 |
0.7773 |
0.7773 |
0.7832 |
|
| S3 |
0.7686 |
0.7724 |
0.7824 |
|
| S4 |
0.7599 |
0.7637 |
0.7800 |
|
|
| 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 |
0.8000 |
0.7800 |
0.0200 |
2.5% |
0.0063 |
0.8% |
24% |
False |
False |
246 |
| 10 |
0.8039 |
0.7800 |
0.0239 |
3.0% |
0.0057 |
0.7% |
20% |
False |
False |
272 |
| 20 |
0.8075 |
0.7800 |
0.0275 |
3.5% |
0.0055 |
0.7% |
17% |
False |
False |
186 |
| 40 |
0.8383 |
0.7800 |
0.0583 |
7.4% |
0.0062 |
0.8% |
8% |
False |
False |
129 |
| 60 |
0.8586 |
0.7800 |
0.0786 |
10.0% |
0.0051 |
0.6% |
6% |
False |
False |
100 |
| 80 |
0.8843 |
0.7800 |
0.1043 |
13.3% |
0.0041 |
0.5% |
5% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8280 |
|
2.618 |
0.8138 |
|
1.618 |
0.8051 |
|
1.000 |
0.7997 |
|
0.618 |
0.7964 |
|
HIGH |
0.7910 |
|
0.618 |
0.7877 |
|
0.500 |
0.7867 |
|
0.382 |
0.7856 |
|
LOW |
0.7823 |
|
0.618 |
0.7769 |
|
1.000 |
0.7736 |
|
1.618 |
0.7682 |
|
2.618 |
0.7595 |
|
4.250 |
0.7453 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7867 |
0.7857 |
| PP |
0.7860 |
0.7854 |
| S1 |
0.7854 |
0.7851 |
|