CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7832 |
0.7840 |
0.0008 |
0.1% |
0.7908 |
| High |
0.7910 |
0.7840 |
-0.0070 |
-0.9% |
0.7924 |
| Low |
0.7823 |
0.7781 |
-0.0042 |
-0.5% |
0.7781 |
| Close |
0.7848 |
0.7795 |
-0.0053 |
-0.7% |
0.7795 |
| Range |
0.0087 |
0.0059 |
-0.0028 |
-32.2% |
0.0143 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
688 |
245 |
-443 |
-64.4% |
1,374 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7982 |
0.7948 |
0.7827 |
|
| R3 |
0.7923 |
0.7889 |
0.7811 |
|
| R2 |
0.7864 |
0.7864 |
0.7806 |
|
| R1 |
0.7830 |
0.7830 |
0.7800 |
0.7818 |
| PP |
0.7805 |
0.7805 |
0.7805 |
0.7799 |
| S1 |
0.7771 |
0.7771 |
0.7790 |
0.7759 |
| S2 |
0.7746 |
0.7746 |
0.7784 |
|
| S3 |
0.7687 |
0.7712 |
0.7779 |
|
| S4 |
0.7628 |
0.7653 |
0.7763 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8262 |
0.8172 |
0.7874 |
|
| R3 |
0.8119 |
0.8029 |
0.7834 |
|
| R2 |
0.7976 |
0.7976 |
0.7821 |
|
| R1 |
0.7886 |
0.7886 |
0.7808 |
0.7860 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7820 |
| S1 |
0.7743 |
0.7743 |
0.7782 |
0.7717 |
| S2 |
0.7690 |
0.7690 |
0.7769 |
|
| S3 |
0.7547 |
0.7600 |
0.7756 |
|
| S4 |
0.7404 |
0.7457 |
0.7716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7924 |
0.7781 |
0.0143 |
1.8% |
0.0055 |
0.7% |
10% |
False |
True |
274 |
| 10 |
0.8039 |
0.7781 |
0.0258 |
3.3% |
0.0059 |
0.8% |
5% |
False |
True |
294 |
| 20 |
0.8075 |
0.7781 |
0.0294 |
3.8% |
0.0055 |
0.7% |
5% |
False |
True |
195 |
| 40 |
0.8383 |
0.7781 |
0.0602 |
7.7% |
0.0062 |
0.8% |
2% |
False |
True |
134 |
| 60 |
0.8586 |
0.7781 |
0.0805 |
10.3% |
0.0051 |
0.7% |
2% |
False |
True |
99 |
| 80 |
0.8843 |
0.7781 |
0.1062 |
13.6% |
0.0042 |
0.5% |
1% |
False |
True |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8091 |
|
2.618 |
0.7994 |
|
1.618 |
0.7935 |
|
1.000 |
0.7899 |
|
0.618 |
0.7876 |
|
HIGH |
0.7840 |
|
0.618 |
0.7817 |
|
0.500 |
0.7811 |
|
0.382 |
0.7804 |
|
LOW |
0.7781 |
|
0.618 |
0.7745 |
|
1.000 |
0.7722 |
|
1.618 |
0.7686 |
|
2.618 |
0.7627 |
|
4.250 |
0.7530 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7811 |
0.7846 |
| PP |
0.7805 |
0.7829 |
| S1 |
0.7800 |
0.7812 |
|