CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7810 |
0.0010 |
0.1% |
0.7908 |
| High |
0.7824 |
0.7818 |
-0.0006 |
-0.1% |
0.7924 |
| Low |
0.7789 |
0.7805 |
0.0016 |
0.2% |
0.7781 |
| Close |
0.7809 |
0.7811 |
0.0002 |
0.0% |
0.7795 |
| Range |
0.0035 |
0.0013 |
-0.0022 |
-62.9% |
0.0143 |
| ATR |
0.0065 |
0.0062 |
-0.0004 |
-5.7% |
0.0000 |
| Volume |
215 |
120 |
-95 |
-44.2% |
1,374 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7850 |
0.7844 |
0.7818 |
|
| R3 |
0.7837 |
0.7831 |
0.7815 |
|
| R2 |
0.7824 |
0.7824 |
0.7813 |
|
| R1 |
0.7818 |
0.7818 |
0.7812 |
0.7821 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7813 |
| S1 |
0.7805 |
0.7805 |
0.7810 |
0.7808 |
| S2 |
0.7798 |
0.7798 |
0.7809 |
|
| S3 |
0.7785 |
0.7792 |
0.7807 |
|
| S4 |
0.7772 |
0.7779 |
0.7804 |
|
|
| 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 |
0.7910 |
0.7781 |
0.0129 |
1.7% |
0.0052 |
0.7% |
23% |
False |
False |
274 |
| 10 |
0.8039 |
0.7781 |
0.0258 |
3.3% |
0.0057 |
0.7% |
12% |
False |
False |
283 |
| 20 |
0.8050 |
0.7781 |
0.0269 |
3.4% |
0.0052 |
0.7% |
11% |
False |
False |
206 |
| 40 |
0.8281 |
0.7781 |
0.0500 |
6.4% |
0.0061 |
0.8% |
6% |
False |
False |
142 |
| 60 |
0.8586 |
0.7781 |
0.0805 |
10.3% |
0.0051 |
0.6% |
4% |
False |
False |
103 |
| 80 |
0.8843 |
0.7781 |
0.1062 |
13.6% |
0.0042 |
0.5% |
3% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7873 |
|
2.618 |
0.7852 |
|
1.618 |
0.7839 |
|
1.000 |
0.7831 |
|
0.618 |
0.7826 |
|
HIGH |
0.7818 |
|
0.618 |
0.7813 |
|
0.500 |
0.7812 |
|
0.382 |
0.7810 |
|
LOW |
0.7805 |
|
0.618 |
0.7797 |
|
1.000 |
0.7792 |
|
1.618 |
0.7784 |
|
2.618 |
0.7771 |
|
4.250 |
0.7750 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7812 |
0.7811 |
| PP |
0.7811 |
0.7811 |
| S1 |
0.7811 |
0.7811 |
|