CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7810 |
0.7801 |
-0.0009 |
-0.1% |
0.7908 |
| High |
0.7818 |
0.8015 |
0.0197 |
2.5% |
0.7924 |
| Low |
0.7805 |
0.7777 |
-0.0028 |
-0.4% |
0.7781 |
| Close |
0.7811 |
0.7873 |
0.0062 |
0.8% |
0.7795 |
| Range |
0.0013 |
0.0238 |
0.0225 |
1,730.8% |
0.0143 |
| ATR |
0.0062 |
0.0074 |
0.0013 |
20.4% |
0.0000 |
| Volume |
120 |
28 |
-92 |
-76.7% |
1,374 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8602 |
0.8476 |
0.8004 |
|
| R3 |
0.8364 |
0.8238 |
0.7938 |
|
| R2 |
0.8126 |
0.8126 |
0.7917 |
|
| R1 |
0.8000 |
0.8000 |
0.7895 |
0.8063 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7920 |
| S1 |
0.7762 |
0.7762 |
0.7851 |
0.7825 |
| S2 |
0.7650 |
0.7650 |
0.7829 |
|
| S3 |
0.7412 |
0.7524 |
0.7808 |
|
| S4 |
0.7174 |
0.7286 |
0.7742 |
|
|
| 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 |
0.8015 |
0.7777 |
0.0238 |
3.0% |
0.0086 |
1.1% |
40% |
True |
True |
259 |
| 10 |
0.8039 |
0.7777 |
0.0262 |
3.3% |
0.0073 |
0.9% |
37% |
False |
True |
259 |
| 20 |
0.8050 |
0.7777 |
0.0273 |
3.5% |
0.0063 |
0.8% |
35% |
False |
True |
202 |
| 40 |
0.8250 |
0.7777 |
0.0473 |
6.0% |
0.0065 |
0.8% |
20% |
False |
True |
142 |
| 60 |
0.8581 |
0.7777 |
0.0804 |
10.2% |
0.0054 |
0.7% |
12% |
False |
True |
102 |
| 80 |
0.8843 |
0.7777 |
0.1066 |
13.5% |
0.0045 |
0.6% |
9% |
False |
True |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9027 |
|
2.618 |
0.8638 |
|
1.618 |
0.8400 |
|
1.000 |
0.8253 |
|
0.618 |
0.8162 |
|
HIGH |
0.8015 |
|
0.618 |
0.7924 |
|
0.500 |
0.7896 |
|
0.382 |
0.7868 |
|
LOW |
0.7777 |
|
0.618 |
0.7630 |
|
1.000 |
0.7539 |
|
1.618 |
0.7392 |
|
2.618 |
0.7154 |
|
4.250 |
0.6766 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7896 |
0.7896 |
| PP |
0.7888 |
0.7888 |
| S1 |
0.7881 |
0.7881 |
|