CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7930 |
0.7850 |
-0.0080 |
-1.0% |
0.7800 |
| High |
0.7975 |
0.7950 |
-0.0025 |
-0.3% |
0.8015 |
| Low |
0.7825 |
0.7850 |
0.0025 |
0.3% |
0.7777 |
| Close |
0.7834 |
0.7934 |
0.0100 |
1.3% |
0.7934 |
| Range |
0.0150 |
0.0100 |
-0.0050 |
-33.3% |
0.0238 |
| ATR |
0.0080 |
0.0082 |
0.0003 |
3.3% |
0.0000 |
| Volume |
417 |
89 |
-328 |
-78.7% |
869 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8211 |
0.8173 |
0.7989 |
|
| R3 |
0.8111 |
0.8073 |
0.7962 |
|
| R2 |
0.8011 |
0.8011 |
0.7952 |
|
| R1 |
0.7973 |
0.7973 |
0.7943 |
0.7992 |
| PP |
0.7911 |
0.7911 |
0.7911 |
0.7921 |
| S1 |
0.7873 |
0.7873 |
0.7925 |
0.7892 |
| S2 |
0.7811 |
0.7811 |
0.7916 |
|
| S3 |
0.7711 |
0.7773 |
0.7907 |
|
| S4 |
0.7611 |
0.7673 |
0.7879 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8623 |
0.8516 |
0.8065 |
|
| R3 |
0.8385 |
0.8278 |
0.7999 |
|
| R2 |
0.8147 |
0.8147 |
0.7978 |
|
| R1 |
0.8040 |
0.8040 |
0.7956 |
0.8094 |
| PP |
0.7909 |
0.7909 |
0.7909 |
0.7935 |
| S1 |
0.7802 |
0.7802 |
0.7912 |
0.7856 |
| S2 |
0.7671 |
0.7671 |
0.7890 |
|
| S3 |
0.7433 |
0.7564 |
0.7869 |
|
| S4 |
0.7195 |
0.7326 |
0.7803 |
|
|
| 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% |
0.0107 |
1.4% |
66% |
False |
False |
173 |
| 10 |
0.8015 |
0.7777 |
0.0238 |
3.0% |
0.0081 |
1.0% |
66% |
False |
False |
224 |
| 20 |
0.8050 |
0.7777 |
0.0273 |
3.4% |
0.0071 |
0.9% |
58% |
False |
False |
209 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.8% |
0.0066 |
0.8% |
53% |
False |
False |
148 |
| 60 |
0.8581 |
0.7777 |
0.0804 |
10.1% |
0.0057 |
0.7% |
20% |
False |
False |
110 |
| 80 |
0.8843 |
0.7777 |
0.1066 |
13.4% |
0.0048 |
0.6% |
15% |
False |
False |
94 |
| 100 |
0.8911 |
0.7777 |
0.1134 |
14.3% |
0.0041 |
0.5% |
14% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8375 |
|
2.618 |
0.8212 |
|
1.618 |
0.8112 |
|
1.000 |
0.8050 |
|
0.618 |
0.8012 |
|
HIGH |
0.7950 |
|
0.618 |
0.7912 |
|
0.500 |
0.7900 |
|
0.382 |
0.7888 |
|
LOW |
0.7850 |
|
0.618 |
0.7788 |
|
1.000 |
0.7750 |
|
1.618 |
0.7688 |
|
2.618 |
0.7588 |
|
4.250 |
0.7425 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7923 |
0.7921 |
| PP |
0.7911 |
0.7909 |
| S1 |
0.7900 |
0.7896 |
|