CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7933 |
0.7978 |
0.0045 |
0.6% |
0.7800 |
| High |
0.7985 |
0.8025 |
0.0040 |
0.5% |
0.8015 |
| Low |
0.7918 |
0.7964 |
0.0046 |
0.6% |
0.7777 |
| Close |
0.7980 |
0.7985 |
0.0005 |
0.1% |
0.7934 |
| Range |
0.0067 |
0.0061 |
-0.0006 |
-9.0% |
0.0238 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
112 |
65 |
-47 |
-42.0% |
869 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8174 |
0.8141 |
0.8019 |
|
| R3 |
0.8113 |
0.8080 |
0.8002 |
|
| R2 |
0.8052 |
0.8052 |
0.7996 |
|
| R1 |
0.8019 |
0.8019 |
0.7991 |
0.8036 |
| PP |
0.7991 |
0.7991 |
0.7991 |
0.8000 |
| S1 |
0.7958 |
0.7958 |
0.7979 |
0.7975 |
| S2 |
0.7930 |
0.7930 |
0.7974 |
|
| S3 |
0.7869 |
0.7897 |
0.7968 |
|
| S4 |
0.7808 |
0.7836 |
0.7951 |
|
|
| 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 |
0.8025 |
0.7777 |
0.0248 |
3.1% |
0.0123 |
1.5% |
84% |
True |
False |
142 |
| 10 |
0.8025 |
0.7777 |
0.0248 |
3.1% |
0.0088 |
1.1% |
84% |
True |
False |
208 |
| 20 |
0.8050 |
0.7777 |
0.0273 |
3.4% |
0.0071 |
0.9% |
76% |
False |
False |
216 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.7% |
0.0067 |
0.8% |
70% |
False |
False |
151 |
| 60 |
0.8581 |
0.7777 |
0.0804 |
10.1% |
0.0059 |
0.7% |
26% |
False |
False |
112 |
| 80 |
0.8843 |
0.7777 |
0.1066 |
13.4% |
0.0049 |
0.6% |
20% |
False |
False |
94 |
| 100 |
0.8911 |
0.7777 |
0.1134 |
14.2% |
0.0042 |
0.5% |
18% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8284 |
|
2.618 |
0.8185 |
|
1.618 |
0.8124 |
|
1.000 |
0.8086 |
|
0.618 |
0.8063 |
|
HIGH |
0.8025 |
|
0.618 |
0.8002 |
|
0.500 |
0.7995 |
|
0.382 |
0.7987 |
|
LOW |
0.7964 |
|
0.618 |
0.7926 |
|
1.000 |
0.7903 |
|
1.618 |
0.7865 |
|
2.618 |
0.7804 |
|
4.250 |
0.7705 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7995 |
0.7969 |
| PP |
0.7991 |
0.7953 |
| S1 |
0.7988 |
0.7938 |
|