CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7990 |
0.7981 |
-0.0009 |
-0.1% |
0.7800 |
| High |
0.7999 |
0.8040 |
0.0041 |
0.5% |
0.8015 |
| Low |
0.7960 |
0.7979 |
0.0019 |
0.2% |
0.7777 |
| Close |
0.7973 |
0.7998 |
0.0025 |
0.3% |
0.7934 |
| Range |
0.0039 |
0.0061 |
0.0022 |
56.4% |
0.0238 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
104 |
82 |
-22 |
-21.2% |
869 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8189 |
0.8154 |
0.8032 |
|
| R3 |
0.8128 |
0.8093 |
0.8015 |
|
| R2 |
0.8067 |
0.8067 |
0.8009 |
|
| R1 |
0.8032 |
0.8032 |
0.8004 |
0.8050 |
| PP |
0.8006 |
0.8006 |
0.8006 |
0.8014 |
| S1 |
0.7971 |
0.7971 |
0.7992 |
0.7989 |
| S2 |
0.7945 |
0.7945 |
0.7987 |
|
| S3 |
0.7884 |
0.7910 |
0.7981 |
|
| S4 |
0.7823 |
0.7849 |
0.7964 |
|
|
| 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 |
0.8040 |
0.7850 |
0.0190 |
2.4% |
0.0066 |
0.8% |
78% |
True |
False |
90 |
| 10 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0082 |
1.0% |
84% |
True |
False |
147 |
| 20 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0069 |
0.9% |
84% |
True |
False |
210 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.7% |
0.0066 |
0.8% |
74% |
False |
False |
153 |
| 60 |
0.8581 |
0.7777 |
0.0804 |
10.1% |
0.0060 |
0.8% |
27% |
False |
False |
115 |
| 80 |
0.8775 |
0.7777 |
0.0998 |
12.5% |
0.0051 |
0.6% |
22% |
False |
False |
96 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.3% |
0.0042 |
0.5% |
21% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8299 |
|
2.618 |
0.8200 |
|
1.618 |
0.8139 |
|
1.000 |
0.8101 |
|
0.618 |
0.8078 |
|
HIGH |
0.8040 |
|
0.618 |
0.8017 |
|
0.500 |
0.8010 |
|
0.382 |
0.8002 |
|
LOW |
0.7979 |
|
0.618 |
0.7941 |
|
1.000 |
0.7918 |
|
1.618 |
0.7880 |
|
2.618 |
0.7819 |
|
4.250 |
0.7720 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8010 |
0.8000 |
| PP |
0.8006 |
0.7999 |
| S1 |
0.8002 |
0.7999 |
|