CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7981 |
0.7997 |
0.0016 |
0.2% |
0.7933 |
| High |
0.8040 |
0.8000 |
-0.0040 |
-0.5% |
0.8040 |
| Low |
0.7979 |
0.7910 |
-0.0069 |
-0.9% |
0.7910 |
| Close |
0.7998 |
0.7922 |
-0.0076 |
-1.0% |
0.7922 |
| Range |
0.0061 |
0.0090 |
0.0029 |
47.5% |
0.0130 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.3% |
0.0000 |
| Volume |
82 |
526 |
444 |
541.5% |
889 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8214 |
0.8158 |
0.7972 |
|
| R3 |
0.8124 |
0.8068 |
0.7947 |
|
| R2 |
0.8034 |
0.8034 |
0.7939 |
|
| R1 |
0.7978 |
0.7978 |
0.7930 |
0.7961 |
| PP |
0.7944 |
0.7944 |
0.7944 |
0.7936 |
| S1 |
0.7888 |
0.7888 |
0.7914 |
0.7871 |
| S2 |
0.7854 |
0.7854 |
0.7906 |
|
| S3 |
0.7764 |
0.7798 |
0.7897 |
|
| S4 |
0.7674 |
0.7708 |
0.7873 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8347 |
0.8265 |
0.7994 |
|
| R3 |
0.8217 |
0.8135 |
0.7958 |
|
| R2 |
0.8087 |
0.8087 |
0.7946 |
|
| R1 |
0.8005 |
0.8005 |
0.7934 |
0.7981 |
| PP |
0.7957 |
0.7957 |
0.7957 |
0.7946 |
| S1 |
0.7875 |
0.7875 |
0.7910 |
0.7851 |
| S2 |
0.7827 |
0.7827 |
0.7898 |
|
| S3 |
0.7697 |
0.7745 |
0.7886 |
|
| S4 |
0.7567 |
0.7615 |
0.7851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8040 |
0.7910 |
0.0130 |
1.6% |
0.0064 |
0.8% |
9% |
False |
True |
177 |
| 10 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0085 |
1.1% |
55% |
False |
False |
175 |
| 20 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0072 |
0.9% |
55% |
False |
False |
235 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.8% |
0.0066 |
0.8% |
49% |
False |
False |
166 |
| 60 |
0.8581 |
0.7777 |
0.0804 |
10.1% |
0.0062 |
0.8% |
18% |
False |
False |
124 |
| 80 |
0.8747 |
0.7777 |
0.0970 |
12.2% |
0.0052 |
0.7% |
15% |
False |
False |
103 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.5% |
0.0043 |
0.5% |
14% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8383 |
|
2.618 |
0.8236 |
|
1.618 |
0.8146 |
|
1.000 |
0.8090 |
|
0.618 |
0.8056 |
|
HIGH |
0.8000 |
|
0.618 |
0.7966 |
|
0.500 |
0.7955 |
|
0.382 |
0.7944 |
|
LOW |
0.7910 |
|
0.618 |
0.7854 |
|
1.000 |
0.7820 |
|
1.618 |
0.7764 |
|
2.618 |
0.7674 |
|
4.250 |
0.7528 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7955 |
0.7975 |
| PP |
0.7944 |
0.7957 |
| S1 |
0.7933 |
0.7940 |
|