CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7905 |
0.7866 |
-0.0039 |
-0.5% |
0.7933 |
| High |
0.7913 |
0.7886 |
-0.0027 |
-0.3% |
0.8040 |
| Low |
0.7855 |
0.7809 |
-0.0046 |
-0.6% |
0.7910 |
| Close |
0.7867 |
0.7884 |
0.0017 |
0.2% |
0.7922 |
| Range |
0.0058 |
0.0077 |
0.0019 |
32.8% |
0.0130 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.1% |
0.0000 |
| Volume |
343 |
322 |
-21 |
-6.1% |
889 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8091 |
0.8064 |
0.7926 |
|
| R3 |
0.8014 |
0.7987 |
0.7905 |
|
| R2 |
0.7937 |
0.7937 |
0.7898 |
|
| R1 |
0.7910 |
0.7910 |
0.7891 |
0.7924 |
| PP |
0.7860 |
0.7860 |
0.7860 |
0.7866 |
| S1 |
0.7833 |
0.7833 |
0.7877 |
0.7847 |
| S2 |
0.7783 |
0.7783 |
0.7870 |
|
| S3 |
0.7706 |
0.7756 |
0.7863 |
|
| S4 |
0.7629 |
0.7679 |
0.7842 |
|
|
| 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 |
0.7809 |
0.0231 |
2.9% |
0.0065 |
0.8% |
32% |
False |
True |
275 |
| 10 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0094 |
1.2% |
41% |
False |
False |
208 |
| 20 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0075 |
1.0% |
41% |
False |
False |
246 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.8% |
0.0065 |
0.8% |
36% |
False |
False |
171 |
| 60 |
0.8460 |
0.7777 |
0.0683 |
8.7% |
0.0063 |
0.8% |
16% |
False |
False |
135 |
| 80 |
0.8723 |
0.7777 |
0.0946 |
12.0% |
0.0053 |
0.7% |
11% |
False |
False |
110 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.5% |
0.0044 |
0.6% |
10% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8213 |
|
2.618 |
0.8088 |
|
1.618 |
0.8011 |
|
1.000 |
0.7963 |
|
0.618 |
0.7934 |
|
HIGH |
0.7886 |
|
0.618 |
0.7857 |
|
0.500 |
0.7848 |
|
0.382 |
0.7838 |
|
LOW |
0.7809 |
|
0.618 |
0.7761 |
|
1.000 |
0.7732 |
|
1.618 |
0.7684 |
|
2.618 |
0.7607 |
|
4.250 |
0.7482 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7872 |
0.7905 |
| PP |
0.7860 |
0.7898 |
| S1 |
0.7848 |
0.7891 |
|