CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7867 |
0.7912 |
0.0045 |
0.6% |
0.7933 |
| High |
0.7935 |
0.7944 |
0.0009 |
0.1% |
0.8040 |
| Low |
0.7857 |
0.7892 |
0.0035 |
0.4% |
0.7910 |
| Close |
0.7908 |
0.7943 |
0.0035 |
0.4% |
0.7922 |
| Range |
0.0078 |
0.0052 |
-0.0026 |
-33.3% |
0.0130 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
348 |
219 |
-129 |
-37.1% |
889 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8082 |
0.8065 |
0.7972 |
|
| R3 |
0.8030 |
0.8013 |
0.7957 |
|
| R2 |
0.7978 |
0.7978 |
0.7953 |
|
| R1 |
0.7961 |
0.7961 |
0.7948 |
0.7970 |
| PP |
0.7926 |
0.7926 |
0.7926 |
0.7931 |
| S1 |
0.7909 |
0.7909 |
0.7938 |
0.7918 |
| S2 |
0.7874 |
0.7874 |
0.7933 |
|
| S3 |
0.7822 |
0.7857 |
0.7929 |
|
| S4 |
0.7770 |
0.7805 |
0.7914 |
|
|
| 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 |
0.8000 |
0.7809 |
0.0191 |
2.4% |
0.0071 |
0.9% |
70% |
False |
False |
351 |
| 10 |
0.8040 |
0.7809 |
0.0231 |
2.9% |
0.0068 |
0.9% |
58% |
False |
False |
221 |
| 20 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0075 |
0.9% |
63% |
False |
False |
223 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.8% |
0.0063 |
0.8% |
56% |
False |
False |
179 |
| 60 |
0.8421 |
0.7777 |
0.0644 |
8.1% |
0.0064 |
0.8% |
26% |
False |
False |
142 |
| 80 |
0.8687 |
0.7777 |
0.0910 |
11.5% |
0.0054 |
0.7% |
18% |
False |
False |
117 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.4% |
0.0045 |
0.6% |
16% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8165 |
|
2.618 |
0.8080 |
|
1.618 |
0.8028 |
|
1.000 |
0.7996 |
|
0.618 |
0.7976 |
|
HIGH |
0.7944 |
|
0.618 |
0.7924 |
|
0.500 |
0.7918 |
|
0.382 |
0.7912 |
|
LOW |
0.7892 |
|
0.618 |
0.7860 |
|
1.000 |
0.7840 |
|
1.618 |
0.7808 |
|
2.618 |
0.7756 |
|
4.250 |
0.7671 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7935 |
0.7921 |
| PP |
0.7926 |
0.7899 |
| S1 |
0.7918 |
0.7877 |
|