CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 03-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
03-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7912 |
0.7945 |
0.0033 |
0.4% |
0.7905 |
| High |
0.7944 |
0.8029 |
0.0085 |
1.1% |
0.8029 |
| Low |
0.7892 |
0.7945 |
0.0053 |
0.7% |
0.7809 |
| Close |
0.7943 |
0.8015 |
0.0072 |
0.9% |
0.8015 |
| Range |
0.0052 |
0.0084 |
0.0032 |
61.5% |
0.0220 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.1% |
0.0000 |
| Volume |
219 |
189 |
-30 |
-13.7% |
1,421 |
|
| Daily Pivots for day following 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8248 |
0.8216 |
0.8061 |
|
| R3 |
0.8164 |
0.8132 |
0.8038 |
|
| R2 |
0.8080 |
0.8080 |
0.8030 |
|
| R1 |
0.8048 |
0.8048 |
0.8023 |
0.8064 |
| PP |
0.7996 |
0.7996 |
0.7996 |
0.8005 |
| S1 |
0.7964 |
0.7964 |
0.8007 |
0.7980 |
| S2 |
0.7912 |
0.7912 |
0.8000 |
|
| S3 |
0.7828 |
0.7880 |
0.7992 |
|
| S4 |
0.7744 |
0.7796 |
0.7969 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8611 |
0.8533 |
0.8136 |
|
| R3 |
0.8391 |
0.8313 |
0.8076 |
|
| R2 |
0.8171 |
0.8171 |
0.8055 |
|
| R1 |
0.8093 |
0.8093 |
0.8035 |
0.8132 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7971 |
| S1 |
0.7873 |
0.7873 |
0.7995 |
0.7912 |
| S2 |
0.7731 |
0.7731 |
0.7975 |
|
| S3 |
0.7511 |
0.7653 |
0.7955 |
|
| S4 |
0.7291 |
0.7433 |
0.7894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8029 |
0.7809 |
0.0220 |
2.7% |
0.0070 |
0.9% |
94% |
True |
False |
284 |
| 10 |
0.8040 |
0.7809 |
0.0231 |
2.9% |
0.0067 |
0.8% |
89% |
False |
False |
231 |
| 20 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0074 |
0.9% |
90% |
False |
False |
227 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.7% |
0.0065 |
0.8% |
80% |
False |
False |
183 |
| 60 |
0.8421 |
0.7777 |
0.0644 |
8.0% |
0.0065 |
0.8% |
37% |
False |
False |
145 |
| 80 |
0.8687 |
0.7777 |
0.0910 |
11.4% |
0.0055 |
0.7% |
26% |
False |
False |
120 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.3% |
0.0045 |
0.6% |
22% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8386 |
|
2.618 |
0.8249 |
|
1.618 |
0.8165 |
|
1.000 |
0.8113 |
|
0.618 |
0.8081 |
|
HIGH |
0.8029 |
|
0.618 |
0.7997 |
|
0.500 |
0.7987 |
|
0.382 |
0.7977 |
|
LOW |
0.7945 |
|
0.618 |
0.7893 |
|
1.000 |
0.7861 |
|
1.618 |
0.7809 |
|
2.618 |
0.7725 |
|
4.250 |
0.7588 |
|
|
| Fisher Pivots for day following 03-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8006 |
0.7991 |
| PP |
0.7996 |
0.7967 |
| S1 |
0.7987 |
0.7943 |
|