CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7970 |
0.8011 |
0.0041 |
0.5% |
0.7950 |
High |
0.7970 |
0.8011 |
0.0041 |
0.5% |
0.8025 |
Low |
0.7947 |
0.7990 |
0.0043 |
0.5% |
0.7900 |
Close |
0.7952 |
0.7990 |
0.0038 |
0.5% |
0.7969 |
Range |
0.0023 |
0.0021 |
-0.0002 |
-8.7% |
0.0125 |
ATR |
0.0065 |
0.0065 |
0.0000 |
-0.7% |
0.0000 |
Volume |
12 |
37 |
25 |
208.3% |
252 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8060 |
0.8046 |
0.8002 |
|
R3 |
0.8039 |
0.8025 |
0.7996 |
|
R2 |
0.8018 |
0.8018 |
0.7994 |
|
R1 |
0.8004 |
0.8004 |
0.7992 |
0.8001 |
PP |
0.7997 |
0.7997 |
0.7997 |
0.7995 |
S1 |
0.7983 |
0.7983 |
0.7988 |
0.7980 |
S2 |
0.7976 |
0.7976 |
0.7986 |
|
S3 |
0.7955 |
0.7962 |
0.7984 |
|
S4 |
0.7934 |
0.7941 |
0.7978 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8340 |
0.8279 |
0.8038 |
|
R3 |
0.8215 |
0.8154 |
0.8003 |
|
R2 |
0.8090 |
0.8090 |
0.7992 |
|
R1 |
0.8029 |
0.8029 |
0.7980 |
0.8060 |
PP |
0.7965 |
0.7965 |
0.7965 |
0.7980 |
S1 |
0.7904 |
0.7904 |
0.7958 |
0.7935 |
S2 |
0.7840 |
0.7840 |
0.7946 |
|
S3 |
0.7715 |
0.7779 |
0.7935 |
|
S4 |
0.7590 |
0.7654 |
0.7900 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8100 |
2.618 |
0.8066 |
1.618 |
0.8045 |
1.000 |
0.8032 |
0.618 |
0.8024 |
HIGH |
0.8011 |
0.618 |
0.8003 |
0.500 |
0.8001 |
0.382 |
0.7998 |
LOW |
0.7990 |
0.618 |
0.7977 |
1.000 |
0.7969 |
1.618 |
0.7956 |
2.618 |
0.7935 |
4.250 |
0.7901 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8001 |
0.7986 |
PP |
0.7997 |
0.7983 |
S1 |
0.7994 |
0.7979 |
|