CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.8011 |
0.8011 |
0.0000 |
0.0% |
0.7950 |
High |
0.8011 |
0.8040 |
0.0029 |
0.4% |
0.8025 |
Low |
0.7990 |
0.8011 |
0.0021 |
0.3% |
0.7900 |
Close |
0.7990 |
0.8029 |
0.0039 |
0.5% |
0.7969 |
Range |
0.0021 |
0.0029 |
0.0008 |
38.1% |
0.0125 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
37 |
2 |
-35 |
-94.6% |
252 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8114 |
0.8100 |
0.8045 |
|
R3 |
0.8085 |
0.8071 |
0.8037 |
|
R2 |
0.8056 |
0.8056 |
0.8034 |
|
R1 |
0.8042 |
0.8042 |
0.8032 |
0.8049 |
PP |
0.8027 |
0.8027 |
0.8027 |
0.8030 |
S1 |
0.8013 |
0.8013 |
0.8026 |
0.8020 |
S2 |
0.7998 |
0.7998 |
0.8024 |
|
S3 |
0.7969 |
0.7984 |
0.8021 |
|
S4 |
0.7940 |
0.7955 |
0.8013 |
|
|
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 |
0.8163 |
2.618 |
0.8116 |
1.618 |
0.8087 |
1.000 |
0.8069 |
0.618 |
0.8058 |
HIGH |
0.8040 |
0.618 |
0.8029 |
0.500 |
0.8026 |
0.382 |
0.8022 |
LOW |
0.8011 |
0.618 |
0.7993 |
1.000 |
0.7982 |
1.618 |
0.7964 |
2.618 |
0.7935 |
4.250 |
0.7888 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8028 |
0.8017 |
PP |
0.8027 |
0.8005 |
S1 |
0.8026 |
0.7994 |
|