CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.8011 |
0.8020 |
0.0009 |
0.1% |
0.7950 |
High |
0.8040 |
0.8020 |
-0.0020 |
-0.2% |
0.8025 |
Low |
0.8011 |
0.7969 |
-0.0042 |
-0.5% |
0.7900 |
Close |
0.8029 |
0.7969 |
-0.0060 |
-0.7% |
0.7969 |
Range |
0.0029 |
0.0051 |
0.0022 |
75.9% |
0.0125 |
ATR |
0.0064 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
Volume |
2 |
18 |
16 |
800.0% |
252 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8139 |
0.8105 |
0.7997 |
|
R3 |
0.8088 |
0.8054 |
0.7983 |
|
R2 |
0.8037 |
0.8037 |
0.7978 |
|
R1 |
0.8003 |
0.8003 |
0.7974 |
0.7995 |
PP |
0.7986 |
0.7986 |
0.7986 |
0.7982 |
S1 |
0.7952 |
0.7952 |
0.7964 |
0.7944 |
S2 |
0.7935 |
0.7935 |
0.7960 |
|
S3 |
0.7884 |
0.7901 |
0.7955 |
|
S4 |
0.7833 |
0.7850 |
0.7941 |
|
|
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 |
0.8237 |
2.618 |
0.8154 |
1.618 |
0.8103 |
1.000 |
0.8071 |
0.618 |
0.8052 |
HIGH |
0.8020 |
0.618 |
0.8001 |
0.500 |
0.7995 |
0.382 |
0.7988 |
LOW |
0.7969 |
0.618 |
0.7937 |
1.000 |
0.7918 |
1.618 |
0.7886 |
2.618 |
0.7835 |
4.250 |
0.7752 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7995 |
0.8005 |
PP |
0.7986 |
0.7993 |
S1 |
0.7978 |
0.7981 |
|