CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8020 |
0.7916 |
-0.0104 |
-1.3% |
0.7970 |
| High |
0.8020 |
0.7924 |
-0.0096 |
-1.2% |
0.8040 |
| Low |
0.7969 |
0.7900 |
-0.0069 |
-0.9% |
0.7900 |
| Close |
0.7969 |
0.7905 |
-0.0064 |
-0.8% |
0.7905 |
| Range |
0.0051 |
0.0024 |
-0.0027 |
-52.9% |
0.0140 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.6% |
0.0000 |
| Volume |
18 |
50 |
32 |
177.8% |
119 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7982 |
0.7967 |
0.7918 |
|
| R3 |
0.7958 |
0.7943 |
0.7912 |
|
| R2 |
0.7934 |
0.7934 |
0.7909 |
|
| R1 |
0.7919 |
0.7919 |
0.7907 |
0.7915 |
| PP |
0.7910 |
0.7910 |
0.7910 |
0.7907 |
| S1 |
0.7895 |
0.7895 |
0.7903 |
0.7891 |
| S2 |
0.7886 |
0.7886 |
0.7901 |
|
| S3 |
0.7862 |
0.7871 |
0.7898 |
|
| S4 |
0.7838 |
0.7847 |
0.7892 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8368 |
0.8277 |
0.7982 |
|
| R3 |
0.8228 |
0.8137 |
0.7944 |
|
| R2 |
0.8088 |
0.8088 |
0.7931 |
|
| R1 |
0.7997 |
0.7997 |
0.7918 |
0.7973 |
| PP |
0.7948 |
0.7948 |
0.7948 |
0.7936 |
| S1 |
0.7857 |
0.7857 |
0.7892 |
0.7833 |
| S2 |
0.7808 |
0.7808 |
0.7879 |
|
| S3 |
0.7668 |
0.7717 |
0.7867 |
|
| S4 |
0.7528 |
0.7577 |
0.7828 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8026 |
|
2.618 |
0.7987 |
|
1.618 |
0.7963 |
|
1.000 |
0.7948 |
|
0.618 |
0.7939 |
|
HIGH |
0.7924 |
|
0.618 |
0.7915 |
|
0.500 |
0.7912 |
|
0.382 |
0.7909 |
|
LOW |
0.7900 |
|
0.618 |
0.7885 |
|
1.000 |
0.7876 |
|
1.618 |
0.7861 |
|
2.618 |
0.7837 |
|
4.250 |
0.7798 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7912 |
0.7970 |
| PP |
0.7910 |
0.7948 |
| S1 |
0.7907 |
0.7927 |
|