CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7919 |
0.7879 |
-0.0040 |
-0.5% |
0.7970 |
High |
0.7919 |
0.7893 |
-0.0026 |
-0.3% |
0.8040 |
Low |
0.7919 |
0.7868 |
-0.0051 |
-0.6% |
0.7900 |
Close |
0.7919 |
0.7868 |
-0.0051 |
-0.6% |
0.7905 |
Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0140 |
ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
91 |
5 |
-86 |
-94.5% |
119 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7951 |
0.7935 |
0.7882 |
|
R3 |
0.7926 |
0.7910 |
0.7875 |
|
R2 |
0.7901 |
0.7901 |
0.7873 |
|
R1 |
0.7885 |
0.7885 |
0.7870 |
0.7881 |
PP |
0.7876 |
0.7876 |
0.7876 |
0.7874 |
S1 |
0.7860 |
0.7860 |
0.7866 |
0.7856 |
S2 |
0.7851 |
0.7851 |
0.7863 |
|
S3 |
0.7826 |
0.7835 |
0.7861 |
|
S4 |
0.7801 |
0.7810 |
0.7854 |
|
|
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 |
0.7999 |
2.618 |
0.7958 |
1.618 |
0.7933 |
1.000 |
0.7918 |
0.618 |
0.7908 |
HIGH |
0.7893 |
0.618 |
0.7883 |
0.500 |
0.7881 |
0.382 |
0.7878 |
LOW |
0.7868 |
0.618 |
0.7853 |
1.000 |
0.7843 |
1.618 |
0.7828 |
2.618 |
0.7803 |
4.250 |
0.7762 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7881 |
0.7896 |
PP |
0.7876 |
0.7887 |
S1 |
0.7872 |
0.7877 |
|