CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7850 |
0.7870 |
0.0020 |
0.3% |
0.7970 |
High |
0.7864 |
0.7870 |
0.0006 |
0.1% |
0.8040 |
Low |
0.7800 |
0.7844 |
0.0044 |
0.6% |
0.7900 |
Close |
0.7813 |
0.7844 |
0.0031 |
0.4% |
0.7905 |
Range |
0.0064 |
0.0026 |
-0.0038 |
-59.4% |
0.0140 |
ATR |
0.0060 |
0.0060 |
0.0000 |
-0.4% |
0.0000 |
Volume |
10 |
104 |
94 |
940.0% |
119 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7931 |
0.7913 |
0.7858 |
|
R3 |
0.7905 |
0.7887 |
0.7851 |
|
R2 |
0.7879 |
0.7879 |
0.7849 |
|
R1 |
0.7861 |
0.7861 |
0.7846 |
0.7857 |
PP |
0.7853 |
0.7853 |
0.7853 |
0.7851 |
S1 |
0.7835 |
0.7835 |
0.7842 |
0.7831 |
S2 |
0.7827 |
0.7827 |
0.7839 |
|
S3 |
0.7801 |
0.7809 |
0.7837 |
|
S4 |
0.7775 |
0.7783 |
0.7830 |
|
|
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 |
0.7981 |
2.618 |
0.7938 |
1.618 |
0.7912 |
1.000 |
0.7896 |
0.618 |
0.7886 |
HIGH |
0.7870 |
0.618 |
0.7860 |
0.500 |
0.7857 |
0.382 |
0.7854 |
LOW |
0.7844 |
0.618 |
0.7828 |
1.000 |
0.7818 |
1.618 |
0.7802 |
2.618 |
0.7776 |
4.250 |
0.7734 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7857 |
0.7847 |
PP |
0.7853 |
0.7846 |
S1 |
0.7848 |
0.7845 |
|