CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7870 |
0.7785 |
-0.0085 |
-1.1% |
0.7919 |
| High |
0.7870 |
0.7805 |
-0.0065 |
-0.8% |
0.7919 |
| Low |
0.7844 |
0.7780 |
-0.0064 |
-0.8% |
0.7780 |
| Close |
0.7844 |
0.7792 |
-0.0052 |
-0.7% |
0.7792 |
| Range |
0.0026 |
0.0025 |
-0.0001 |
-3.8% |
0.0139 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
104 |
79 |
-25 |
-24.0% |
289 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7867 |
0.7855 |
0.7806 |
|
| R3 |
0.7842 |
0.7830 |
0.7799 |
|
| R2 |
0.7817 |
0.7817 |
0.7797 |
|
| R1 |
0.7805 |
0.7805 |
0.7794 |
0.7811 |
| PP |
0.7792 |
0.7792 |
0.7792 |
0.7796 |
| S1 |
0.7780 |
0.7780 |
0.7790 |
0.7786 |
| S2 |
0.7767 |
0.7767 |
0.7787 |
|
| S3 |
0.7742 |
0.7755 |
0.7785 |
|
| S4 |
0.7717 |
0.7730 |
0.7778 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8247 |
0.8159 |
0.7868 |
|
| R3 |
0.8108 |
0.8020 |
0.7830 |
|
| R2 |
0.7969 |
0.7969 |
0.7817 |
|
| R1 |
0.7881 |
0.7881 |
0.7805 |
0.7856 |
| PP |
0.7830 |
0.7830 |
0.7830 |
0.7818 |
| S1 |
0.7742 |
0.7742 |
0.7779 |
0.7717 |
| S2 |
0.7691 |
0.7691 |
0.7767 |
|
| S3 |
0.7552 |
0.7603 |
0.7754 |
|
| S4 |
0.7413 |
0.7464 |
0.7716 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7911 |
|
2.618 |
0.7870 |
|
1.618 |
0.7845 |
|
1.000 |
0.7830 |
|
0.618 |
0.7820 |
|
HIGH |
0.7805 |
|
0.618 |
0.7795 |
|
0.500 |
0.7793 |
|
0.382 |
0.7790 |
|
LOW |
0.7780 |
|
0.618 |
0.7765 |
|
1.000 |
0.7755 |
|
1.618 |
0.7740 |
|
2.618 |
0.7715 |
|
4.250 |
0.7674 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7793 |
0.7825 |
| PP |
0.7792 |
0.7814 |
| S1 |
0.7792 |
0.7803 |
|