CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7800 |
0.7780 |
-0.0020 |
-0.3% |
0.7919 |
High |
0.7808 |
0.7940 |
0.0132 |
1.7% |
0.7919 |
Low |
0.7800 |
0.7780 |
-0.0020 |
-0.3% |
0.7780 |
Close |
0.7808 |
0.7870 |
0.0062 |
0.8% |
0.7792 |
Range |
0.0008 |
0.0160 |
0.0152 |
1,900.0% |
0.0139 |
ATR |
0.0055 |
0.0062 |
0.0008 |
13.7% |
0.0000 |
Volume |
33 |
13 |
-20 |
-60.6% |
289 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8343 |
0.8267 |
0.7958 |
|
R3 |
0.8183 |
0.8107 |
0.7914 |
|
R2 |
0.8023 |
0.8023 |
0.7899 |
|
R1 |
0.7947 |
0.7947 |
0.7885 |
0.7985 |
PP |
0.7863 |
0.7863 |
0.7863 |
0.7883 |
S1 |
0.7787 |
0.7787 |
0.7855 |
0.7825 |
S2 |
0.7703 |
0.7703 |
0.7841 |
|
S3 |
0.7543 |
0.7627 |
0.7826 |
|
S4 |
0.7383 |
0.7467 |
0.7782 |
|
|
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 |
0.8620 |
2.618 |
0.8359 |
1.618 |
0.8199 |
1.000 |
0.8100 |
0.618 |
0.8039 |
HIGH |
0.7940 |
0.618 |
0.7879 |
0.500 |
0.7860 |
0.382 |
0.7841 |
LOW |
0.7780 |
0.618 |
0.7681 |
1.000 |
0.7620 |
1.618 |
0.7521 |
2.618 |
0.7361 |
4.250 |
0.7100 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7867 |
0.7867 |
PP |
0.7863 |
0.7863 |
S1 |
0.7860 |
0.7860 |
|