CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 30-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7980 |
0.7865 |
-0.0115 |
-1.4% |
0.7975 |
High |
0.7980 |
0.7868 |
-0.0112 |
-1.4% |
0.8035 |
Low |
0.7918 |
0.7857 |
-0.0061 |
-0.8% |
0.7918 |
Close |
0.7918 |
0.7863 |
-0.0055 |
-0.7% |
0.7918 |
Range |
0.0062 |
0.0011 |
-0.0051 |
-82.3% |
0.0117 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.2% |
0.0000 |
Volume |
54 |
120 |
66 |
122.2% |
82 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7896 |
0.7890 |
0.7869 |
|
R3 |
0.7885 |
0.7879 |
0.7866 |
|
R2 |
0.7874 |
0.7874 |
0.7865 |
|
R1 |
0.7868 |
0.7868 |
0.7864 |
0.7866 |
PP |
0.7863 |
0.7863 |
0.7863 |
0.7861 |
S1 |
0.7857 |
0.7857 |
0.7862 |
0.7855 |
S2 |
0.7852 |
0.7852 |
0.7861 |
|
S3 |
0.7841 |
0.7846 |
0.7860 |
|
S4 |
0.7830 |
0.7835 |
0.7857 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8308 |
0.8230 |
0.7982 |
|
R3 |
0.8191 |
0.8113 |
0.7950 |
|
R2 |
0.8074 |
0.8074 |
0.7939 |
|
R1 |
0.7996 |
0.7996 |
0.7929 |
0.7977 |
PP |
0.7957 |
0.7957 |
0.7957 |
0.7947 |
S1 |
0.7879 |
0.7879 |
0.7907 |
0.7860 |
S2 |
0.7840 |
0.7840 |
0.7897 |
|
S3 |
0.7723 |
0.7762 |
0.7886 |
|
S4 |
0.7606 |
0.7645 |
0.7854 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7915 |
2.618 |
0.7897 |
1.618 |
0.7886 |
1.000 |
0.7879 |
0.618 |
0.7875 |
HIGH |
0.7868 |
0.618 |
0.7864 |
0.500 |
0.7863 |
0.382 |
0.7861 |
LOW |
0.7857 |
0.618 |
0.7850 |
1.000 |
0.7846 |
1.618 |
0.7839 |
2.618 |
0.7828 |
4.250 |
0.7810 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7863 |
0.7946 |
PP |
0.7863 |
0.7918 |
S1 |
0.7863 |
0.7891 |
|