CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7867 |
0.7902 |
0.0035 |
0.4% |
0.7975 |
| High |
0.7879 |
0.7924 |
0.0045 |
0.6% |
0.8035 |
| Low |
0.7810 |
0.7902 |
0.0092 |
1.2% |
0.7918 |
| Close |
0.7879 |
0.7903 |
0.0024 |
0.3% |
0.7918 |
| Range |
0.0069 |
0.0022 |
-0.0047 |
-68.1% |
0.0117 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
24 |
75 |
51 |
212.5% |
82 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7961 |
0.7915 |
|
| R3 |
0.7954 |
0.7939 |
0.7909 |
|
| R2 |
0.7932 |
0.7932 |
0.7907 |
|
| R1 |
0.7917 |
0.7917 |
0.7905 |
0.7925 |
| PP |
0.7910 |
0.7910 |
0.7910 |
0.7913 |
| S1 |
0.7895 |
0.7895 |
0.7901 |
0.7903 |
| S2 |
0.7888 |
0.7888 |
0.7899 |
|
| S3 |
0.7866 |
0.7873 |
0.7897 |
|
| S4 |
0.7844 |
0.7851 |
0.7891 |
|
|
| 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 |
0.8018 |
|
2.618 |
0.7982 |
|
1.618 |
0.7960 |
|
1.000 |
0.7946 |
|
0.618 |
0.7938 |
|
HIGH |
0.7924 |
|
0.618 |
0.7916 |
|
0.500 |
0.7913 |
|
0.382 |
0.7910 |
|
LOW |
0.7902 |
|
0.618 |
0.7888 |
|
1.000 |
0.7880 |
|
1.618 |
0.7866 |
|
2.618 |
0.7844 |
|
4.250 |
0.7809 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7913 |
0.7891 |
| PP |
0.7910 |
0.7879 |
| S1 |
0.7906 |
0.7867 |
|