CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7986 |
0.7993 |
0.0007 |
0.1% |
0.7976 |
| High |
0.8032 |
0.8014 |
-0.0018 |
-0.2% |
0.8070 |
| Low |
0.7979 |
0.7957 |
-0.0022 |
-0.3% |
0.7895 |
| Close |
0.7988 |
0.7971 |
-0.0017 |
-0.2% |
0.7988 |
| Range |
0.0053 |
0.0057 |
0.0004 |
7.5% |
0.0175 |
| ATR |
0.0088 |
0.0085 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
53,420 |
47,552 |
-5,868 |
-11.0% |
333,961 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8152 |
0.8118 |
0.8002 |
|
| R3 |
0.8095 |
0.8061 |
0.7987 |
|
| R2 |
0.8038 |
0.8038 |
0.7981 |
|
| R1 |
0.8004 |
0.8004 |
0.7976 |
0.7993 |
| PP |
0.7981 |
0.7981 |
0.7981 |
0.7975 |
| S1 |
0.7947 |
0.7947 |
0.7966 |
0.7936 |
| S2 |
0.7924 |
0.7924 |
0.7961 |
|
| S3 |
0.7867 |
0.7890 |
0.7955 |
|
| S4 |
0.7810 |
0.7833 |
0.7940 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8509 |
0.8424 |
0.8084 |
|
| R3 |
0.8334 |
0.8249 |
0.8036 |
|
| R2 |
0.8159 |
0.8159 |
0.8020 |
|
| R1 |
0.8074 |
0.8074 |
0.8004 |
0.8117 |
| PP |
0.7984 |
0.7984 |
0.7984 |
0.8006 |
| S1 |
0.7899 |
0.7899 |
0.7972 |
0.7942 |
| S2 |
0.7809 |
0.7809 |
0.7956 |
|
| S3 |
0.7634 |
0.7724 |
0.7940 |
|
| S4 |
0.7459 |
0.7549 |
0.7892 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8070 |
0.7895 |
0.0175 |
2.2% |
0.0077 |
1.0% |
43% |
False |
False |
63,772 |
| 10 |
0.8087 |
0.7895 |
0.0192 |
2.4% |
0.0074 |
0.9% |
40% |
False |
False |
62,909 |
| 20 |
0.8090 |
0.7825 |
0.0265 |
3.3% |
0.0094 |
1.2% |
55% |
False |
False |
66,313 |
| 40 |
0.8603 |
0.7808 |
0.0795 |
10.0% |
0.0090 |
1.1% |
21% |
False |
False |
67,153 |
| 60 |
0.8795 |
0.7808 |
0.0987 |
12.4% |
0.0078 |
1.0% |
17% |
False |
False |
56,267 |
| 80 |
0.8912 |
0.7808 |
0.1104 |
13.9% |
0.0077 |
1.0% |
15% |
False |
False |
42,550 |
| 100 |
0.8987 |
0.7808 |
0.1179 |
14.8% |
0.0074 |
0.9% |
14% |
False |
False |
34,092 |
| 120 |
0.9145 |
0.7808 |
0.1337 |
16.8% |
0.0072 |
0.9% |
12% |
False |
False |
28,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8256 |
|
2.618 |
0.8163 |
|
1.618 |
0.8106 |
|
1.000 |
0.8071 |
|
0.618 |
0.8049 |
|
HIGH |
0.8014 |
|
0.618 |
0.7992 |
|
0.500 |
0.7986 |
|
0.382 |
0.7979 |
|
LOW |
0.7957 |
|
0.618 |
0.7922 |
|
1.000 |
0.7900 |
|
1.618 |
0.7865 |
|
2.618 |
0.7808 |
|
4.250 |
0.7715 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7986 |
0.8014 |
| PP |
0.7981 |
0.7999 |
| S1 |
0.7976 |
0.7985 |
|