CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8007 |
0.7922 |
-0.0085 |
-1.1% |
0.7993 |
| High |
0.8027 |
0.7953 |
-0.0074 |
-0.9% |
0.8059 |
| Low |
0.7918 |
0.7918 |
0.0000 |
0.0% |
0.7918 |
| Close |
0.7928 |
0.7942 |
0.0014 |
0.2% |
0.7928 |
| Range |
0.0109 |
0.0035 |
-0.0074 |
-67.9% |
0.0141 |
| ATR |
0.0086 |
0.0082 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
86,128 |
62,896 |
-23,232 |
-27.0% |
344,759 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8043 |
0.8027 |
0.7961 |
|
| R3 |
0.8008 |
0.7992 |
0.7952 |
|
| R2 |
0.7973 |
0.7973 |
0.7948 |
|
| R1 |
0.7957 |
0.7957 |
0.7945 |
0.7965 |
| PP |
0.7938 |
0.7938 |
0.7938 |
0.7942 |
| S1 |
0.7922 |
0.7922 |
0.7939 |
0.7930 |
| S2 |
0.7903 |
0.7903 |
0.7936 |
|
| S3 |
0.7868 |
0.7887 |
0.7932 |
|
| S4 |
0.7833 |
0.7852 |
0.7923 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8391 |
0.8301 |
0.8006 |
|
| R3 |
0.8250 |
0.8160 |
0.7967 |
|
| R2 |
0.8109 |
0.8109 |
0.7954 |
|
| R1 |
0.8019 |
0.8019 |
0.7941 |
0.7994 |
| PP |
0.7968 |
0.7968 |
0.7968 |
0.7956 |
| S1 |
0.7878 |
0.7878 |
0.7915 |
0.7853 |
| S2 |
0.7827 |
0.7827 |
0.7902 |
|
| S3 |
0.7686 |
0.7737 |
0.7889 |
|
| S4 |
0.7545 |
0.7596 |
0.7850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8059 |
0.7918 |
0.0141 |
1.8% |
0.0077 |
1.0% |
17% |
False |
True |
72,020 |
| 10 |
0.8070 |
0.7895 |
0.0175 |
2.2% |
0.0077 |
1.0% |
27% |
False |
False |
67,896 |
| 20 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0079 |
1.0% |
33% |
False |
False |
63,005 |
| 40 |
0.8460 |
0.7808 |
0.0652 |
8.2% |
0.0091 |
1.1% |
21% |
False |
False |
69,292 |
| 60 |
0.8725 |
0.7808 |
0.0917 |
11.5% |
0.0080 |
1.0% |
15% |
False |
False |
61,443 |
| 80 |
0.8912 |
0.7808 |
0.1104 |
13.9% |
0.0077 |
1.0% |
12% |
False |
False |
47,000 |
| 100 |
0.8955 |
0.7808 |
0.1147 |
14.4% |
0.0075 |
0.9% |
12% |
False |
False |
37,678 |
| 120 |
0.9145 |
0.7808 |
0.1337 |
16.8% |
0.0074 |
0.9% |
10% |
False |
False |
31,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8102 |
|
2.618 |
0.8045 |
|
1.618 |
0.8010 |
|
1.000 |
0.7988 |
|
0.618 |
0.7975 |
|
HIGH |
0.7953 |
|
0.618 |
0.7940 |
|
0.500 |
0.7936 |
|
0.382 |
0.7931 |
|
LOW |
0.7918 |
|
0.618 |
0.7896 |
|
1.000 |
0.7883 |
|
1.618 |
0.7861 |
|
2.618 |
0.7826 |
|
4.250 |
0.7769 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7940 |
0.7989 |
| PP |
0.7938 |
0.7973 |
| S1 |
0.7936 |
0.7958 |
|