CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7932 |
0.7881 |
-0.0051 |
-0.6% |
0.7993 |
| High |
0.7937 |
0.7895 |
-0.0042 |
-0.5% |
0.8059 |
| Low |
0.7878 |
0.7812 |
-0.0066 |
-0.8% |
0.7918 |
| Close |
0.7890 |
0.7834 |
-0.0056 |
-0.7% |
0.7928 |
| Range |
0.0059 |
0.0083 |
0.0024 |
40.7% |
0.0141 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.2% |
0.0000 |
| Volume |
87,270 |
122,286 |
35,016 |
40.1% |
344,759 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8096 |
0.8048 |
0.7880 |
|
| R3 |
0.8013 |
0.7965 |
0.7857 |
|
| R2 |
0.7930 |
0.7930 |
0.7849 |
|
| R1 |
0.7882 |
0.7882 |
0.7842 |
0.7865 |
| PP |
0.7847 |
0.7847 |
0.7847 |
0.7838 |
| S1 |
0.7799 |
0.7799 |
0.7826 |
0.7782 |
| S2 |
0.7764 |
0.7764 |
0.7819 |
|
| S3 |
0.7681 |
0.7716 |
0.7811 |
|
| S4 |
0.7598 |
0.7633 |
0.7788 |
|
|
| 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 |
0.7812 |
0.0247 |
3.2% |
0.0072 |
0.9% |
9% |
False |
True |
83,112 |
| 10 |
0.8070 |
0.7812 |
0.0258 |
3.3% |
0.0073 |
0.9% |
9% |
False |
True |
74,021 |
| 20 |
0.8087 |
0.7812 |
0.0275 |
3.5% |
0.0078 |
1.0% |
8% |
False |
True |
68,923 |
| 40 |
0.8460 |
0.7808 |
0.0652 |
8.3% |
0.0091 |
1.2% |
4% |
False |
False |
71,622 |
| 60 |
0.8665 |
0.7808 |
0.0857 |
10.9% |
0.0080 |
1.0% |
3% |
False |
False |
63,367 |
| 80 |
0.8912 |
0.7808 |
0.1104 |
14.1% |
0.0077 |
1.0% |
2% |
False |
False |
49,604 |
| 100 |
0.8955 |
0.7808 |
0.1147 |
14.6% |
0.0074 |
0.9% |
2% |
False |
False |
39,769 |
| 120 |
0.9145 |
0.7808 |
0.1337 |
17.1% |
0.0074 |
0.9% |
2% |
False |
False |
33,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8248 |
|
2.618 |
0.8112 |
|
1.618 |
0.8029 |
|
1.000 |
0.7978 |
|
0.618 |
0.7946 |
|
HIGH |
0.7895 |
|
0.618 |
0.7863 |
|
0.500 |
0.7854 |
|
0.382 |
0.7844 |
|
LOW |
0.7812 |
|
0.618 |
0.7761 |
|
1.000 |
0.7729 |
|
1.618 |
0.7678 |
|
2.618 |
0.7595 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7854 |
0.7883 |
| PP |
0.7847 |
0.7866 |
| S1 |
0.7841 |
0.7850 |
|