CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7881 |
0.7847 |
-0.0034 |
-0.4% |
0.7993 |
| High |
0.7895 |
0.7927 |
0.0032 |
0.4% |
0.8059 |
| Low |
0.7812 |
0.7831 |
0.0019 |
0.2% |
0.7918 |
| Close |
0.7834 |
0.7865 |
0.0031 |
0.4% |
0.7928 |
| Range |
0.0083 |
0.0096 |
0.0013 |
15.7% |
0.0141 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.3% |
0.0000 |
| Volume |
122,286 |
88,739 |
-33,547 |
-27.4% |
344,759 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8162 |
0.8110 |
0.7918 |
|
| R3 |
0.8066 |
0.8014 |
0.7891 |
|
| R2 |
0.7970 |
0.7970 |
0.7883 |
|
| R1 |
0.7918 |
0.7918 |
0.7874 |
0.7944 |
| PP |
0.7874 |
0.7874 |
0.7874 |
0.7888 |
| S1 |
0.7822 |
0.7822 |
0.7856 |
0.7848 |
| S2 |
0.7778 |
0.7778 |
0.7847 |
|
| S3 |
0.7682 |
0.7726 |
0.7839 |
|
| S4 |
0.7586 |
0.7630 |
0.7812 |
|
|
| 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 |
0.8027 |
0.7812 |
0.0215 |
2.7% |
0.0076 |
1.0% |
25% |
False |
False |
89,463 |
| 10 |
0.8059 |
0.7812 |
0.0247 |
3.1% |
0.0073 |
0.9% |
21% |
False |
False |
75,937 |
| 20 |
0.8087 |
0.7812 |
0.0275 |
3.5% |
0.0079 |
1.0% |
19% |
False |
False |
70,350 |
| 40 |
0.8460 |
0.7808 |
0.0652 |
8.3% |
0.0092 |
1.2% |
9% |
False |
False |
72,161 |
| 60 |
0.8640 |
0.7808 |
0.0832 |
10.6% |
0.0081 |
1.0% |
7% |
False |
False |
63,656 |
| 80 |
0.8912 |
0.7808 |
0.1104 |
14.0% |
0.0078 |
1.0% |
5% |
False |
False |
50,705 |
| 100 |
0.8955 |
0.7808 |
0.1147 |
14.6% |
0.0074 |
0.9% |
5% |
False |
False |
40,654 |
| 120 |
0.9145 |
0.7808 |
0.1337 |
17.0% |
0.0074 |
0.9% |
4% |
False |
False |
33,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8335 |
|
2.618 |
0.8178 |
|
1.618 |
0.8082 |
|
1.000 |
0.8023 |
|
0.618 |
0.7986 |
|
HIGH |
0.7927 |
|
0.618 |
0.7890 |
|
0.500 |
0.7879 |
|
0.382 |
0.7868 |
|
LOW |
0.7831 |
|
0.618 |
0.7772 |
|
1.000 |
0.7735 |
|
1.618 |
0.7676 |
|
2.618 |
0.7580 |
|
4.250 |
0.7423 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7879 |
0.7875 |
| PP |
0.7874 |
0.7871 |
| S1 |
0.7870 |
0.7868 |
|