CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7847 |
0.7878 |
0.0031 |
0.4% |
0.7922 |
| High |
0.7927 |
0.7885 |
-0.0042 |
-0.5% |
0.7953 |
| Low |
0.7831 |
0.7798 |
-0.0033 |
-0.4% |
0.7798 |
| Close |
0.7865 |
0.7812 |
-0.0053 |
-0.7% |
0.7812 |
| Range |
0.0096 |
0.0087 |
-0.0009 |
-9.4% |
0.0155 |
| ATR |
0.0082 |
0.0083 |
0.0000 |
0.4% |
0.0000 |
| Volume |
88,739 |
24,408 |
-64,331 |
-72.5% |
385,599 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8093 |
0.8039 |
0.7860 |
|
| R3 |
0.8006 |
0.7952 |
0.7836 |
|
| R2 |
0.7919 |
0.7919 |
0.7828 |
|
| R1 |
0.7865 |
0.7865 |
0.7820 |
0.7849 |
| PP |
0.7832 |
0.7832 |
0.7832 |
0.7823 |
| S1 |
0.7778 |
0.7778 |
0.7804 |
0.7762 |
| S2 |
0.7745 |
0.7745 |
0.7796 |
|
| S3 |
0.7658 |
0.7691 |
0.7788 |
|
| S4 |
0.7571 |
0.7604 |
0.7764 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8319 |
0.8221 |
0.7897 |
|
| R3 |
0.8164 |
0.8066 |
0.7855 |
|
| R2 |
0.8009 |
0.8009 |
0.7840 |
|
| R1 |
0.7911 |
0.7911 |
0.7826 |
0.7883 |
| PP |
0.7854 |
0.7854 |
0.7854 |
0.7840 |
| S1 |
0.7756 |
0.7756 |
0.7798 |
0.7728 |
| S2 |
0.7699 |
0.7699 |
0.7784 |
|
| S3 |
0.7544 |
0.7601 |
0.7769 |
|
| S4 |
0.7389 |
0.7446 |
0.7727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7953 |
0.7798 |
0.0155 |
2.0% |
0.0072 |
0.9% |
9% |
False |
True |
77,119 |
| 10 |
0.8059 |
0.7798 |
0.0261 |
3.3% |
0.0077 |
1.0% |
5% |
False |
True |
73,035 |
| 20 |
0.8087 |
0.7798 |
0.0289 |
3.7% |
0.0076 |
1.0% |
5% |
False |
True |
67,762 |
| 40 |
0.8460 |
0.7798 |
0.0662 |
8.5% |
0.0093 |
1.2% |
2% |
False |
True |
71,059 |
| 60 |
0.8633 |
0.7798 |
0.0835 |
10.7% |
0.0080 |
1.0% |
2% |
False |
True |
63,082 |
| 80 |
0.8912 |
0.7798 |
0.1114 |
14.3% |
0.0078 |
1.0% |
1% |
False |
True |
51,004 |
| 100 |
0.8955 |
0.7798 |
0.1157 |
14.8% |
0.0075 |
1.0% |
1% |
False |
True |
40,894 |
| 120 |
0.9113 |
0.7798 |
0.1315 |
16.8% |
0.0074 |
0.9% |
1% |
False |
True |
34,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8255 |
|
2.618 |
0.8113 |
|
1.618 |
0.8026 |
|
1.000 |
0.7972 |
|
0.618 |
0.7939 |
|
HIGH |
0.7885 |
|
0.618 |
0.7852 |
|
0.500 |
0.7842 |
|
0.382 |
0.7831 |
|
LOW |
0.7798 |
|
0.618 |
0.7744 |
|
1.000 |
0.7711 |
|
1.618 |
0.7657 |
|
2.618 |
0.7570 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7842 |
0.7863 |
| PP |
0.7832 |
0.7846 |
| S1 |
0.7822 |
0.7829 |
|