CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7984 |
0.7963 |
-0.0021 |
-0.3% |
0.7970 |
High |
0.7999 |
0.8033 |
0.0034 |
0.4% |
0.8060 |
Low |
0.7950 |
0.7963 |
0.0013 |
0.2% |
0.7891 |
Close |
0.7962 |
0.7999 |
0.0037 |
0.5% |
0.7979 |
Range |
0.0049 |
0.0070 |
0.0021 |
42.9% |
0.0169 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
1,026 |
951 |
-75 |
-7.3% |
5,231 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8208 |
0.8174 |
0.8038 |
|
R3 |
0.8138 |
0.8104 |
0.8018 |
|
R2 |
0.8068 |
0.8068 |
0.8012 |
|
R1 |
0.8034 |
0.8034 |
0.8005 |
0.8051 |
PP |
0.7998 |
0.7998 |
0.7998 |
0.8007 |
S1 |
0.7964 |
0.7964 |
0.7993 |
0.7981 |
S2 |
0.7928 |
0.7928 |
0.7986 |
|
S3 |
0.7858 |
0.7894 |
0.7980 |
|
S4 |
0.7788 |
0.7824 |
0.7961 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8484 |
0.8400 |
0.8072 |
|
R3 |
0.8315 |
0.8231 |
0.8025 |
|
R2 |
0.8146 |
0.8146 |
0.8010 |
|
R1 |
0.8062 |
0.8062 |
0.7994 |
0.8104 |
PP |
0.7977 |
0.7977 |
0.7977 |
0.7998 |
S1 |
0.7893 |
0.7893 |
0.7964 |
0.7935 |
S2 |
0.7808 |
0.7808 |
0.7948 |
|
S3 |
0.7639 |
0.7724 |
0.7933 |
|
S4 |
0.7470 |
0.7555 |
0.7886 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8060 |
0.7950 |
0.0110 |
1.4% |
0.0063 |
0.8% |
45% |
False |
False |
1,075 |
10 |
0.8064 |
0.7891 |
0.0173 |
2.2% |
0.0069 |
0.9% |
62% |
False |
False |
1,036 |
20 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0085 |
1.1% |
63% |
False |
False |
875 |
40 |
0.8492 |
0.7802 |
0.0690 |
8.6% |
0.0082 |
1.0% |
29% |
False |
False |
689 |
60 |
0.8775 |
0.7802 |
0.0973 |
12.2% |
0.0069 |
0.9% |
20% |
False |
False |
587 |
80 |
0.8876 |
0.7802 |
0.1074 |
13.4% |
0.0063 |
0.8% |
18% |
False |
False |
459 |
100 |
0.8961 |
0.7802 |
0.1159 |
14.5% |
0.0058 |
0.7% |
17% |
False |
False |
376 |
120 |
0.9120 |
0.7802 |
0.1318 |
16.5% |
0.0053 |
0.7% |
15% |
False |
False |
317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8331 |
2.618 |
0.8216 |
1.618 |
0.8146 |
1.000 |
0.8103 |
0.618 |
0.8076 |
HIGH |
0.8033 |
0.618 |
0.8006 |
0.500 |
0.7998 |
0.382 |
0.7990 |
LOW |
0.7963 |
0.618 |
0.7920 |
1.000 |
0.7893 |
1.618 |
0.7850 |
2.618 |
0.7780 |
4.250 |
0.7666 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7999 |
0.7997 |
PP |
0.7998 |
0.7994 |
S1 |
0.7998 |
0.7992 |
|