CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7963 |
0.7993 |
0.0030 |
0.4% |
0.7970 |
| High |
0.8033 |
0.8045 |
0.0012 |
0.1% |
0.8060 |
| Low |
0.7963 |
0.7951 |
-0.0012 |
-0.2% |
0.7891 |
| Close |
0.7999 |
0.8043 |
0.0044 |
0.6% |
0.7979 |
| Range |
0.0070 |
0.0094 |
0.0024 |
34.3% |
0.0169 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0000 |
| Volume |
951 |
9,720 |
8,769 |
922.1% |
5,231 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8295 |
0.8263 |
0.8095 |
|
| R3 |
0.8201 |
0.8169 |
0.8069 |
|
| R2 |
0.8107 |
0.8107 |
0.8060 |
|
| R1 |
0.8075 |
0.8075 |
0.8052 |
0.8091 |
| PP |
0.8013 |
0.8013 |
0.8013 |
0.8021 |
| S1 |
0.7981 |
0.7981 |
0.8034 |
0.7997 |
| S2 |
0.7919 |
0.7919 |
0.8026 |
|
| S3 |
0.7825 |
0.7887 |
0.8017 |
|
| S4 |
0.7731 |
0.7793 |
0.7991 |
|
|
| 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% |
0.0071 |
0.9% |
85% |
False |
False |
2,723 |
| 10 |
0.8060 |
0.7891 |
0.0169 |
2.1% |
0.0073 |
0.9% |
90% |
False |
False |
1,981 |
| 20 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0081 |
1.0% |
84% |
False |
False |
1,321 |
| 40 |
0.8492 |
0.7802 |
0.0690 |
8.6% |
0.0083 |
1.0% |
35% |
False |
False |
915 |
| 60 |
0.8730 |
0.7802 |
0.0928 |
11.5% |
0.0070 |
0.9% |
26% |
False |
False |
746 |
| 80 |
0.8876 |
0.7802 |
0.1074 |
13.4% |
0.0063 |
0.8% |
22% |
False |
False |
579 |
| 100 |
0.8961 |
0.7802 |
0.1159 |
14.4% |
0.0058 |
0.7% |
21% |
False |
False |
473 |
| 120 |
0.9120 |
0.7802 |
0.1318 |
16.4% |
0.0053 |
0.7% |
18% |
False |
False |
398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8445 |
|
2.618 |
0.8291 |
|
1.618 |
0.8197 |
|
1.000 |
0.8139 |
|
0.618 |
0.8103 |
|
HIGH |
0.8045 |
|
0.618 |
0.8009 |
|
0.500 |
0.7998 |
|
0.382 |
0.7987 |
|
LOW |
0.7951 |
|
0.618 |
0.7893 |
|
1.000 |
0.7857 |
|
1.618 |
0.7799 |
|
2.618 |
0.7705 |
|
4.250 |
0.7552 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8028 |
0.8028 |
| PP |
0.8013 |
0.8013 |
| S1 |
0.7998 |
0.7998 |
|