CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7993 |
0.8036 |
0.0043 |
0.5% |
0.7970 |
| High |
0.8045 |
0.8047 |
0.0002 |
0.0% |
0.8060 |
| Low |
0.7951 |
0.7975 |
0.0024 |
0.3% |
0.7891 |
| Close |
0.8043 |
0.7982 |
-0.0061 |
-0.8% |
0.7979 |
| Range |
0.0094 |
0.0072 |
-0.0022 |
-23.4% |
0.0169 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
9,720 |
3,290 |
-6,430 |
-66.2% |
5,231 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8217 |
0.8172 |
0.8022 |
|
| R3 |
0.8145 |
0.8100 |
0.8002 |
|
| R2 |
0.8073 |
0.8073 |
0.7995 |
|
| R1 |
0.8028 |
0.8028 |
0.7989 |
0.8015 |
| PP |
0.8001 |
0.8001 |
0.8001 |
0.7995 |
| S1 |
0.7956 |
0.7956 |
0.7975 |
0.7943 |
| S2 |
0.7929 |
0.7929 |
0.7969 |
|
| S3 |
0.7857 |
0.7884 |
0.7962 |
|
| S4 |
0.7785 |
0.7812 |
0.7942 |
|
|
| 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 |
0.8047 |
0.7950 |
0.0097 |
1.2% |
0.0067 |
0.8% |
33% |
True |
False |
3,194 |
| 10 |
0.8060 |
0.7891 |
0.0169 |
2.1% |
0.0073 |
0.9% |
54% |
False |
False |
2,243 |
| 20 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0079 |
1.0% |
55% |
False |
False |
1,410 |
| 40 |
0.8443 |
0.7802 |
0.0641 |
8.0% |
0.0083 |
1.0% |
28% |
False |
False |
982 |
| 60 |
0.8724 |
0.7802 |
0.0922 |
11.6% |
0.0071 |
0.9% |
20% |
False |
False |
799 |
| 80 |
0.8876 |
0.7802 |
0.1074 |
13.5% |
0.0064 |
0.8% |
17% |
False |
False |
619 |
| 100 |
0.8928 |
0.7802 |
0.1126 |
14.1% |
0.0058 |
0.7% |
16% |
False |
False |
506 |
| 120 |
0.9120 |
0.7802 |
0.1318 |
16.5% |
0.0054 |
0.7% |
14% |
False |
False |
424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8353 |
|
2.618 |
0.8235 |
|
1.618 |
0.8163 |
|
1.000 |
0.8119 |
|
0.618 |
0.8091 |
|
HIGH |
0.8047 |
|
0.618 |
0.8019 |
|
0.500 |
0.8011 |
|
0.382 |
0.8003 |
|
LOW |
0.7975 |
|
0.618 |
0.7931 |
|
1.000 |
0.7903 |
|
1.618 |
0.7859 |
|
2.618 |
0.7787 |
|
4.250 |
0.7669 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8011 |
0.7999 |
| PP |
0.8001 |
0.7993 |
| S1 |
0.7992 |
0.7988 |
|