CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8036 |
0.7995 |
-0.0041 |
-0.5% |
0.7984 |
| High |
0.8047 |
0.8015 |
-0.0032 |
-0.4% |
0.8047 |
| Low |
0.7975 |
0.7909 |
-0.0066 |
-0.8% |
0.7909 |
| Close |
0.7982 |
0.7917 |
-0.0065 |
-0.8% |
0.7917 |
| Range |
0.0072 |
0.0106 |
0.0034 |
47.2% |
0.0138 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.4% |
0.0000 |
| Volume |
3,290 |
9,922 |
6,632 |
201.6% |
24,909 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8265 |
0.8197 |
0.7975 |
|
| R3 |
0.8159 |
0.8091 |
0.7946 |
|
| R2 |
0.8053 |
0.8053 |
0.7936 |
|
| R1 |
0.7985 |
0.7985 |
0.7927 |
0.7966 |
| PP |
0.7947 |
0.7947 |
0.7947 |
0.7938 |
| S1 |
0.7879 |
0.7879 |
0.7907 |
0.7860 |
| S2 |
0.7841 |
0.7841 |
0.7898 |
|
| S3 |
0.7735 |
0.7773 |
0.7888 |
|
| S4 |
0.7629 |
0.7667 |
0.7859 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8372 |
0.8282 |
0.7993 |
|
| R3 |
0.8234 |
0.8144 |
0.7955 |
|
| R2 |
0.8096 |
0.8096 |
0.7942 |
|
| R1 |
0.8006 |
0.8006 |
0.7930 |
0.7982 |
| PP |
0.7958 |
0.7958 |
0.7958 |
0.7946 |
| S1 |
0.7868 |
0.7868 |
0.7904 |
0.7844 |
| S2 |
0.7820 |
0.7820 |
0.7892 |
|
| S3 |
0.7682 |
0.7730 |
0.7879 |
|
| S4 |
0.7544 |
0.7592 |
0.7841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8047 |
0.7909 |
0.0138 |
1.7% |
0.0078 |
1.0% |
6% |
False |
True |
4,981 |
| 10 |
0.8060 |
0.7891 |
0.0169 |
2.1% |
0.0075 |
1.0% |
15% |
False |
False |
3,014 |
| 20 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0078 |
1.0% |
24% |
False |
False |
1,884 |
| 40 |
0.8443 |
0.7802 |
0.0641 |
8.1% |
0.0085 |
1.1% |
18% |
False |
False |
1,224 |
| 60 |
0.8724 |
0.7802 |
0.0922 |
11.6% |
0.0072 |
0.9% |
12% |
False |
False |
962 |
| 80 |
0.8876 |
0.7802 |
0.1074 |
13.6% |
0.0064 |
0.8% |
11% |
False |
False |
743 |
| 100 |
0.8928 |
0.7802 |
0.1126 |
14.2% |
0.0059 |
0.7% |
10% |
False |
False |
604 |
| 120 |
0.9120 |
0.7802 |
0.1318 |
16.6% |
0.0054 |
0.7% |
9% |
False |
False |
507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8466 |
|
2.618 |
0.8293 |
|
1.618 |
0.8187 |
|
1.000 |
0.8121 |
|
0.618 |
0.8081 |
|
HIGH |
0.8015 |
|
0.618 |
0.7975 |
|
0.500 |
0.7962 |
|
0.382 |
0.7949 |
|
LOW |
0.7909 |
|
0.618 |
0.7843 |
|
1.000 |
0.7803 |
|
1.618 |
0.7737 |
|
2.618 |
0.7631 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7962 |
0.7978 |
| PP |
0.7947 |
0.7958 |
| S1 |
0.7932 |
0.7937 |
|