CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7922 |
0.7870 |
-0.0052 |
-0.7% |
0.7984 |
| High |
0.7925 |
0.7884 |
-0.0041 |
-0.5% |
0.8047 |
| Low |
0.7869 |
0.7801 |
-0.0068 |
-0.9% |
0.7909 |
| Close |
0.7879 |
0.7824 |
-0.0055 |
-0.7% |
0.7917 |
| Range |
0.0056 |
0.0083 |
0.0027 |
48.2% |
0.0138 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
31,224 |
63,590 |
32,366 |
103.7% |
24,909 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8085 |
0.8038 |
0.7870 |
|
| R3 |
0.8002 |
0.7955 |
0.7847 |
|
| R2 |
0.7919 |
0.7919 |
0.7839 |
|
| R1 |
0.7872 |
0.7872 |
0.7832 |
0.7854 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7828 |
| S1 |
0.7789 |
0.7789 |
0.7816 |
0.7771 |
| S2 |
0.7753 |
0.7753 |
0.7809 |
|
| S3 |
0.7670 |
0.7706 |
0.7801 |
|
| S4 |
0.7587 |
0.7623 |
0.7778 |
|
|
| 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 |
0.7801 |
0.0246 |
3.1% |
0.0070 |
0.9% |
9% |
False |
True |
27,550 |
| 10 |
0.8060 |
0.7801 |
0.0259 |
3.3% |
0.0070 |
0.9% |
9% |
False |
True |
15,136 |
| 20 |
0.8076 |
0.7801 |
0.0275 |
3.5% |
0.0073 |
0.9% |
8% |
False |
True |
8,022 |
| 40 |
0.8435 |
0.7801 |
0.0634 |
8.1% |
0.0085 |
1.1% |
4% |
False |
True |
4,326 |
| 60 |
0.8641 |
0.7801 |
0.0840 |
10.7% |
0.0073 |
0.9% |
3% |
False |
True |
3,024 |
| 80 |
0.8876 |
0.7801 |
0.1075 |
13.7% |
0.0065 |
0.8% |
2% |
False |
True |
2,299 |
| 100 |
0.8928 |
0.7801 |
0.1127 |
14.4% |
0.0060 |
0.8% |
2% |
False |
True |
1,849 |
| 120 |
0.9120 |
0.7801 |
0.1319 |
16.9% |
0.0055 |
0.7% |
2% |
False |
True |
1,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8237 |
|
2.618 |
0.8101 |
|
1.618 |
0.8018 |
|
1.000 |
0.7967 |
|
0.618 |
0.7935 |
|
HIGH |
0.7884 |
|
0.618 |
0.7852 |
|
0.500 |
0.7843 |
|
0.382 |
0.7833 |
|
LOW |
0.7801 |
|
0.618 |
0.7750 |
|
1.000 |
0.7718 |
|
1.618 |
0.7667 |
|
2.618 |
0.7584 |
|
4.250 |
0.7448 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7843 |
0.7872 |
| PP |
0.7836 |
0.7856 |
| S1 |
0.7830 |
0.7840 |
|