CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7870 |
0.7834 |
-0.0036 |
-0.5% |
0.7984 |
| High |
0.7884 |
0.7920 |
0.0036 |
0.5% |
0.8047 |
| Low |
0.7801 |
0.7820 |
0.0019 |
0.2% |
0.7909 |
| Close |
0.7824 |
0.7855 |
0.0031 |
0.4% |
0.7917 |
| Range |
0.0083 |
0.0100 |
0.0017 |
20.5% |
0.0138 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.1% |
0.0000 |
| Volume |
63,590 |
43,273 |
-20,317 |
-31.9% |
24,909 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8165 |
0.8110 |
0.7910 |
|
| R3 |
0.8065 |
0.8010 |
0.7883 |
|
| R2 |
0.7965 |
0.7965 |
0.7873 |
|
| R1 |
0.7910 |
0.7910 |
0.7864 |
0.7938 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7879 |
| S1 |
0.7810 |
0.7810 |
0.7846 |
0.7838 |
| S2 |
0.7765 |
0.7765 |
0.7837 |
|
| S3 |
0.7665 |
0.7710 |
0.7828 |
|
| S4 |
0.7565 |
0.7610 |
0.7800 |
|
|
| 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 |
0.8015 |
0.7801 |
0.0214 |
2.7% |
0.0076 |
1.0% |
25% |
False |
False |
35,547 |
| 10 |
0.8047 |
0.7801 |
0.0246 |
3.1% |
0.0071 |
0.9% |
22% |
False |
False |
19,370 |
| 20 |
0.8076 |
0.7801 |
0.0275 |
3.5% |
0.0075 |
1.0% |
20% |
False |
False |
10,155 |
| 40 |
0.8435 |
0.7801 |
0.0634 |
8.1% |
0.0087 |
1.1% |
9% |
False |
False |
5,402 |
| 60 |
0.8613 |
0.7801 |
0.0812 |
10.3% |
0.0073 |
0.9% |
7% |
False |
False |
3,732 |
| 80 |
0.8876 |
0.7801 |
0.1075 |
13.7% |
0.0066 |
0.8% |
5% |
False |
False |
2,839 |
| 100 |
0.8928 |
0.7801 |
0.1127 |
14.3% |
0.0060 |
0.8% |
5% |
False |
False |
2,282 |
| 120 |
0.9120 |
0.7801 |
0.1319 |
16.8% |
0.0056 |
0.7% |
4% |
False |
False |
1,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8345 |
|
2.618 |
0.8182 |
|
1.618 |
0.8082 |
|
1.000 |
0.8020 |
|
0.618 |
0.7982 |
|
HIGH |
0.7920 |
|
0.618 |
0.7882 |
|
0.500 |
0.7870 |
|
0.382 |
0.7858 |
|
LOW |
0.7820 |
|
0.618 |
0.7758 |
|
1.000 |
0.7720 |
|
1.618 |
0.7658 |
|
2.618 |
0.7558 |
|
4.250 |
0.7395 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7870 |
0.7863 |
| PP |
0.7865 |
0.7860 |
| S1 |
0.7860 |
0.7858 |
|