CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7834 |
0.7870 |
0.0036 |
0.5% |
0.7912 |
| High |
0.7920 |
0.7875 |
-0.0045 |
-0.6% |
0.7942 |
| Low |
0.7820 |
0.7787 |
-0.0033 |
-0.4% |
0.7787 |
| Close |
0.7855 |
0.7802 |
-0.0053 |
-0.7% |
0.7802 |
| Range |
0.0100 |
0.0088 |
-0.0012 |
-12.0% |
0.0155 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.8% |
0.0000 |
| Volume |
43,273 |
94,191 |
50,918 |
117.7% |
262,004 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8085 |
0.8032 |
0.7850 |
|
| R3 |
0.7997 |
0.7944 |
0.7826 |
|
| R2 |
0.7909 |
0.7909 |
0.7818 |
|
| R1 |
0.7856 |
0.7856 |
0.7810 |
0.7839 |
| PP |
0.7821 |
0.7821 |
0.7821 |
0.7813 |
| S1 |
0.7768 |
0.7768 |
0.7794 |
0.7751 |
| S2 |
0.7733 |
0.7733 |
0.7786 |
|
| S3 |
0.7645 |
0.7680 |
0.7778 |
|
| S4 |
0.7557 |
0.7592 |
0.7754 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8309 |
0.8210 |
0.7887 |
|
| R3 |
0.8154 |
0.8055 |
0.7845 |
|
| R2 |
0.7999 |
0.7999 |
0.7830 |
|
| R1 |
0.7900 |
0.7900 |
0.7816 |
0.7872 |
| PP |
0.7844 |
0.7844 |
0.7844 |
0.7830 |
| S1 |
0.7745 |
0.7745 |
0.7788 |
0.7717 |
| S2 |
0.7689 |
0.7689 |
0.7774 |
|
| S3 |
0.7534 |
0.7590 |
0.7759 |
|
| S4 |
0.7379 |
0.7435 |
0.7717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7942 |
0.7787 |
0.0155 |
2.0% |
0.0072 |
0.9% |
10% |
False |
True |
52,400 |
| 10 |
0.8047 |
0.7787 |
0.0260 |
3.3% |
0.0075 |
1.0% |
6% |
False |
True |
28,691 |
| 20 |
0.8076 |
0.7787 |
0.0289 |
3.7% |
0.0073 |
0.9% |
5% |
False |
True |
14,850 |
| 40 |
0.8435 |
0.7787 |
0.0648 |
8.3% |
0.0087 |
1.1% |
2% |
False |
True |
7,740 |
| 60 |
0.8613 |
0.7787 |
0.0826 |
10.6% |
0.0074 |
1.0% |
2% |
False |
True |
5,300 |
| 80 |
0.8876 |
0.7787 |
0.1089 |
14.0% |
0.0067 |
0.9% |
1% |
False |
True |
4,016 |
| 100 |
0.8928 |
0.7787 |
0.1141 |
14.6% |
0.0061 |
0.8% |
1% |
False |
True |
3,222 |
| 120 |
0.9011 |
0.7787 |
0.1224 |
15.7% |
0.0056 |
0.7% |
1% |
False |
True |
2,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8249 |
|
2.618 |
0.8105 |
|
1.618 |
0.8017 |
|
1.000 |
0.7963 |
|
0.618 |
0.7929 |
|
HIGH |
0.7875 |
|
0.618 |
0.7841 |
|
0.500 |
0.7831 |
|
0.382 |
0.7821 |
|
LOW |
0.7787 |
|
0.618 |
0.7733 |
|
1.000 |
0.7699 |
|
1.618 |
0.7645 |
|
2.618 |
0.7557 |
|
4.250 |
0.7413 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7831 |
0.7854 |
| PP |
0.7821 |
0.7836 |
| S1 |
0.7812 |
0.7819 |
|