CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7870 |
0.7805 |
-0.0065 |
-0.8% |
0.7912 |
| High |
0.7875 |
0.7842 |
-0.0033 |
-0.4% |
0.7942 |
| Low |
0.7787 |
0.7790 |
0.0003 |
0.0% |
0.7787 |
| Close |
0.7802 |
0.7816 |
0.0014 |
0.2% |
0.7802 |
| Range |
0.0088 |
0.0052 |
-0.0036 |
-40.9% |
0.0155 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
94,191 |
73,757 |
-20,434 |
-21.7% |
262,004 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7972 |
0.7946 |
0.7845 |
|
| R3 |
0.7920 |
0.7894 |
0.7830 |
|
| R2 |
0.7868 |
0.7868 |
0.7826 |
|
| R1 |
0.7842 |
0.7842 |
0.7821 |
0.7855 |
| PP |
0.7816 |
0.7816 |
0.7816 |
0.7823 |
| S1 |
0.7790 |
0.7790 |
0.7811 |
0.7803 |
| S2 |
0.7764 |
0.7764 |
0.7806 |
|
| S3 |
0.7712 |
0.7738 |
0.7802 |
|
| S4 |
0.7660 |
0.7686 |
0.7787 |
|
|
| 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 |
0.7925 |
0.7787 |
0.0138 |
1.8% |
0.0076 |
1.0% |
21% |
False |
False |
61,207 |
| 10 |
0.8047 |
0.7787 |
0.0260 |
3.3% |
0.0075 |
1.0% |
11% |
False |
False |
35,964 |
| 20 |
0.8076 |
0.7787 |
0.0289 |
3.7% |
0.0072 |
0.9% |
10% |
False |
False |
18,509 |
| 40 |
0.8340 |
0.7787 |
0.0553 |
7.1% |
0.0086 |
1.1% |
5% |
False |
False |
9,580 |
| 60 |
0.8613 |
0.7787 |
0.0826 |
10.6% |
0.0074 |
1.0% |
4% |
False |
False |
6,526 |
| 80 |
0.8876 |
0.7787 |
0.1089 |
13.9% |
0.0067 |
0.9% |
3% |
False |
False |
4,938 |
| 100 |
0.8928 |
0.7787 |
0.1141 |
14.6% |
0.0061 |
0.8% |
3% |
False |
False |
3,959 |
| 120 |
0.8987 |
0.7787 |
0.1200 |
15.4% |
0.0057 |
0.7% |
2% |
False |
False |
3,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8063 |
|
2.618 |
0.7978 |
|
1.618 |
0.7926 |
|
1.000 |
0.7894 |
|
0.618 |
0.7874 |
|
HIGH |
0.7842 |
|
0.618 |
0.7822 |
|
0.500 |
0.7816 |
|
0.382 |
0.7810 |
|
LOW |
0.7790 |
|
0.618 |
0.7758 |
|
1.000 |
0.7738 |
|
1.618 |
0.7706 |
|
2.618 |
0.7654 |
|
4.250 |
0.7569 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7816 |
0.7854 |
| PP |
0.7816 |
0.7841 |
| S1 |
0.7816 |
0.7829 |
|