CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7805 |
0.7815 |
0.0010 |
0.1% |
0.7912 |
| High |
0.7842 |
0.7834 |
-0.0008 |
-0.1% |
0.7942 |
| Low |
0.7790 |
0.7804 |
0.0014 |
0.2% |
0.7787 |
| Close |
0.7816 |
0.7818 |
0.0002 |
0.0% |
0.7802 |
| Range |
0.0052 |
0.0030 |
-0.0022 |
-42.3% |
0.0155 |
| ATR |
0.0078 |
0.0074 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
73,757 |
54,489 |
-19,268 |
-26.1% |
262,004 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7893 |
0.7835 |
|
| R3 |
0.7879 |
0.7863 |
0.7826 |
|
| R2 |
0.7849 |
0.7849 |
0.7824 |
|
| R1 |
0.7833 |
0.7833 |
0.7821 |
0.7841 |
| PP |
0.7819 |
0.7819 |
0.7819 |
0.7823 |
| S1 |
0.7803 |
0.7803 |
0.7815 |
0.7811 |
| S2 |
0.7789 |
0.7789 |
0.7813 |
|
| S3 |
0.7759 |
0.7773 |
0.7810 |
|
| S4 |
0.7729 |
0.7743 |
0.7802 |
|
|
| 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 |
0.7920 |
0.7787 |
0.0133 |
1.7% |
0.0071 |
0.9% |
23% |
False |
False |
65,860 |
| 10 |
0.8047 |
0.7787 |
0.0260 |
3.3% |
0.0071 |
0.9% |
12% |
False |
False |
41,318 |
| 20 |
0.8064 |
0.7787 |
0.0277 |
3.5% |
0.0070 |
0.9% |
11% |
False |
False |
21,177 |
| 40 |
0.8340 |
0.7787 |
0.0553 |
7.1% |
0.0085 |
1.1% |
6% |
False |
False |
10,930 |
| 60 |
0.8613 |
0.7787 |
0.0826 |
10.6% |
0.0074 |
0.9% |
4% |
False |
False |
7,432 |
| 80 |
0.8876 |
0.7787 |
0.1089 |
13.9% |
0.0068 |
0.9% |
3% |
False |
False |
5,619 |
| 100 |
0.8928 |
0.7787 |
0.1141 |
14.6% |
0.0061 |
0.8% |
3% |
False |
False |
4,503 |
| 120 |
0.8987 |
0.7787 |
0.1200 |
15.3% |
0.0057 |
0.7% |
3% |
False |
False |
3,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7962 |
|
2.618 |
0.7913 |
|
1.618 |
0.7883 |
|
1.000 |
0.7864 |
|
0.618 |
0.7853 |
|
HIGH |
0.7834 |
|
0.618 |
0.7823 |
|
0.500 |
0.7819 |
|
0.382 |
0.7815 |
|
LOW |
0.7804 |
|
0.618 |
0.7785 |
|
1.000 |
0.7774 |
|
1.618 |
0.7755 |
|
2.618 |
0.7725 |
|
4.250 |
0.7677 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7819 |
0.7831 |
| PP |
0.7819 |
0.7827 |
| S1 |
0.7818 |
0.7822 |
|