CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7937 |
0.7855 |
-0.0082 |
-1.0% |
0.7805 |
| High |
0.7986 |
0.7962 |
-0.0024 |
-0.3% |
0.8024 |
| Low |
0.7829 |
0.7850 |
0.0021 |
0.3% |
0.7781 |
| Close |
0.7841 |
0.7941 |
0.0100 |
1.3% |
0.7941 |
| Range |
0.0157 |
0.0112 |
-0.0045 |
-28.7% |
0.0243 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.3% |
0.0000 |
| Volume |
74,989 |
86,670 |
11,681 |
15.6% |
403,307 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8254 |
0.8209 |
0.8003 |
|
| R3 |
0.8142 |
0.8097 |
0.7972 |
|
| R2 |
0.8030 |
0.8030 |
0.7962 |
|
| R1 |
0.7985 |
0.7985 |
0.7951 |
0.8008 |
| PP |
0.7918 |
0.7918 |
0.7918 |
0.7929 |
| S1 |
0.7873 |
0.7873 |
0.7931 |
0.7896 |
| S2 |
0.7806 |
0.7806 |
0.7920 |
|
| S3 |
0.7694 |
0.7761 |
0.7910 |
|
| S4 |
0.7582 |
0.7649 |
0.7879 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8644 |
0.8536 |
0.8075 |
|
| R3 |
0.8401 |
0.8293 |
0.8008 |
|
| R2 |
0.8158 |
0.8158 |
0.7986 |
|
| R1 |
0.8050 |
0.8050 |
0.7963 |
0.8104 |
| PP |
0.7915 |
0.7915 |
0.7915 |
0.7943 |
| S1 |
0.7807 |
0.7807 |
0.7919 |
0.7861 |
| S2 |
0.7672 |
0.7672 |
0.7896 |
|
| S3 |
0.7429 |
0.7564 |
0.7874 |
|
| S4 |
0.7186 |
0.7321 |
0.7807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8024 |
0.7781 |
0.0243 |
3.1% |
0.0119 |
1.5% |
66% |
False |
False |
80,661 |
| 10 |
0.8024 |
0.7781 |
0.0243 |
3.1% |
0.0095 |
1.2% |
66% |
False |
False |
66,531 |
| 20 |
0.8060 |
0.7781 |
0.0279 |
3.5% |
0.0085 |
1.1% |
57% |
False |
False |
34,772 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0088 |
1.1% |
54% |
False |
False |
17,721 |
| 60 |
0.8613 |
0.7781 |
0.0832 |
10.5% |
0.0080 |
1.0% |
19% |
False |
False |
11,947 |
| 80 |
0.8863 |
0.7781 |
0.1082 |
13.6% |
0.0073 |
0.9% |
15% |
False |
False |
9,056 |
| 100 |
0.8928 |
0.7781 |
0.1147 |
14.4% |
0.0065 |
0.8% |
14% |
False |
False |
7,252 |
| 120 |
0.8966 |
0.7781 |
0.1185 |
14.9% |
0.0061 |
0.8% |
14% |
False |
False |
6,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8438 |
|
2.618 |
0.8255 |
|
1.618 |
0.8143 |
|
1.000 |
0.8074 |
|
0.618 |
0.8031 |
|
HIGH |
0.7962 |
|
0.618 |
0.7919 |
|
0.500 |
0.7906 |
|
0.382 |
0.7893 |
|
LOW |
0.7850 |
|
0.618 |
0.7781 |
|
1.000 |
0.7738 |
|
1.618 |
0.7669 |
|
2.618 |
0.7557 |
|
4.250 |
0.7374 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7929 |
0.7928 |
| PP |
0.7918 |
0.7915 |
| S1 |
0.7906 |
0.7903 |
|