CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7855 |
0.7964 |
0.0109 |
1.4% |
0.7805 |
| High |
0.7962 |
0.7994 |
0.0032 |
0.4% |
0.8024 |
| Low |
0.7850 |
0.7918 |
0.0068 |
0.9% |
0.7781 |
| Close |
0.7941 |
0.7987 |
0.0046 |
0.6% |
0.7941 |
| Range |
0.0112 |
0.0076 |
-0.0036 |
-32.1% |
0.0243 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
86,670 |
54,685 |
-31,985 |
-36.9% |
403,307 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8194 |
0.8167 |
0.8029 |
|
| R3 |
0.8118 |
0.8091 |
0.8008 |
|
| R2 |
0.8042 |
0.8042 |
0.8001 |
|
| R1 |
0.8015 |
0.8015 |
0.7994 |
0.8029 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7973 |
| S1 |
0.7939 |
0.7939 |
0.7980 |
0.7953 |
| S2 |
0.7890 |
0.7890 |
0.7973 |
|
| S3 |
0.7814 |
0.7863 |
0.7966 |
|
| S4 |
0.7738 |
0.7787 |
0.7945 |
|
|
| 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 |
3.0% |
0.0124 |
1.5% |
85% |
False |
False |
76,847 |
| 10 |
0.8024 |
0.7781 |
0.0243 |
3.0% |
0.0100 |
1.2% |
85% |
False |
False |
69,027 |
| 20 |
0.8060 |
0.7781 |
0.0279 |
3.5% |
0.0086 |
1.1% |
74% |
False |
False |
37,470 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0089 |
1.1% |
70% |
False |
False |
19,078 |
| 60 |
0.8613 |
0.7781 |
0.0832 |
10.4% |
0.0080 |
1.0% |
25% |
False |
False |
12,856 |
| 80 |
0.8863 |
0.7781 |
0.1082 |
13.5% |
0.0073 |
0.9% |
19% |
False |
False |
9,736 |
| 100 |
0.8928 |
0.7781 |
0.1147 |
14.4% |
0.0065 |
0.8% |
18% |
False |
False |
7,799 |
| 120 |
0.8966 |
0.7781 |
0.1185 |
14.8% |
0.0061 |
0.8% |
17% |
False |
False |
6,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8317 |
|
2.618 |
0.8193 |
|
1.618 |
0.8117 |
|
1.000 |
0.8070 |
|
0.618 |
0.8041 |
|
HIGH |
0.7994 |
|
0.618 |
0.7965 |
|
0.500 |
0.7956 |
|
0.382 |
0.7947 |
|
LOW |
0.7918 |
|
0.618 |
0.7871 |
|
1.000 |
0.7842 |
|
1.618 |
0.7795 |
|
2.618 |
0.7719 |
|
4.250 |
0.7595 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7977 |
0.7962 |
| PP |
0.7966 |
0.7937 |
| S1 |
0.7956 |
0.7912 |
|