CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7964 |
0.7980 |
0.0016 |
0.2% |
0.7805 |
| High |
0.7994 |
0.8037 |
0.0043 |
0.5% |
0.8024 |
| Low |
0.7918 |
0.7961 |
0.0043 |
0.5% |
0.7781 |
| Close |
0.7987 |
0.7992 |
0.0005 |
0.1% |
0.7941 |
| Range |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0243 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
54,685 |
65,497 |
10,812 |
19.8% |
403,307 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8225 |
0.8184 |
0.8034 |
|
| R3 |
0.8149 |
0.8108 |
0.8013 |
|
| R2 |
0.8073 |
0.8073 |
0.8006 |
|
| R1 |
0.8032 |
0.8032 |
0.7999 |
0.8053 |
| PP |
0.7997 |
0.7997 |
0.7997 |
0.8007 |
| S1 |
0.7956 |
0.7956 |
0.7985 |
0.7977 |
| S2 |
0.7921 |
0.7921 |
0.7978 |
|
| S3 |
0.7845 |
0.7880 |
0.7971 |
|
| S4 |
0.7769 |
0.7804 |
0.7950 |
|
|
| 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 |
0.8037 |
0.7781 |
0.0256 |
3.2% |
0.0133 |
1.7% |
82% |
True |
False |
79,048 |
| 10 |
0.8037 |
0.7781 |
0.0256 |
3.2% |
0.0102 |
1.3% |
82% |
True |
False |
72,454 |
| 20 |
0.8060 |
0.7781 |
0.0279 |
3.5% |
0.0085 |
1.1% |
76% |
False |
False |
40,690 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0089 |
1.1% |
72% |
False |
False |
20,708 |
| 60 |
0.8613 |
0.7781 |
0.0832 |
10.4% |
0.0081 |
1.0% |
25% |
False |
False |
13,944 |
| 80 |
0.8863 |
0.7781 |
0.1082 |
13.5% |
0.0074 |
0.9% |
20% |
False |
False |
10,555 |
| 100 |
0.8928 |
0.7781 |
0.1147 |
14.4% |
0.0066 |
0.8% |
18% |
False |
False |
8,453 |
| 120 |
0.8966 |
0.7781 |
0.1185 |
14.8% |
0.0062 |
0.8% |
18% |
False |
False |
7,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8360 |
|
2.618 |
0.8236 |
|
1.618 |
0.8160 |
|
1.000 |
0.8113 |
|
0.618 |
0.8084 |
|
HIGH |
0.8037 |
|
0.618 |
0.8008 |
|
0.500 |
0.7999 |
|
0.382 |
0.7990 |
|
LOW |
0.7961 |
|
0.618 |
0.7914 |
|
1.000 |
0.7885 |
|
1.618 |
0.7838 |
|
2.618 |
0.7762 |
|
4.250 |
0.7638 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7999 |
0.7976 |
| PP |
0.7997 |
0.7960 |
| S1 |
0.7994 |
0.7944 |
|