CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7980 |
0.7993 |
0.0013 |
0.2% |
0.7805 |
| High |
0.8037 |
0.8008 |
-0.0029 |
-0.4% |
0.8024 |
| Low |
0.7961 |
0.7965 |
0.0004 |
0.1% |
0.7781 |
| Close |
0.7992 |
0.7980 |
-0.0012 |
-0.2% |
0.7941 |
| Range |
0.0076 |
0.0043 |
-0.0033 |
-43.4% |
0.0243 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
65,497 |
59,342 |
-6,155 |
-9.4% |
403,307 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8113 |
0.8090 |
0.8004 |
|
| R3 |
0.8070 |
0.8047 |
0.7992 |
|
| R2 |
0.8027 |
0.8027 |
0.7988 |
|
| R1 |
0.8004 |
0.8004 |
0.7984 |
0.7994 |
| PP |
0.7984 |
0.7984 |
0.7984 |
0.7980 |
| S1 |
0.7961 |
0.7961 |
0.7976 |
0.7951 |
| S2 |
0.7941 |
0.7941 |
0.7972 |
|
| S3 |
0.7898 |
0.7918 |
0.7968 |
|
| S4 |
0.7855 |
0.7875 |
0.7956 |
|
|
| 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 |
0.7829 |
0.0208 |
2.6% |
0.0093 |
1.2% |
73% |
False |
False |
68,236 |
| 10 |
0.8037 |
0.7781 |
0.0256 |
3.2% |
0.0098 |
1.2% |
78% |
False |
False |
72,029 |
| 20 |
0.8060 |
0.7781 |
0.0279 |
3.5% |
0.0084 |
1.1% |
71% |
False |
False |
43,583 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0088 |
1.1% |
67% |
False |
False |
22,188 |
| 60 |
0.8613 |
0.7781 |
0.0832 |
10.4% |
0.0082 |
1.0% |
24% |
False |
False |
14,931 |
| 80 |
0.8810 |
0.7781 |
0.1029 |
12.9% |
0.0074 |
0.9% |
19% |
False |
False |
11,296 |
| 100 |
0.8892 |
0.7781 |
0.1111 |
13.9% |
0.0066 |
0.8% |
18% |
False |
False |
9,047 |
| 120 |
0.8966 |
0.7781 |
0.1185 |
14.8% |
0.0062 |
0.8% |
17% |
False |
False |
7,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8191 |
|
2.618 |
0.8121 |
|
1.618 |
0.8078 |
|
1.000 |
0.8051 |
|
0.618 |
0.8035 |
|
HIGH |
0.8008 |
|
0.618 |
0.7992 |
|
0.500 |
0.7987 |
|
0.382 |
0.7981 |
|
LOW |
0.7965 |
|
0.618 |
0.7938 |
|
1.000 |
0.7922 |
|
1.618 |
0.7895 |
|
2.618 |
0.7852 |
|
4.250 |
0.7782 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7987 |
0.7979 |
| PP |
0.7984 |
0.7978 |
| S1 |
0.7982 |
0.7978 |
|