CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.7926 |
-0.0074 |
-0.9% |
0.7964 |
| High |
0.8012 |
0.7930 |
-0.0082 |
-1.0% |
0.8049 |
| Low |
0.7916 |
0.7862 |
-0.0054 |
-0.7% |
0.7916 |
| Close |
0.7930 |
0.7875 |
-0.0055 |
-0.7% |
0.7930 |
| Range |
0.0096 |
0.0068 |
-0.0028 |
-29.2% |
0.0133 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
63,208 |
46,565 |
-16,643 |
-26.3% |
321,527 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8093 |
0.8052 |
0.7912 |
|
| R3 |
0.8025 |
0.7984 |
0.7894 |
|
| R2 |
0.7957 |
0.7957 |
0.7887 |
|
| R1 |
0.7916 |
0.7916 |
0.7881 |
0.7903 |
| PP |
0.7889 |
0.7889 |
0.7889 |
0.7882 |
| S1 |
0.7848 |
0.7848 |
0.7869 |
0.7835 |
| S2 |
0.7821 |
0.7821 |
0.7863 |
|
| S3 |
0.7753 |
0.7780 |
0.7856 |
|
| S4 |
0.7685 |
0.7712 |
0.7838 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8364 |
0.8280 |
0.8003 |
|
| R3 |
0.8231 |
0.8147 |
0.7967 |
|
| R2 |
0.8098 |
0.8098 |
0.7954 |
|
| R1 |
0.8014 |
0.8014 |
0.7942 |
0.7990 |
| PP |
0.7965 |
0.7965 |
0.7965 |
0.7953 |
| S1 |
0.7881 |
0.7881 |
0.7918 |
0.7857 |
| S2 |
0.7832 |
0.7832 |
0.7906 |
|
| S3 |
0.7699 |
0.7748 |
0.7893 |
|
| S4 |
0.7566 |
0.7615 |
0.7857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8049 |
0.7862 |
0.0187 |
2.4% |
0.0072 |
0.9% |
7% |
False |
True |
62,681 |
| 10 |
0.8049 |
0.7781 |
0.0268 |
3.4% |
0.0098 |
1.2% |
35% |
False |
False |
69,764 |
| 20 |
0.8049 |
0.7781 |
0.0268 |
3.4% |
0.0087 |
1.1% |
35% |
False |
False |
52,864 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0087 |
1.1% |
32% |
False |
False |
26,873 |
| 60 |
0.8563 |
0.7781 |
0.0782 |
9.9% |
0.0084 |
1.1% |
12% |
False |
False |
18,071 |
| 80 |
0.8775 |
0.7781 |
0.0994 |
12.6% |
0.0073 |
0.9% |
9% |
False |
False |
13,645 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.9% |
0.0067 |
0.9% |
9% |
False |
False |
10,931 |
| 120 |
0.8961 |
0.7781 |
0.1180 |
15.0% |
0.0062 |
0.8% |
8% |
False |
False |
9,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8219 |
|
2.618 |
0.8108 |
|
1.618 |
0.8040 |
|
1.000 |
0.7998 |
|
0.618 |
0.7972 |
|
HIGH |
0.7930 |
|
0.618 |
0.7904 |
|
0.500 |
0.7896 |
|
0.382 |
0.7888 |
|
LOW |
0.7862 |
|
0.618 |
0.7820 |
|
1.000 |
0.7794 |
|
1.618 |
0.7752 |
|
2.618 |
0.7684 |
|
4.250 |
0.7573 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7896 |
0.7956 |
| PP |
0.7889 |
0.7929 |
| S1 |
0.7882 |
0.7902 |
|