CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7926 |
0.7877 |
-0.0049 |
-0.6% |
0.7964 |
| High |
0.7930 |
0.7896 |
-0.0034 |
-0.4% |
0.8049 |
| Low |
0.7862 |
0.7814 |
-0.0048 |
-0.6% |
0.7916 |
| Close |
0.7875 |
0.7892 |
0.0017 |
0.2% |
0.7930 |
| Range |
0.0068 |
0.0082 |
0.0014 |
20.6% |
0.0133 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
46,565 |
79,032 |
32,467 |
69.7% |
321,527 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8113 |
0.8085 |
0.7937 |
|
| R3 |
0.8031 |
0.8003 |
0.7915 |
|
| R2 |
0.7949 |
0.7949 |
0.7907 |
|
| R1 |
0.7921 |
0.7921 |
0.7900 |
0.7935 |
| PP |
0.7867 |
0.7867 |
0.7867 |
0.7875 |
| S1 |
0.7839 |
0.7839 |
0.7884 |
0.7853 |
| S2 |
0.7785 |
0.7785 |
0.7877 |
|
| S3 |
0.7703 |
0.7757 |
0.7869 |
|
| S4 |
0.7621 |
0.7675 |
0.7847 |
|
|
| 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 |
0.7814 |
0.0235 |
3.0% |
0.0073 |
0.9% |
33% |
False |
True |
65,388 |
| 10 |
0.8049 |
0.7781 |
0.0268 |
3.4% |
0.0103 |
1.3% |
41% |
False |
False |
72,218 |
| 20 |
0.8049 |
0.7781 |
0.0268 |
3.4% |
0.0087 |
1.1% |
41% |
False |
False |
56,768 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0086 |
1.1% |
38% |
False |
False |
28,821 |
| 60 |
0.8492 |
0.7781 |
0.0711 |
9.0% |
0.0084 |
1.1% |
16% |
False |
False |
19,382 |
| 80 |
0.8775 |
0.7781 |
0.0994 |
12.6% |
0.0074 |
0.9% |
11% |
False |
False |
14,632 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.9% |
0.0068 |
0.9% |
10% |
False |
False |
11,720 |
| 120 |
0.8961 |
0.7781 |
0.1180 |
15.0% |
0.0063 |
0.8% |
9% |
False |
False |
9,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8245 |
|
2.618 |
0.8111 |
|
1.618 |
0.8029 |
|
1.000 |
0.7978 |
|
0.618 |
0.7947 |
|
HIGH |
0.7896 |
|
0.618 |
0.7865 |
|
0.500 |
0.7855 |
|
0.382 |
0.7845 |
|
LOW |
0.7814 |
|
0.618 |
0.7763 |
|
1.000 |
0.7732 |
|
1.618 |
0.7681 |
|
2.618 |
0.7599 |
|
4.250 |
0.7466 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7880 |
0.7913 |
| PP |
0.7867 |
0.7906 |
| S1 |
0.7855 |
0.7899 |
|