CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7877 |
0.7879 |
0.0002 |
0.0% |
0.7964 |
| High |
0.7896 |
0.7944 |
0.0048 |
0.6% |
0.8049 |
| Low |
0.7814 |
0.7860 |
0.0046 |
0.6% |
0.7916 |
| Close |
0.7892 |
0.7916 |
0.0024 |
0.3% |
0.7930 |
| Range |
0.0082 |
0.0084 |
0.0002 |
2.4% |
0.0133 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
79,032 |
59,634 |
-19,398 |
-24.5% |
321,527 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8159 |
0.8121 |
0.7962 |
|
| R3 |
0.8075 |
0.8037 |
0.7939 |
|
| R2 |
0.7991 |
0.7991 |
0.7931 |
|
| R1 |
0.7953 |
0.7953 |
0.7924 |
0.7972 |
| PP |
0.7907 |
0.7907 |
0.7907 |
0.7916 |
| S1 |
0.7869 |
0.7869 |
0.7908 |
0.7888 |
| S2 |
0.7823 |
0.7823 |
0.7901 |
|
| S3 |
0.7739 |
0.7785 |
0.7893 |
|
| S4 |
0.7655 |
0.7701 |
0.7870 |
|
|
| 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% |
0.0082 |
1.0% |
43% |
False |
False |
65,446 |
| 10 |
0.8049 |
0.7814 |
0.0235 |
3.0% |
0.0087 |
1.1% |
43% |
False |
False |
66,841 |
| 20 |
0.8049 |
0.7781 |
0.0268 |
3.4% |
0.0087 |
1.1% |
50% |
False |
False |
59,264 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0084 |
1.1% |
46% |
False |
False |
30,292 |
| 60 |
0.8492 |
0.7781 |
0.0711 |
9.0% |
0.0084 |
1.1% |
19% |
False |
False |
20,364 |
| 80 |
0.8730 |
0.7781 |
0.0949 |
12.0% |
0.0075 |
0.9% |
14% |
False |
False |
15,375 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.8% |
0.0068 |
0.9% |
12% |
False |
False |
12,316 |
| 120 |
0.8961 |
0.7781 |
0.1180 |
14.9% |
0.0063 |
0.8% |
11% |
False |
False |
10,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8301 |
|
2.618 |
0.8164 |
|
1.618 |
0.8080 |
|
1.000 |
0.8028 |
|
0.618 |
0.7996 |
|
HIGH |
0.7944 |
|
0.618 |
0.7912 |
|
0.500 |
0.7902 |
|
0.382 |
0.7892 |
|
LOW |
0.7860 |
|
0.618 |
0.7808 |
|
1.000 |
0.7776 |
|
1.618 |
0.7724 |
|
2.618 |
0.7640 |
|
4.250 |
0.7503 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7911 |
0.7904 |
| PP |
0.7907 |
0.7891 |
| S1 |
0.7902 |
0.7879 |
|