CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7988 |
0.8000 |
0.0012 |
0.2% |
0.7925 |
| High |
0.7988 |
0.8025 |
0.0037 |
0.5% |
0.8050 |
| Low |
0.7950 |
0.7992 |
0.0042 |
0.5% |
0.7896 |
| Close |
0.7956 |
0.7992 |
0.0036 |
0.5% |
0.7972 |
| Range |
0.0038 |
0.0033 |
-0.0005 |
-13.2% |
0.0154 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.2% |
0.0000 |
| Volume |
429 |
17 |
-412 |
-96.0% |
386 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8102 |
0.8080 |
0.8010 |
|
| R3 |
0.8069 |
0.8047 |
0.8001 |
|
| R2 |
0.8036 |
0.8036 |
0.7998 |
|
| R1 |
0.8014 |
0.8014 |
0.7995 |
0.8009 |
| PP |
0.8003 |
0.8003 |
0.8003 |
0.8000 |
| S1 |
0.7981 |
0.7981 |
0.7989 |
0.7976 |
| S2 |
0.7970 |
0.7970 |
0.7986 |
|
| S3 |
0.7937 |
0.7948 |
0.7983 |
|
| S4 |
0.7904 |
0.7915 |
0.7974 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8435 |
0.8357 |
0.8057 |
|
| R3 |
0.8281 |
0.8203 |
0.8014 |
|
| R2 |
0.8127 |
0.8127 |
0.8000 |
|
| R1 |
0.8049 |
0.8049 |
0.7986 |
0.8088 |
| PP |
0.7973 |
0.7973 |
0.7973 |
0.7992 |
| S1 |
0.7895 |
0.7895 |
0.7958 |
0.7934 |
| S2 |
0.7819 |
0.7819 |
0.7944 |
|
| S3 |
0.7665 |
0.7741 |
0.7930 |
|
| S4 |
0.7511 |
0.7587 |
0.7887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8050 |
0.7950 |
0.0100 |
1.3% |
0.0048 |
0.6% |
42% |
False |
False |
155 |
| 10 |
0.8050 |
0.7896 |
0.0154 |
1.9% |
0.0048 |
0.6% |
62% |
False |
False |
129 |
| 20 |
0.8075 |
0.7864 |
0.0211 |
2.6% |
0.0054 |
0.7% |
61% |
False |
False |
97 |
| 40 |
0.8460 |
0.7820 |
0.0640 |
8.0% |
0.0057 |
0.7% |
27% |
False |
False |
79 |
| 60 |
0.8723 |
0.7820 |
0.0903 |
11.3% |
0.0046 |
0.6% |
19% |
False |
False |
65 |
| 80 |
0.8843 |
0.7820 |
0.1023 |
12.8% |
0.0036 |
0.4% |
17% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8165 |
|
2.618 |
0.8111 |
|
1.618 |
0.8078 |
|
1.000 |
0.8058 |
|
0.618 |
0.8045 |
|
HIGH |
0.8025 |
|
0.618 |
0.8012 |
|
0.500 |
0.8009 |
|
0.382 |
0.8005 |
|
LOW |
0.7992 |
|
0.618 |
0.7972 |
|
1.000 |
0.7959 |
|
1.618 |
0.7939 |
|
2.618 |
0.7906 |
|
4.250 |
0.7852 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8009 |
0.7991 |
| PP |
0.8003 |
0.7989 |
| S1 |
0.7998 |
0.7988 |
|