CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.7988 |
-0.0012 |
-0.2% |
0.7925 |
| High |
0.8025 |
0.8035 |
0.0010 |
0.1% |
0.8050 |
| Low |
0.7992 |
0.7960 |
-0.0032 |
-0.4% |
0.7896 |
| Close |
0.7992 |
0.8035 |
0.0043 |
0.5% |
0.7972 |
| Range |
0.0033 |
0.0075 |
0.0042 |
127.3% |
0.0154 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
| Volume |
17 |
261 |
244 |
1,435.3% |
386 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8235 |
0.8210 |
0.8076 |
|
| R3 |
0.8160 |
0.8135 |
0.8056 |
|
| R2 |
0.8085 |
0.8085 |
0.8049 |
|
| R1 |
0.8060 |
0.8060 |
0.8042 |
0.8073 |
| PP |
0.8010 |
0.8010 |
0.8010 |
0.8016 |
| S1 |
0.7985 |
0.7985 |
0.8028 |
0.7998 |
| S2 |
0.7935 |
0.7935 |
0.8021 |
|
| S3 |
0.7860 |
0.7910 |
0.8014 |
|
| S4 |
0.7785 |
0.7835 |
0.7994 |
|
|
| 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 |
1.2% |
0.0054 |
0.7% |
85% |
False |
False |
155 |
| 10 |
0.8050 |
0.7896 |
0.0154 |
1.9% |
0.0054 |
0.7% |
90% |
False |
False |
144 |
| 20 |
0.8075 |
0.7864 |
0.0211 |
2.6% |
0.0053 |
0.7% |
81% |
False |
False |
103 |
| 40 |
0.8446 |
0.7820 |
0.0626 |
7.8% |
0.0058 |
0.7% |
34% |
False |
False |
84 |
| 60 |
0.8710 |
0.7820 |
0.0890 |
11.1% |
0.0047 |
0.6% |
24% |
False |
False |
70 |
| 80 |
0.8843 |
0.7820 |
0.1023 |
12.7% |
0.0037 |
0.5% |
21% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8354 |
|
2.618 |
0.8231 |
|
1.618 |
0.8156 |
|
1.000 |
0.8110 |
|
0.618 |
0.8081 |
|
HIGH |
0.8035 |
|
0.618 |
0.8006 |
|
0.500 |
0.7998 |
|
0.382 |
0.7989 |
|
LOW |
0.7960 |
|
0.618 |
0.7914 |
|
1.000 |
0.7885 |
|
1.618 |
0.7839 |
|
2.618 |
0.7764 |
|
4.250 |
0.7641 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8023 |
0.8021 |
| PP |
0.8010 |
0.8007 |
| S1 |
0.7998 |
0.7993 |
|