CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7988 |
0.8027 |
0.0039 |
0.5% |
0.7925 |
| High |
0.8035 |
0.8039 |
0.0004 |
0.0% |
0.8050 |
| Low |
0.7960 |
0.7968 |
0.0008 |
0.1% |
0.7896 |
| Close |
0.8035 |
0.7974 |
-0.0061 |
-0.8% |
0.7972 |
| Range |
0.0075 |
0.0071 |
-0.0004 |
-5.3% |
0.0154 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.4% |
0.0000 |
| Volume |
261 |
758 |
497 |
190.4% |
386 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8207 |
0.8161 |
0.8013 |
|
| R3 |
0.8136 |
0.8090 |
0.7994 |
|
| R2 |
0.8065 |
0.8065 |
0.7987 |
|
| R1 |
0.8019 |
0.8019 |
0.7981 |
0.8007 |
| PP |
0.7994 |
0.7994 |
0.7994 |
0.7987 |
| S1 |
0.7948 |
0.7948 |
0.7967 |
0.7936 |
| S2 |
0.7923 |
0.7923 |
0.7961 |
|
| S3 |
0.7852 |
0.7877 |
0.7954 |
|
| S4 |
0.7781 |
0.7806 |
0.7935 |
|
|
| 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 |
0.8039 |
0.7950 |
0.0089 |
1.1% |
0.0050 |
0.6% |
27% |
True |
False |
298 |
| 10 |
0.8050 |
0.7896 |
0.0154 |
1.9% |
0.0057 |
0.7% |
51% |
False |
False |
219 |
| 20 |
0.8075 |
0.7864 |
0.0211 |
2.6% |
0.0052 |
0.7% |
52% |
False |
False |
136 |
| 40 |
0.8421 |
0.7820 |
0.0601 |
7.5% |
0.0059 |
0.7% |
26% |
False |
False |
101 |
| 60 |
0.8687 |
0.7820 |
0.0867 |
10.9% |
0.0048 |
0.6% |
18% |
False |
False |
82 |
| 80 |
0.8843 |
0.7820 |
0.1023 |
12.8% |
0.0037 |
0.5% |
15% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8341 |
|
2.618 |
0.8225 |
|
1.618 |
0.8154 |
|
1.000 |
0.8110 |
|
0.618 |
0.8083 |
|
HIGH |
0.8039 |
|
0.618 |
0.8012 |
|
0.500 |
0.8004 |
|
0.382 |
0.7995 |
|
LOW |
0.7968 |
|
0.618 |
0.7924 |
|
1.000 |
0.7897 |
|
1.618 |
0.7853 |
|
2.618 |
0.7782 |
|
4.250 |
0.7666 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8004 |
0.8000 |
| PP |
0.7994 |
0.7991 |
| S1 |
0.7984 |
0.7983 |
|