CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7908 |
0.7900 |
-0.0008 |
-0.1% |
0.7988 |
| High |
0.7924 |
0.7913 |
-0.0011 |
-0.1% |
0.8039 |
| Low |
0.7908 |
0.7865 |
-0.0043 |
-0.5% |
0.7904 |
| Close |
0.7923 |
0.7872 |
-0.0051 |
-0.6% |
0.7911 |
| Range |
0.0016 |
0.0048 |
0.0032 |
200.0% |
0.0135 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
268 |
69 |
-199 |
-74.3% |
1,569 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8027 |
0.7998 |
0.7898 |
|
| R3 |
0.7979 |
0.7950 |
0.7885 |
|
| R2 |
0.7931 |
0.7931 |
0.7881 |
|
| R1 |
0.7902 |
0.7902 |
0.7876 |
0.7893 |
| PP |
0.7883 |
0.7883 |
0.7883 |
0.7879 |
| S1 |
0.7854 |
0.7854 |
0.7868 |
0.7845 |
| S2 |
0.7835 |
0.7835 |
0.7863 |
|
| S3 |
0.7787 |
0.7806 |
0.7859 |
|
| S4 |
0.7739 |
0.7758 |
0.7846 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8356 |
0.8269 |
0.7985 |
|
| R3 |
0.8221 |
0.8134 |
0.7948 |
|
| R2 |
0.8086 |
0.8086 |
0.7936 |
|
| R1 |
0.7999 |
0.7999 |
0.7923 |
0.7975 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7940 |
| S1 |
0.7864 |
0.7864 |
0.7899 |
0.7840 |
| S2 |
0.7816 |
0.7816 |
0.7886 |
|
| S3 |
0.7681 |
0.7729 |
0.7874 |
|
| S4 |
0.7546 |
0.7594 |
0.7837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8039 |
0.7865 |
0.0174 |
2.2% |
0.0061 |
0.8% |
4% |
False |
True |
292 |
| 10 |
0.8050 |
0.7865 |
0.0185 |
2.4% |
0.0055 |
0.7% |
4% |
False |
True |
223 |
| 20 |
0.8075 |
0.7864 |
0.0211 |
2.7% |
0.0054 |
0.7% |
4% |
False |
False |
155 |
| 40 |
0.8383 |
0.7820 |
0.0563 |
7.2% |
0.0061 |
0.8% |
9% |
False |
False |
110 |
| 60 |
0.8627 |
0.7820 |
0.0807 |
10.3% |
0.0049 |
0.6% |
6% |
False |
False |
89 |
| 80 |
0.8843 |
0.7820 |
0.1023 |
13.0% |
0.0039 |
0.5% |
5% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8117 |
|
2.618 |
0.8039 |
|
1.618 |
0.7991 |
|
1.000 |
0.7961 |
|
0.618 |
0.7943 |
|
HIGH |
0.7913 |
|
0.618 |
0.7895 |
|
0.500 |
0.7889 |
|
0.382 |
0.7883 |
|
LOW |
0.7865 |
|
0.618 |
0.7835 |
|
1.000 |
0.7817 |
|
1.618 |
0.7787 |
|
2.618 |
0.7739 |
|
4.250 |
0.7661 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7889 |
0.7933 |
| PP |
0.7883 |
0.7912 |
| S1 |
0.7878 |
0.7892 |
|