CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7900 |
0.7861 |
-0.0039 |
-0.5% |
0.7988 |
| High |
0.7913 |
0.7866 |
-0.0047 |
-0.6% |
0.8039 |
| Low |
0.7865 |
0.7800 |
-0.0065 |
-0.8% |
0.7904 |
| Close |
0.7872 |
0.7817 |
-0.0055 |
-0.7% |
0.7911 |
| Range |
0.0048 |
0.0066 |
0.0018 |
37.5% |
0.0135 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
| Volume |
69 |
104 |
35 |
50.7% |
1,569 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8026 |
0.7987 |
0.7853 |
|
| R3 |
0.7960 |
0.7921 |
0.7835 |
|
| R2 |
0.7894 |
0.7894 |
0.7829 |
|
| R1 |
0.7855 |
0.7855 |
0.7823 |
0.7842 |
| PP |
0.7828 |
0.7828 |
0.7828 |
0.7821 |
| S1 |
0.7789 |
0.7789 |
0.7811 |
0.7776 |
| S2 |
0.7762 |
0.7762 |
0.7805 |
|
| S3 |
0.7696 |
0.7723 |
0.7799 |
|
| S4 |
0.7630 |
0.7657 |
0.7781 |
|
|
| 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 |
0.7800 |
0.0239 |
3.1% |
0.0059 |
0.8% |
7% |
False |
True |
260 |
| 10 |
0.8050 |
0.7800 |
0.0250 |
3.2% |
0.0057 |
0.7% |
7% |
False |
True |
207 |
| 20 |
0.8075 |
0.7800 |
0.0275 |
3.5% |
0.0052 |
0.7% |
6% |
False |
True |
159 |
| 40 |
0.8383 |
0.7800 |
0.0583 |
7.5% |
0.0061 |
0.8% |
3% |
False |
True |
112 |
| 60 |
0.8622 |
0.7800 |
0.0822 |
10.5% |
0.0050 |
0.6% |
2% |
False |
True |
89 |
| 80 |
0.8843 |
0.7800 |
0.1043 |
13.3% |
0.0040 |
0.5% |
2% |
False |
True |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8147 |
|
2.618 |
0.8039 |
|
1.618 |
0.7973 |
|
1.000 |
0.7932 |
|
0.618 |
0.7907 |
|
HIGH |
0.7866 |
|
0.618 |
0.7841 |
|
0.500 |
0.7833 |
|
0.382 |
0.7825 |
|
LOW |
0.7800 |
|
0.618 |
0.7759 |
|
1.000 |
0.7734 |
|
1.618 |
0.7693 |
|
2.618 |
0.7627 |
|
4.250 |
0.7520 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7833 |
0.7862 |
| PP |
0.7828 |
0.7847 |
| S1 |
0.7822 |
0.7832 |
|