CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7832 |
0.7840 |
0.0008 |
0.1% |
0.7908 |
High |
0.7910 |
0.7840 |
-0.0070 |
-0.9% |
0.7924 |
Low |
0.7823 |
0.7781 |
-0.0042 |
-0.5% |
0.7781 |
Close |
0.7848 |
0.7795 |
-0.0053 |
-0.7% |
0.7795 |
Range |
0.0087 |
0.0059 |
-0.0028 |
-32.2% |
0.0143 |
ATR |
0.0068 |
0.0068 |
0.0000 |
-0.1% |
0.0000 |
Volume |
688 |
245 |
-443 |
-64.4% |
1,374 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7948 |
0.7827 |
|
R3 |
0.7923 |
0.7889 |
0.7811 |
|
R2 |
0.7864 |
0.7864 |
0.7806 |
|
R1 |
0.7830 |
0.7830 |
0.7800 |
0.7818 |
PP |
0.7805 |
0.7805 |
0.7805 |
0.7799 |
S1 |
0.7771 |
0.7771 |
0.7790 |
0.7759 |
S2 |
0.7746 |
0.7746 |
0.7784 |
|
S3 |
0.7687 |
0.7712 |
0.7779 |
|
S4 |
0.7628 |
0.7653 |
0.7763 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8262 |
0.8172 |
0.7874 |
|
R3 |
0.8119 |
0.8029 |
0.7834 |
|
R2 |
0.7976 |
0.7976 |
0.7821 |
|
R1 |
0.7886 |
0.7886 |
0.7808 |
0.7860 |
PP |
0.7833 |
0.7833 |
0.7833 |
0.7820 |
S1 |
0.7743 |
0.7743 |
0.7782 |
0.7717 |
S2 |
0.7690 |
0.7690 |
0.7769 |
|
S3 |
0.7547 |
0.7600 |
0.7756 |
|
S4 |
0.7404 |
0.7457 |
0.7716 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7924 |
0.7781 |
0.0143 |
1.8% |
0.0055 |
0.7% |
10% |
False |
True |
274 |
10 |
0.8039 |
0.7781 |
0.0258 |
3.3% |
0.0059 |
0.8% |
5% |
False |
True |
294 |
20 |
0.8075 |
0.7781 |
0.0294 |
3.8% |
0.0055 |
0.7% |
5% |
False |
True |
195 |
40 |
0.8383 |
0.7781 |
0.0602 |
7.7% |
0.0062 |
0.8% |
2% |
False |
True |
134 |
60 |
0.8586 |
0.7781 |
0.0805 |
10.3% |
0.0051 |
0.7% |
2% |
False |
True |
99 |
80 |
0.8843 |
0.7781 |
0.1062 |
13.6% |
0.0042 |
0.5% |
1% |
False |
True |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8091 |
2.618 |
0.7994 |
1.618 |
0.7935 |
1.000 |
0.7899 |
0.618 |
0.7876 |
HIGH |
0.7840 |
0.618 |
0.7817 |
0.500 |
0.7811 |
0.382 |
0.7804 |
LOW |
0.7781 |
0.618 |
0.7745 |
1.000 |
0.7722 |
1.618 |
0.7686 |
2.618 |
0.7627 |
4.250 |
0.7530 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7811 |
0.7846 |
PP |
0.7805 |
0.7829 |
S1 |
0.7800 |
0.7812 |
|