CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7840 |
0.7800 |
-0.0040 |
-0.5% |
0.7908 |
| High |
0.7840 |
0.7824 |
-0.0016 |
-0.2% |
0.7924 |
| Low |
0.7781 |
0.7789 |
0.0008 |
0.1% |
0.7781 |
| Close |
0.7795 |
0.7809 |
0.0014 |
0.2% |
0.7795 |
| Range |
0.0059 |
0.0035 |
-0.0024 |
-40.7% |
0.0143 |
| ATR |
0.0068 |
0.0065 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
245 |
215 |
-30 |
-12.2% |
1,374 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7912 |
0.7896 |
0.7828 |
|
| R3 |
0.7877 |
0.7861 |
0.7819 |
|
| R2 |
0.7842 |
0.7842 |
0.7815 |
|
| R1 |
0.7826 |
0.7826 |
0.7812 |
0.7834 |
| PP |
0.7807 |
0.7807 |
0.7807 |
0.7812 |
| S1 |
0.7791 |
0.7791 |
0.7806 |
0.7799 |
| S2 |
0.7772 |
0.7772 |
0.7803 |
|
| S3 |
0.7737 |
0.7756 |
0.7799 |
|
| S4 |
0.7702 |
0.7721 |
0.7790 |
|
|
| 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 |
0.7913 |
0.7781 |
0.0132 |
1.7% |
0.0059 |
0.8% |
21% |
False |
False |
264 |
| 10 |
0.8039 |
0.7781 |
0.0258 |
3.3% |
0.0059 |
0.8% |
11% |
False |
False |
272 |
| 20 |
0.8075 |
0.7781 |
0.0294 |
3.8% |
0.0055 |
0.7% |
10% |
False |
False |
204 |
| 40 |
0.8315 |
0.7781 |
0.0534 |
6.8% |
0.0061 |
0.8% |
5% |
False |
False |
139 |
| 60 |
0.8586 |
0.7781 |
0.0805 |
10.3% |
0.0052 |
0.7% |
3% |
False |
False |
103 |
| 80 |
0.8843 |
0.7781 |
0.1062 |
13.6% |
0.0042 |
0.5% |
3% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7973 |
|
2.618 |
0.7916 |
|
1.618 |
0.7881 |
|
1.000 |
0.7859 |
|
0.618 |
0.7846 |
|
HIGH |
0.7824 |
|
0.618 |
0.7811 |
|
0.500 |
0.7807 |
|
0.382 |
0.7802 |
|
LOW |
0.7789 |
|
0.618 |
0.7767 |
|
1.000 |
0.7754 |
|
1.618 |
0.7732 |
|
2.618 |
0.7697 |
|
4.250 |
0.7640 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7808 |
0.7846 |
| PP |
0.7807 |
0.7833 |
| S1 |
0.7807 |
0.7821 |
|