CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7801 |
0.7930 |
0.0129 |
1.7% |
0.7908 |
| High |
0.8015 |
0.7975 |
-0.0040 |
-0.5% |
0.7924 |
| Low |
0.7777 |
0.7825 |
0.0048 |
0.6% |
0.7781 |
| Close |
0.7873 |
0.7834 |
-0.0039 |
-0.5% |
0.7795 |
| Range |
0.0238 |
0.0150 |
-0.0088 |
-37.0% |
0.0143 |
| ATR |
0.0074 |
0.0080 |
0.0005 |
7.3% |
0.0000 |
| Volume |
28 |
417 |
389 |
1,389.3% |
1,374 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8328 |
0.8231 |
0.7917 |
|
| R3 |
0.8178 |
0.8081 |
0.7875 |
|
| R2 |
0.8028 |
0.8028 |
0.7862 |
|
| R1 |
0.7931 |
0.7931 |
0.7848 |
0.7905 |
| PP |
0.7878 |
0.7878 |
0.7878 |
0.7865 |
| S1 |
0.7781 |
0.7781 |
0.7820 |
0.7755 |
| S2 |
0.7728 |
0.7728 |
0.7807 |
|
| S3 |
0.7578 |
0.7631 |
0.7793 |
|
| S4 |
0.7428 |
0.7481 |
0.7752 |
|
|
| 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 |
0.8015 |
0.7777 |
0.0238 |
3.0% |
0.0099 |
1.3% |
24% |
False |
False |
205 |
| 10 |
0.8015 |
0.7777 |
0.0238 |
3.0% |
0.0081 |
1.0% |
24% |
False |
False |
225 |
| 20 |
0.8050 |
0.7777 |
0.0273 |
3.5% |
0.0069 |
0.9% |
21% |
False |
False |
222 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.8% |
0.0064 |
0.8% |
19% |
False |
False |
151 |
| 60 |
0.8581 |
0.7777 |
0.0804 |
10.3% |
0.0056 |
0.7% |
7% |
False |
False |
108 |
| 80 |
0.8843 |
0.7777 |
0.1066 |
13.6% |
0.0047 |
0.6% |
5% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8613 |
|
2.618 |
0.8368 |
|
1.618 |
0.8218 |
|
1.000 |
0.8125 |
|
0.618 |
0.8068 |
|
HIGH |
0.7975 |
|
0.618 |
0.7918 |
|
0.500 |
0.7900 |
|
0.382 |
0.7882 |
|
LOW |
0.7825 |
|
0.618 |
0.7732 |
|
1.000 |
0.7675 |
|
1.618 |
0.7582 |
|
2.618 |
0.7432 |
|
4.250 |
0.7188 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7900 |
0.7896 |
| PP |
0.7878 |
0.7875 |
| S1 |
0.7856 |
0.7855 |
|