CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7850 |
0.7933 |
0.0083 |
1.1% |
0.7800 |
| High |
0.7950 |
0.7985 |
0.0035 |
0.4% |
0.8015 |
| Low |
0.7850 |
0.7918 |
0.0068 |
0.9% |
0.7777 |
| Close |
0.7934 |
0.7980 |
0.0046 |
0.6% |
0.7934 |
| Range |
0.0100 |
0.0067 |
-0.0033 |
-33.0% |
0.0238 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
89 |
112 |
23 |
25.8% |
869 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8162 |
0.8138 |
0.8017 |
|
| R3 |
0.8095 |
0.8071 |
0.7998 |
|
| R2 |
0.8028 |
0.8028 |
0.7992 |
|
| R1 |
0.8004 |
0.8004 |
0.7986 |
0.8016 |
| PP |
0.7961 |
0.7961 |
0.7961 |
0.7967 |
| S1 |
0.7937 |
0.7937 |
0.7974 |
0.7949 |
| S2 |
0.7894 |
0.7894 |
0.7968 |
|
| S3 |
0.7827 |
0.7870 |
0.7962 |
|
| S4 |
0.7760 |
0.7803 |
0.7943 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8623 |
0.8516 |
0.8065 |
|
| R3 |
0.8385 |
0.8278 |
0.7999 |
|
| R2 |
0.8147 |
0.8147 |
0.7978 |
|
| R1 |
0.8040 |
0.8040 |
0.7956 |
0.8094 |
| PP |
0.7909 |
0.7909 |
0.7909 |
0.7935 |
| S1 |
0.7802 |
0.7802 |
0.7912 |
0.7856 |
| S2 |
0.7671 |
0.7671 |
0.7890 |
|
| S3 |
0.7433 |
0.7564 |
0.7869 |
|
| S4 |
0.7195 |
0.7326 |
0.7803 |
|
|
| 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% |
0.0114 |
1.4% |
85% |
False |
False |
153 |
| 10 |
0.8015 |
0.7777 |
0.0238 |
3.0% |
0.0086 |
1.1% |
85% |
False |
False |
208 |
| 20 |
0.8050 |
0.7777 |
0.0273 |
3.4% |
0.0073 |
0.9% |
74% |
False |
False |
212 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.7% |
0.0066 |
0.8% |
68% |
False |
False |
151 |
| 60 |
0.8581 |
0.7777 |
0.0804 |
10.1% |
0.0058 |
0.7% |
25% |
False |
False |
111 |
| 80 |
0.8843 |
0.7777 |
0.1066 |
13.4% |
0.0049 |
0.6% |
19% |
False |
False |
95 |
| 100 |
0.8911 |
0.7777 |
0.1134 |
14.2% |
0.0041 |
0.5% |
18% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8270 |
|
2.618 |
0.8160 |
|
1.618 |
0.8093 |
|
1.000 |
0.8052 |
|
0.618 |
0.8026 |
|
HIGH |
0.7985 |
|
0.618 |
0.7959 |
|
0.500 |
0.7952 |
|
0.382 |
0.7944 |
|
LOW |
0.7918 |
|
0.618 |
0.7877 |
|
1.000 |
0.7851 |
|
1.618 |
0.7810 |
|
2.618 |
0.7743 |
|
4.250 |
0.7633 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7971 |
0.7955 |
| PP |
0.7961 |
0.7930 |
| S1 |
0.7952 |
0.7905 |
|