CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7978 |
0.7990 |
0.0012 |
0.2% |
0.7800 |
| High |
0.8025 |
0.7999 |
-0.0026 |
-0.3% |
0.8015 |
| Low |
0.7964 |
0.7960 |
-0.0004 |
-0.1% |
0.7777 |
| Close |
0.7985 |
0.7973 |
-0.0012 |
-0.2% |
0.7934 |
| Range |
0.0061 |
0.0039 |
-0.0022 |
-36.1% |
0.0238 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
65 |
104 |
39 |
60.0% |
869 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8094 |
0.8073 |
0.7994 |
|
| R3 |
0.8055 |
0.8034 |
0.7984 |
|
| R2 |
0.8016 |
0.8016 |
0.7980 |
|
| R1 |
0.7995 |
0.7995 |
0.7977 |
0.7986 |
| PP |
0.7977 |
0.7977 |
0.7977 |
0.7973 |
| S1 |
0.7956 |
0.7956 |
0.7969 |
0.7947 |
| S2 |
0.7938 |
0.7938 |
0.7966 |
|
| S3 |
0.7899 |
0.7917 |
0.7962 |
|
| S4 |
0.7860 |
0.7878 |
0.7952 |
|
|
| 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 |
0.8025 |
0.7825 |
0.0200 |
2.5% |
0.0083 |
1.0% |
74% |
False |
False |
157 |
| 10 |
0.8025 |
0.7777 |
0.0248 |
3.1% |
0.0085 |
1.1% |
79% |
False |
False |
208 |
| 20 |
0.8050 |
0.7777 |
0.0273 |
3.4% |
0.0071 |
0.9% |
72% |
False |
False |
208 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.7% |
0.0066 |
0.8% |
66% |
False |
False |
153 |
| 60 |
0.8581 |
0.7777 |
0.0804 |
10.1% |
0.0059 |
0.7% |
24% |
False |
False |
114 |
| 80 |
0.8775 |
0.7777 |
0.0998 |
12.5% |
0.0050 |
0.6% |
20% |
False |
False |
95 |
| 100 |
0.8870 |
0.7777 |
0.1093 |
13.7% |
0.0042 |
0.5% |
18% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8165 |
|
2.618 |
0.8101 |
|
1.618 |
0.8062 |
|
1.000 |
0.8038 |
|
0.618 |
0.8023 |
|
HIGH |
0.7999 |
|
0.618 |
0.7984 |
|
0.500 |
0.7980 |
|
0.382 |
0.7975 |
|
LOW |
0.7960 |
|
0.618 |
0.7936 |
|
1.000 |
0.7921 |
|
1.618 |
0.7897 |
|
2.618 |
0.7858 |
|
4.250 |
0.7794 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7980 |
0.7973 |
| PP |
0.7977 |
0.7972 |
| S1 |
0.7975 |
0.7972 |
|