CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7997 |
0.7905 |
-0.0092 |
-1.2% |
0.7933 |
| High |
0.8000 |
0.7913 |
-0.0087 |
-1.1% |
0.8040 |
| Low |
0.7910 |
0.7855 |
-0.0055 |
-0.7% |
0.7910 |
| Close |
0.7922 |
0.7867 |
-0.0055 |
-0.7% |
0.7922 |
| Range |
0.0090 |
0.0058 |
-0.0032 |
-35.6% |
0.0130 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
526 |
343 |
-183 |
-34.8% |
889 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8052 |
0.8018 |
0.7899 |
|
| R3 |
0.7994 |
0.7960 |
0.7883 |
|
| R2 |
0.7936 |
0.7936 |
0.7878 |
|
| R1 |
0.7902 |
0.7902 |
0.7872 |
0.7890 |
| PP |
0.7878 |
0.7878 |
0.7878 |
0.7873 |
| S1 |
0.7844 |
0.7844 |
0.7862 |
0.7832 |
| S2 |
0.7820 |
0.7820 |
0.7856 |
|
| S3 |
0.7762 |
0.7786 |
0.7851 |
|
| S4 |
0.7704 |
0.7728 |
0.7835 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8347 |
0.8265 |
0.7994 |
|
| R3 |
0.8217 |
0.8135 |
0.7958 |
|
| R2 |
0.8087 |
0.8087 |
0.7946 |
|
| R1 |
0.8005 |
0.8005 |
0.7934 |
0.7981 |
| PP |
0.7957 |
0.7957 |
0.7957 |
0.7946 |
| S1 |
0.7875 |
0.7875 |
0.7910 |
0.7851 |
| S2 |
0.7827 |
0.7827 |
0.7898 |
|
| S3 |
0.7697 |
0.7745 |
0.7886 |
|
| S4 |
0.7567 |
0.7615 |
0.7851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8040 |
0.7855 |
0.0185 |
2.4% |
0.0062 |
0.8% |
6% |
False |
True |
224 |
| 10 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0088 |
1.1% |
34% |
False |
False |
188 |
| 20 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0073 |
0.9% |
34% |
False |
False |
230 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.8% |
0.0065 |
0.8% |
30% |
False |
False |
172 |
| 60 |
0.8505 |
0.7777 |
0.0728 |
9.3% |
0.0062 |
0.8% |
12% |
False |
False |
129 |
| 80 |
0.8747 |
0.7777 |
0.0970 |
12.3% |
0.0052 |
0.7% |
9% |
False |
False |
106 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.6% |
0.0043 |
0.6% |
8% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8160 |
|
2.618 |
0.8065 |
|
1.618 |
0.8007 |
|
1.000 |
0.7971 |
|
0.618 |
0.7949 |
|
HIGH |
0.7913 |
|
0.618 |
0.7891 |
|
0.500 |
0.7884 |
|
0.382 |
0.7877 |
|
LOW |
0.7855 |
|
0.618 |
0.7819 |
|
1.000 |
0.7797 |
|
1.618 |
0.7761 |
|
2.618 |
0.7703 |
|
4.250 |
0.7609 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7884 |
0.7948 |
| PP |
0.7878 |
0.7921 |
| S1 |
0.7873 |
0.7894 |
|