CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7866 |
0.7867 |
0.0001 |
0.0% |
0.7933 |
| High |
0.7886 |
0.7935 |
0.0049 |
0.6% |
0.8040 |
| Low |
0.7809 |
0.7857 |
0.0048 |
0.6% |
0.7910 |
| Close |
0.7884 |
0.7908 |
0.0024 |
0.3% |
0.7922 |
| Range |
0.0077 |
0.0078 |
0.0001 |
1.3% |
0.0130 |
| ATR |
0.0076 |
0.0077 |
0.0000 |
0.1% |
0.0000 |
| Volume |
322 |
348 |
26 |
8.1% |
889 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8134 |
0.8099 |
0.7951 |
|
| R3 |
0.8056 |
0.8021 |
0.7929 |
|
| R2 |
0.7978 |
0.7978 |
0.7922 |
|
| R1 |
0.7943 |
0.7943 |
0.7915 |
0.7961 |
| PP |
0.7900 |
0.7900 |
0.7900 |
0.7909 |
| S1 |
0.7865 |
0.7865 |
0.7901 |
0.7883 |
| S2 |
0.7822 |
0.7822 |
0.7894 |
|
| S3 |
0.7744 |
0.7787 |
0.7887 |
|
| S4 |
0.7666 |
0.7709 |
0.7865 |
|
|
| 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 |
0.7809 |
0.0231 |
2.9% |
0.0073 |
0.9% |
43% |
False |
False |
324 |
| 10 |
0.8040 |
0.7809 |
0.0231 |
2.9% |
0.0078 |
1.0% |
43% |
False |
False |
240 |
| 20 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0076 |
1.0% |
50% |
False |
False |
250 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.8% |
0.0064 |
0.8% |
44% |
False |
False |
177 |
| 60 |
0.8446 |
0.7777 |
0.0669 |
8.5% |
0.0064 |
0.8% |
20% |
False |
False |
139 |
| 80 |
0.8710 |
0.7777 |
0.0933 |
11.8% |
0.0054 |
0.7% |
14% |
False |
False |
115 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.5% |
0.0044 |
0.6% |
12% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8267 |
|
2.618 |
0.8139 |
|
1.618 |
0.8061 |
|
1.000 |
0.8013 |
|
0.618 |
0.7983 |
|
HIGH |
0.7935 |
|
0.618 |
0.7905 |
|
0.500 |
0.7896 |
|
0.382 |
0.7887 |
|
LOW |
0.7857 |
|
0.618 |
0.7809 |
|
1.000 |
0.7779 |
|
1.618 |
0.7731 |
|
2.618 |
0.7653 |
|
4.250 |
0.7526 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7904 |
0.7896 |
| PP |
0.7900 |
0.7884 |
| S1 |
0.7896 |
0.7872 |
|