CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7916 |
0.7919 |
0.0003 |
0.0% |
0.7970 |
High |
0.7924 |
0.7919 |
-0.0005 |
-0.1% |
0.8040 |
Low |
0.7900 |
0.7919 |
0.0019 |
0.2% |
0.7900 |
Close |
0.7905 |
0.7919 |
0.0014 |
0.2% |
0.7905 |
Range |
0.0024 |
0.0000 |
-0.0024 |
-100.0% |
0.0140 |
ATR |
0.0064 |
0.0060 |
-0.0004 |
-5.6% |
0.0000 |
Volume |
50 |
91 |
41 |
82.0% |
119 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7919 |
0.7919 |
0.7919 |
|
R3 |
0.7919 |
0.7919 |
0.7919 |
|
R2 |
0.7919 |
0.7919 |
0.7919 |
|
R1 |
0.7919 |
0.7919 |
0.7919 |
0.7919 |
PP |
0.7919 |
0.7919 |
0.7919 |
0.7919 |
S1 |
0.7919 |
0.7919 |
0.7919 |
0.7919 |
S2 |
0.7919 |
0.7919 |
0.7919 |
|
S3 |
0.7919 |
0.7919 |
0.7919 |
|
S4 |
0.7919 |
0.7919 |
0.7919 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8368 |
0.8277 |
0.7982 |
|
R3 |
0.8228 |
0.8137 |
0.7944 |
|
R2 |
0.8088 |
0.8088 |
0.7931 |
|
R1 |
0.7997 |
0.7997 |
0.7918 |
0.7973 |
PP |
0.7948 |
0.7948 |
0.7948 |
0.7936 |
S1 |
0.7857 |
0.7857 |
0.7892 |
0.7833 |
S2 |
0.7808 |
0.7808 |
0.7879 |
|
S3 |
0.7668 |
0.7717 |
0.7867 |
|
S4 |
0.7528 |
0.7577 |
0.7828 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7919 |
2.618 |
0.7919 |
1.618 |
0.7919 |
1.000 |
0.7919 |
0.618 |
0.7919 |
HIGH |
0.7919 |
0.618 |
0.7919 |
0.500 |
0.7919 |
0.382 |
0.7919 |
LOW |
0.7919 |
0.618 |
0.7919 |
1.000 |
0.7919 |
1.618 |
0.7919 |
2.618 |
0.7919 |
4.250 |
0.7919 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7919 |
0.7960 |
PP |
0.7919 |
0.7946 |
S1 |
0.7919 |
0.7933 |
|