CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7800 |
0.7800 |
0.0000 |
0.0% |
0.7919 |
High |
0.7825 |
0.7808 |
-0.0017 |
-0.2% |
0.7919 |
Low |
0.7790 |
0.7800 |
0.0010 |
0.1% |
0.7780 |
Close |
0.7806 |
0.7808 |
0.0002 |
0.0% |
0.7792 |
Range |
0.0035 |
0.0008 |
-0.0027 |
-77.1% |
0.0139 |
ATR |
0.0059 |
0.0055 |
-0.0004 |
-6.2% |
0.0000 |
Volume |
145 |
33 |
-112 |
-77.2% |
289 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7829 |
0.7827 |
0.7812 |
|
R3 |
0.7821 |
0.7819 |
0.7810 |
|
R2 |
0.7813 |
0.7813 |
0.7809 |
|
R1 |
0.7811 |
0.7811 |
0.7809 |
0.7812 |
PP |
0.7805 |
0.7805 |
0.7805 |
0.7806 |
S1 |
0.7803 |
0.7803 |
0.7807 |
0.7804 |
S2 |
0.7797 |
0.7797 |
0.7807 |
|
S3 |
0.7789 |
0.7795 |
0.7806 |
|
S4 |
0.7781 |
0.7787 |
0.7804 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8247 |
0.8159 |
0.7868 |
|
R3 |
0.8108 |
0.8020 |
0.7830 |
|
R2 |
0.7969 |
0.7969 |
0.7817 |
|
R1 |
0.7881 |
0.7881 |
0.7805 |
0.7856 |
PP |
0.7830 |
0.7830 |
0.7830 |
0.7818 |
S1 |
0.7742 |
0.7742 |
0.7779 |
0.7717 |
S2 |
0.7691 |
0.7691 |
0.7767 |
|
S3 |
0.7552 |
0.7603 |
0.7754 |
|
S4 |
0.7413 |
0.7464 |
0.7716 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7842 |
2.618 |
0.7829 |
1.618 |
0.7821 |
1.000 |
0.7816 |
0.618 |
0.7813 |
HIGH |
0.7808 |
0.618 |
0.7805 |
0.500 |
0.7804 |
0.382 |
0.7803 |
LOW |
0.7800 |
0.618 |
0.7795 |
1.000 |
0.7792 |
1.618 |
0.7787 |
2.618 |
0.7779 |
4.250 |
0.7766 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7807 |
0.7806 |
PP |
0.7805 |
0.7804 |
S1 |
0.7804 |
0.7803 |
|