CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8018 |
0.8000 |
-0.0018 |
-0.2% |
0.7976 |
High |
0.8035 |
0.8000 |
-0.0035 |
-0.4% |
0.8024 |
Low |
0.8018 |
0.7966 |
-0.0052 |
-0.6% |
0.7864 |
Close |
0.8035 |
0.7991 |
-0.0044 |
-0.5% |
0.8005 |
Range |
0.0017 |
0.0034 |
0.0017 |
100.0% |
0.0160 |
ATR |
0.0071 |
0.0071 |
0.0000 |
-0.2% |
0.0000 |
Volume |
113 |
8 |
-105 |
-92.9% |
285 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8088 |
0.8073 |
0.8010 |
|
R3 |
0.8054 |
0.8039 |
0.8000 |
|
R2 |
0.8020 |
0.8020 |
0.7997 |
|
R1 |
0.8005 |
0.8005 |
0.7994 |
0.7996 |
PP |
0.7986 |
0.7986 |
0.7986 |
0.7981 |
S1 |
0.7971 |
0.7971 |
0.7988 |
0.7962 |
S2 |
0.7952 |
0.7952 |
0.7985 |
|
S3 |
0.7918 |
0.7937 |
0.7982 |
|
S4 |
0.7884 |
0.7903 |
0.7972 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8444 |
0.8385 |
0.8093 |
|
R3 |
0.8284 |
0.8225 |
0.8049 |
|
R2 |
0.8124 |
0.8124 |
0.8034 |
|
R1 |
0.8065 |
0.8065 |
0.8020 |
0.8095 |
PP |
0.7964 |
0.7964 |
0.7964 |
0.7979 |
S1 |
0.7905 |
0.7905 |
0.7990 |
0.7935 |
S2 |
0.7804 |
0.7804 |
0.7976 |
|
S3 |
0.7644 |
0.7745 |
0.7961 |
|
S4 |
0.7484 |
0.7585 |
0.7917 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8075 |
0.7952 |
0.0123 |
1.5% |
0.0041 |
0.5% |
32% |
False |
False |
59 |
10 |
0.8075 |
0.7864 |
0.0211 |
2.6% |
0.0047 |
0.6% |
60% |
False |
False |
52 |
20 |
0.8075 |
0.7820 |
0.0255 |
3.2% |
0.0059 |
0.7% |
67% |
False |
False |
80 |
40 |
0.8581 |
0.7820 |
0.0761 |
9.5% |
0.0050 |
0.6% |
22% |
False |
False |
52 |
60 |
0.8843 |
0.7820 |
0.1023 |
12.8% |
0.0040 |
0.5% |
17% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8145 |
2.618 |
0.8089 |
1.618 |
0.8055 |
1.000 |
0.8034 |
0.618 |
0.8021 |
HIGH |
0.8000 |
0.618 |
0.7987 |
0.500 |
0.7983 |
0.382 |
0.7979 |
LOW |
0.7966 |
0.618 |
0.7945 |
1.000 |
0.7932 |
1.618 |
0.7911 |
2.618 |
0.7877 |
4.250 |
0.7822 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7988 |
0.8021 |
PP |
0.7986 |
0.8011 |
S1 |
0.7983 |
0.8001 |
|