CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7919 |
0.7875 |
-0.0044 |
-0.6% |
0.8031 |
| High |
0.7926 |
0.7959 |
0.0033 |
0.4% |
0.8071 |
| Low |
0.7808 |
0.7825 |
0.0017 |
0.2% |
0.7808 |
| Close |
0.7881 |
0.7941 |
0.0060 |
0.8% |
0.7881 |
| Range |
0.0118 |
0.0134 |
0.0016 |
13.6% |
0.0263 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
4.4% |
0.0000 |
| Volume |
95,022 |
85,192 |
-9,830 |
-10.3% |
332,080 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8310 |
0.8260 |
0.8015 |
|
| R3 |
0.8176 |
0.8126 |
0.7978 |
|
| R2 |
0.8042 |
0.8042 |
0.7966 |
|
| R1 |
0.7992 |
0.7992 |
0.7953 |
0.8017 |
| PP |
0.7908 |
0.7908 |
0.7908 |
0.7921 |
| S1 |
0.7858 |
0.7858 |
0.7929 |
0.7883 |
| S2 |
0.7774 |
0.7774 |
0.7916 |
|
| S3 |
0.7640 |
0.7724 |
0.7904 |
|
| S4 |
0.7506 |
0.7590 |
0.7867 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8709 |
0.8558 |
0.8026 |
|
| R3 |
0.8446 |
0.8295 |
0.7953 |
|
| R2 |
0.8183 |
0.8183 |
0.7929 |
|
| R1 |
0.8032 |
0.8032 |
0.7905 |
0.7976 |
| PP |
0.7920 |
0.7920 |
0.7920 |
0.7892 |
| S1 |
0.7769 |
0.7769 |
0.7857 |
0.7713 |
| S2 |
0.7657 |
0.7657 |
0.7833 |
|
| S3 |
0.7394 |
0.7506 |
0.7809 |
|
| S4 |
0.7131 |
0.7243 |
0.7736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8071 |
0.7808 |
0.0263 |
3.3% |
0.0105 |
1.3% |
51% |
False |
False |
74,381 |
| 10 |
0.8359 |
0.7808 |
0.0551 |
6.9% |
0.0105 |
1.3% |
24% |
False |
False |
72,965 |
| 20 |
0.8511 |
0.7808 |
0.0703 |
8.9% |
0.0086 |
1.1% |
19% |
False |
False |
69,762 |
| 40 |
0.8795 |
0.7808 |
0.0987 |
12.4% |
0.0072 |
0.9% |
13% |
False |
False |
53,305 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.9% |
0.0072 |
0.9% |
12% |
False |
False |
36,044 |
| 80 |
0.8987 |
0.7808 |
0.1179 |
14.8% |
0.0070 |
0.9% |
11% |
False |
False |
27,098 |
| 100 |
0.9145 |
0.7808 |
0.1337 |
16.8% |
0.0069 |
0.9% |
10% |
False |
False |
21,779 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.6% |
0.0061 |
0.8% |
10% |
False |
False |
18,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8529 |
|
2.618 |
0.8310 |
|
1.618 |
0.8176 |
|
1.000 |
0.8093 |
|
0.618 |
0.8042 |
|
HIGH |
0.7959 |
|
0.618 |
0.7908 |
|
0.500 |
0.7892 |
|
0.382 |
0.7876 |
|
LOW |
0.7825 |
|
0.618 |
0.7742 |
|
1.000 |
0.7691 |
|
1.618 |
0.7608 |
|
2.618 |
0.7474 |
|
4.250 |
0.7256 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7925 |
0.7927 |
| PP |
0.7908 |
0.7912 |
| S1 |
0.7892 |
0.7898 |
|