CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8015 |
0.7941 |
-0.0074 |
-0.9% |
0.7875 |
| High |
0.8027 |
0.7950 |
-0.0077 |
-1.0% |
0.8090 |
| Low |
0.7916 |
0.7871 |
-0.0045 |
-0.6% |
0.7825 |
| Close |
0.7934 |
0.7902 |
-0.0032 |
-0.4% |
0.7976 |
| Range |
0.0111 |
0.0079 |
-0.0032 |
-28.8% |
0.0265 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
56,343 |
60,202 |
3,859 |
6.8% |
426,271 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8145 |
0.8102 |
0.7945 |
|
| R3 |
0.8066 |
0.8023 |
0.7924 |
|
| R2 |
0.7987 |
0.7987 |
0.7916 |
|
| R1 |
0.7944 |
0.7944 |
0.7909 |
0.7926 |
| PP |
0.7908 |
0.7908 |
0.7908 |
0.7899 |
| S1 |
0.7865 |
0.7865 |
0.7895 |
0.7847 |
| S2 |
0.7829 |
0.7829 |
0.7888 |
|
| S3 |
0.7750 |
0.7786 |
0.7880 |
|
| S4 |
0.7671 |
0.7707 |
0.7859 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8759 |
0.8632 |
0.8122 |
|
| R3 |
0.8494 |
0.8367 |
0.8049 |
|
| R2 |
0.8229 |
0.8229 |
0.8025 |
|
| R1 |
0.8102 |
0.8102 |
0.8000 |
0.8166 |
| PP |
0.7964 |
0.7964 |
0.7964 |
0.7995 |
| S1 |
0.7837 |
0.7837 |
0.7952 |
0.7901 |
| S2 |
0.7699 |
0.7699 |
0.7927 |
|
| S3 |
0.7434 |
0.7572 |
0.7903 |
|
| S4 |
0.7169 |
0.7307 |
0.7830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8070 |
0.7871 |
0.0199 |
2.5% |
0.0097 |
1.2% |
16% |
False |
True |
57,457 |
| 10 |
0.8090 |
0.7808 |
0.0282 |
3.6% |
0.0116 |
1.5% |
33% |
False |
False |
74,264 |
| 20 |
0.8460 |
0.7808 |
0.0652 |
8.3% |
0.0105 |
1.3% |
14% |
False |
False |
73,972 |
| 40 |
0.8640 |
0.7808 |
0.0832 |
10.5% |
0.0082 |
1.0% |
11% |
False |
False |
60,310 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
14.0% |
0.0078 |
1.0% |
9% |
False |
False |
44,156 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.5% |
0.0073 |
0.9% |
8% |
False |
False |
33,230 |
| 100 |
0.9145 |
0.7808 |
0.1337 |
16.9% |
0.0073 |
0.9% |
7% |
False |
False |
26,668 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.7% |
0.0067 |
0.8% |
7% |
False |
False |
22,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8286 |
|
2.618 |
0.8157 |
|
1.618 |
0.8078 |
|
1.000 |
0.8029 |
|
0.618 |
0.7999 |
|
HIGH |
0.7950 |
|
0.618 |
0.7920 |
|
0.500 |
0.7911 |
|
0.382 |
0.7901 |
|
LOW |
0.7871 |
|
0.618 |
0.7822 |
|
1.000 |
0.7792 |
|
1.618 |
0.7743 |
|
2.618 |
0.7664 |
|
4.250 |
0.7535 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7911 |
0.7957 |
| PP |
0.7908 |
0.7938 |
| S1 |
0.7905 |
0.7920 |
|