CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7941 |
0.7922 |
-0.0019 |
-0.2% |
0.7875 |
| High |
0.7950 |
0.8035 |
0.0085 |
1.1% |
0.8090 |
| Low |
0.7871 |
0.7904 |
0.0033 |
0.4% |
0.7825 |
| Close |
0.7902 |
0.8008 |
0.0106 |
1.3% |
0.7976 |
| Range |
0.0079 |
0.0131 |
0.0052 |
65.8% |
0.0265 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
2.7% |
0.0000 |
| Volume |
60,202 |
76,163 |
15,961 |
26.5% |
426,271 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8375 |
0.8323 |
0.8080 |
|
| R3 |
0.8244 |
0.8192 |
0.8044 |
|
| R2 |
0.8113 |
0.8113 |
0.8032 |
|
| R1 |
0.8061 |
0.8061 |
0.8020 |
0.8087 |
| PP |
0.7982 |
0.7982 |
0.7982 |
0.7996 |
| S1 |
0.7930 |
0.7930 |
0.7996 |
0.7956 |
| S2 |
0.7851 |
0.7851 |
0.7984 |
|
| S3 |
0.7720 |
0.7799 |
0.7972 |
|
| S4 |
0.7589 |
0.7668 |
0.7936 |
|
|
| 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% |
0.0098 |
1.2% |
69% |
False |
False |
59,124 |
| 10 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0118 |
1.5% |
71% |
False |
False |
74,885 |
| 20 |
0.8460 |
0.7808 |
0.0652 |
8.1% |
0.0109 |
1.4% |
31% |
False |
False |
74,356 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.3% |
0.0082 |
1.0% |
24% |
False |
False |
60,742 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.8% |
0.0078 |
1.0% |
18% |
False |
False |
45,418 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.3% |
0.0074 |
0.9% |
17% |
False |
False |
34,177 |
| 100 |
0.9113 |
0.7808 |
0.1305 |
16.3% |
0.0073 |
0.9% |
15% |
False |
False |
27,427 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.4% |
0.0068 |
0.9% |
14% |
False |
False |
22,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8592 |
|
2.618 |
0.8378 |
|
1.618 |
0.8247 |
|
1.000 |
0.8166 |
|
0.618 |
0.8116 |
|
HIGH |
0.8035 |
|
0.618 |
0.7985 |
|
0.500 |
0.7970 |
|
0.382 |
0.7954 |
|
LOW |
0.7904 |
|
0.618 |
0.7823 |
|
1.000 |
0.7773 |
|
1.618 |
0.7692 |
|
2.618 |
0.7561 |
|
4.250 |
0.7347 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7995 |
0.7990 |
| PP |
0.7982 |
0.7971 |
| S1 |
0.7970 |
0.7953 |
|