CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7976 |
0.7953 |
-0.0023 |
-0.3% |
0.8026 |
| High |
0.7977 |
0.8011 |
0.0034 |
0.4% |
0.8087 |
| Low |
0.7919 |
0.7895 |
-0.0024 |
-0.3% |
0.7956 |
| Close |
0.7948 |
0.7994 |
0.0046 |
0.6% |
0.7976 |
| Range |
0.0058 |
0.0116 |
0.0058 |
100.0% |
0.0131 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.1% |
0.0000 |
| Volume |
62,653 |
90,301 |
27,648 |
44.1% |
247,582 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8315 |
0.8270 |
0.8058 |
|
| R3 |
0.8199 |
0.8154 |
0.8026 |
|
| R2 |
0.8083 |
0.8083 |
0.8015 |
|
| R1 |
0.8038 |
0.8038 |
0.8005 |
0.8061 |
| PP |
0.7967 |
0.7967 |
0.7967 |
0.7978 |
| S1 |
0.7922 |
0.7922 |
0.7983 |
0.7945 |
| S2 |
0.7851 |
0.7851 |
0.7973 |
|
| S3 |
0.7735 |
0.7806 |
0.7962 |
|
| S4 |
0.7619 |
0.7690 |
0.7930 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8399 |
0.8319 |
0.8048 |
|
| R3 |
0.8268 |
0.8188 |
0.8012 |
|
| R2 |
0.8137 |
0.8137 |
0.8000 |
|
| R1 |
0.8057 |
0.8057 |
0.7988 |
0.8032 |
| PP |
0.8006 |
0.8006 |
0.8006 |
0.7994 |
| S1 |
0.7926 |
0.7926 |
0.7964 |
0.7901 |
| S2 |
0.7875 |
0.7875 |
0.7952 |
|
| S3 |
0.7744 |
0.7795 |
0.7940 |
|
| S4 |
0.7613 |
0.7664 |
0.7904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8073 |
0.7895 |
0.0178 |
2.2% |
0.0079 |
1.0% |
56% |
False |
True |
67,411 |
| 10 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0087 |
1.1% |
57% |
False |
False |
63,659 |
| 20 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0100 |
1.3% |
66% |
False |
False |
69,221 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.3% |
0.0087 |
1.1% |
23% |
False |
False |
63,503 |
| 60 |
0.8883 |
0.7808 |
0.1075 |
13.4% |
0.0080 |
1.0% |
17% |
False |
False |
52,692 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.3% |
0.0077 |
1.0% |
16% |
False |
False |
39,711 |
| 100 |
0.8995 |
0.7808 |
0.1187 |
14.8% |
0.0075 |
0.9% |
16% |
False |
False |
31,848 |
| 120 |
0.9187 |
0.7808 |
0.1379 |
17.3% |
0.0071 |
0.9% |
13% |
False |
False |
26,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8504 |
|
2.618 |
0.8315 |
|
1.618 |
0.8199 |
|
1.000 |
0.8127 |
|
0.618 |
0.8083 |
|
HIGH |
0.8011 |
|
0.618 |
0.7967 |
|
0.500 |
0.7953 |
|
0.382 |
0.7939 |
|
LOW |
0.7895 |
|
0.618 |
0.7823 |
|
1.000 |
0.7779 |
|
1.618 |
0.7707 |
|
2.618 |
0.7591 |
|
4.250 |
0.7402 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7980 |
0.7986 |
| PP |
0.7967 |
0.7979 |
| S1 |
0.7953 |
0.7971 |
|