CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7940 |
0.8026 |
0.0086 |
1.1% |
0.8026 |
| High |
0.8075 |
0.8054 |
-0.0021 |
-0.3% |
0.8061 |
| Low |
0.7895 |
0.7932 |
0.0037 |
0.5% |
0.7802 |
| Close |
0.8044 |
0.7947 |
-0.0097 |
-1.2% |
0.7874 |
| Range |
0.0180 |
0.0122 |
-0.0058 |
-32.2% |
0.0259 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.0% |
0.0000 |
| Volume |
797 |
1,496 |
699 |
87.7% |
1,590 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8344 |
0.8267 |
0.8014 |
|
| R3 |
0.8222 |
0.8145 |
0.7981 |
|
| R2 |
0.8100 |
0.8100 |
0.7969 |
|
| R1 |
0.8023 |
0.8023 |
0.7958 |
0.8001 |
| PP |
0.7978 |
0.7978 |
0.7978 |
0.7966 |
| S1 |
0.7901 |
0.7901 |
0.7936 |
0.7879 |
| S2 |
0.7856 |
0.7856 |
0.7925 |
|
| S3 |
0.7734 |
0.7779 |
0.7913 |
|
| S4 |
0.7612 |
0.7657 |
0.7880 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8689 |
0.8541 |
0.8016 |
|
| R3 |
0.8430 |
0.8282 |
0.7945 |
|
| R2 |
0.8171 |
0.8171 |
0.7921 |
|
| R1 |
0.8023 |
0.8023 |
0.7898 |
0.7968 |
| PP |
0.7912 |
0.7912 |
0.7912 |
0.7885 |
| S1 |
0.7764 |
0.7764 |
0.7850 |
0.7709 |
| S2 |
0.7653 |
0.7653 |
0.7827 |
|
| S3 |
0.7394 |
0.7505 |
0.7803 |
|
| S4 |
0.7135 |
0.7246 |
0.7732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8075 |
0.7802 |
0.0273 |
3.4% |
0.0127 |
1.6% |
53% |
False |
False |
782 |
| 10 |
0.8095 |
0.7802 |
0.0293 |
3.7% |
0.0094 |
1.2% |
49% |
False |
False |
766 |
| 20 |
0.8443 |
0.7802 |
0.0641 |
8.1% |
0.0088 |
1.1% |
23% |
False |
False |
553 |
| 40 |
0.8724 |
0.7802 |
0.0922 |
11.6% |
0.0067 |
0.8% |
16% |
False |
False |
493 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.5% |
0.0059 |
0.7% |
14% |
False |
False |
356 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.2% |
0.0053 |
0.7% |
13% |
False |
False |
279 |
| 100 |
0.9120 |
0.7802 |
0.1318 |
16.6% |
0.0049 |
0.6% |
11% |
False |
False |
227 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
17.1% |
0.0042 |
0.5% |
11% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8573 |
|
2.618 |
0.8373 |
|
1.618 |
0.8251 |
|
1.000 |
0.8176 |
|
0.618 |
0.8129 |
|
HIGH |
0.8054 |
|
0.618 |
0.8007 |
|
0.500 |
0.7993 |
|
0.382 |
0.7979 |
|
LOW |
0.7932 |
|
0.618 |
0.7857 |
|
1.000 |
0.7810 |
|
1.618 |
0.7735 |
|
2.618 |
0.7613 |
|
4.250 |
0.7414 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7993 |
0.7953 |
| PP |
0.7978 |
0.7951 |
| S1 |
0.7962 |
0.7949 |
|