CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8026 |
0.7986 |
-0.0040 |
-0.5% |
0.7873 |
| High |
0.8064 |
0.8034 |
-0.0030 |
-0.4% |
0.8075 |
| Low |
0.7960 |
0.7975 |
0.0015 |
0.2% |
0.7830 |
| Close |
0.7969 |
0.8019 |
0.0050 |
0.6% |
0.7969 |
| Range |
0.0104 |
0.0059 |
-0.0045 |
-43.3% |
0.0245 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
1,028 |
504 |
-524 |
-51.0% |
4,871 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8186 |
0.8162 |
0.8051 |
|
| R3 |
0.8127 |
0.8103 |
0.8035 |
|
| R2 |
0.8068 |
0.8068 |
0.8030 |
|
| R1 |
0.8044 |
0.8044 |
0.8024 |
0.8056 |
| PP |
0.8009 |
0.8009 |
0.8009 |
0.8016 |
| S1 |
0.7985 |
0.7985 |
0.8014 |
0.7997 |
| S2 |
0.7950 |
0.7950 |
0.8008 |
|
| S3 |
0.7891 |
0.7926 |
0.8003 |
|
| S4 |
0.7832 |
0.7867 |
0.7987 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8693 |
0.8576 |
0.8104 |
|
| R3 |
0.8448 |
0.8331 |
0.8036 |
|
| R2 |
0.8203 |
0.8203 |
0.8014 |
|
| R1 |
0.8086 |
0.8086 |
0.7991 |
0.8145 |
| PP |
0.7958 |
0.7958 |
0.7958 |
0.7987 |
| S1 |
0.7841 |
0.7841 |
0.7947 |
0.7900 |
| S2 |
0.7713 |
0.7713 |
0.7924 |
|
| S3 |
0.7468 |
0.7596 |
0.7902 |
|
| S4 |
0.7223 |
0.7351 |
0.7834 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8075 |
0.7895 |
0.0180 |
2.2% |
0.0116 |
1.4% |
69% |
False |
False |
854 |
| 10 |
0.8075 |
0.7802 |
0.0273 |
3.4% |
0.0106 |
1.3% |
79% |
False |
False |
667 |
| 20 |
0.8435 |
0.7802 |
0.0633 |
7.9% |
0.0096 |
1.2% |
34% |
False |
False |
625 |
| 40 |
0.8661 |
0.7802 |
0.0859 |
10.7% |
0.0071 |
0.9% |
25% |
False |
False |
535 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.4% |
0.0061 |
0.8% |
20% |
False |
False |
387 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.0% |
0.0056 |
0.7% |
19% |
False |
False |
303 |
| 100 |
0.9120 |
0.7802 |
0.1318 |
16.4% |
0.0051 |
0.6% |
16% |
False |
False |
246 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
16.9% |
0.0044 |
0.5% |
16% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8285 |
|
2.618 |
0.8188 |
|
1.618 |
0.8129 |
|
1.000 |
0.8093 |
|
0.618 |
0.8070 |
|
HIGH |
0.8034 |
|
0.618 |
0.8011 |
|
0.500 |
0.8005 |
|
0.382 |
0.7998 |
|
LOW |
0.7975 |
|
0.618 |
0.7939 |
|
1.000 |
0.7916 |
|
1.618 |
0.7880 |
|
2.618 |
0.7821 |
|
4.250 |
0.7724 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8014 |
0.8013 |
| PP |
0.8009 |
0.8008 |
| S1 |
0.8005 |
0.8002 |
|