CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8029 |
0.7979 |
-0.0050 |
-0.6% |
0.7970 |
| High |
0.8060 |
0.8019 |
-0.0041 |
-0.5% |
0.8060 |
| Low |
0.7968 |
0.7971 |
0.0003 |
0.0% |
0.7891 |
| Close |
0.7969 |
0.7979 |
0.0010 |
0.1% |
0.7979 |
| Range |
0.0092 |
0.0048 |
-0.0044 |
-47.8% |
0.0169 |
| ATR |
0.0085 |
0.0082 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
935 |
984 |
49 |
5.2% |
5,231 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8134 |
0.8104 |
0.8005 |
|
| R3 |
0.8086 |
0.8056 |
0.7992 |
|
| R2 |
0.8038 |
0.8038 |
0.7988 |
|
| R1 |
0.8008 |
0.8008 |
0.7983 |
0.8003 |
| PP |
0.7990 |
0.7990 |
0.7990 |
0.7987 |
| S1 |
0.7960 |
0.7960 |
0.7975 |
0.7955 |
| S2 |
0.7942 |
0.7942 |
0.7970 |
|
| S3 |
0.7894 |
0.7912 |
0.7966 |
|
| S4 |
0.7846 |
0.7864 |
0.7953 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8484 |
0.8400 |
0.8072 |
|
| R3 |
0.8315 |
0.8231 |
0.8025 |
|
| R2 |
0.8146 |
0.8146 |
0.8010 |
|
| R1 |
0.8062 |
0.8062 |
0.7994 |
0.8104 |
| PP |
0.7977 |
0.7977 |
0.7977 |
0.7998 |
| S1 |
0.7893 |
0.7893 |
0.7964 |
0.7935 |
| S2 |
0.7808 |
0.7808 |
0.7948 |
|
| S3 |
0.7639 |
0.7724 |
0.7933 |
|
| S4 |
0.7470 |
0.7555 |
0.7886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8060 |
0.7891 |
0.0169 |
2.1% |
0.0072 |
0.9% |
52% |
False |
False |
1,046 |
| 10 |
0.8076 |
0.7891 |
0.0185 |
2.3% |
0.0071 |
0.9% |
48% |
False |
False |
1,009 |
| 20 |
0.8076 |
0.7802 |
0.0274 |
3.4% |
0.0091 |
1.1% |
65% |
False |
False |
848 |
| 40 |
0.8613 |
0.7802 |
0.0811 |
10.2% |
0.0083 |
1.0% |
22% |
False |
False |
652 |
| 60 |
0.8789 |
0.7802 |
0.0987 |
12.4% |
0.0069 |
0.9% |
18% |
False |
False |
563 |
| 80 |
0.8876 |
0.7802 |
0.1074 |
13.5% |
0.0062 |
0.8% |
16% |
False |
False |
436 |
| 100 |
0.8961 |
0.7802 |
0.1159 |
14.5% |
0.0058 |
0.7% |
15% |
False |
False |
357 |
| 120 |
0.9120 |
0.7802 |
0.1318 |
16.5% |
0.0052 |
0.7% |
13% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8223 |
|
2.618 |
0.8145 |
|
1.618 |
0.8097 |
|
1.000 |
0.8067 |
|
0.618 |
0.8049 |
|
HIGH |
0.8019 |
|
0.618 |
0.8001 |
|
0.500 |
0.7995 |
|
0.382 |
0.7989 |
|
LOW |
0.7971 |
|
0.618 |
0.7941 |
|
1.000 |
0.7923 |
|
1.618 |
0.7893 |
|
2.618 |
0.7845 |
|
4.250 |
0.7767 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7995 |
0.8014 |
| PP |
0.7990 |
0.8002 |
| S1 |
0.7984 |
0.7991 |
|