CME Canadian Dollar Future September 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 |
0.7955 |
0.8005 |
0.0050 |
0.6% |
0.8011 |
| High |
0.8048 |
0.8005 |
-0.0043 |
-0.5% |
0.8055 |
| Low |
0.7955 |
0.7923 |
-0.0032 |
-0.4% |
0.7820 |
| Close |
0.8038 |
0.7942 |
-0.0096 |
-1.2% |
0.7869 |
| Range |
0.0093 |
0.0082 |
-0.0011 |
-11.8% |
0.0235 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.8% |
0.0000 |
| Volume |
139 |
113 |
-26 |
-18.7% |
267 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8203 |
0.8154 |
0.7987 |
|
| R3 |
0.8121 |
0.8072 |
0.7965 |
|
| R2 |
0.8039 |
0.8039 |
0.7957 |
|
| R1 |
0.7990 |
0.7990 |
0.7950 |
0.7974 |
| PP |
0.7957 |
0.7957 |
0.7957 |
0.7948 |
| S1 |
0.7908 |
0.7908 |
0.7934 |
0.7892 |
| S2 |
0.7875 |
0.7875 |
0.7927 |
|
| S3 |
0.7793 |
0.7826 |
0.7919 |
|
| S4 |
0.7711 |
0.7744 |
0.7897 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8620 |
0.8479 |
0.7998 |
|
| R3 |
0.8385 |
0.8244 |
0.7934 |
|
| R2 |
0.8150 |
0.8150 |
0.7912 |
|
| R1 |
0.8009 |
0.8009 |
0.7891 |
0.7962 |
| PP |
0.7915 |
0.7915 |
0.7915 |
0.7891 |
| S1 |
0.7774 |
0.7774 |
0.7847 |
0.7727 |
| S2 |
0.7680 |
0.7680 |
0.7826 |
|
| S3 |
0.7445 |
0.7539 |
0.7804 |
|
| S4 |
0.7210 |
0.7304 |
0.7740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8048 |
0.7820 |
0.0228 |
2.9% |
0.0091 |
1.1% |
54% |
False |
False |
141 |
| 10 |
0.8072 |
0.7820 |
0.0252 |
3.2% |
0.0071 |
0.9% |
48% |
False |
False |
108 |
| 20 |
0.8421 |
0.7820 |
0.0601 |
7.6% |
0.0065 |
0.8% |
20% |
False |
False |
67 |
| 40 |
0.8687 |
0.7820 |
0.0867 |
10.9% |
0.0045 |
0.6% |
14% |
False |
False |
56 |
| 60 |
0.8843 |
0.7820 |
0.1023 |
12.9% |
0.0032 |
0.4% |
12% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8354 |
|
2.618 |
0.8220 |
|
1.618 |
0.8138 |
|
1.000 |
0.8087 |
|
0.618 |
0.8056 |
|
HIGH |
0.8005 |
|
0.618 |
0.7974 |
|
0.500 |
0.7964 |
|
0.382 |
0.7954 |
|
LOW |
0.7923 |
|
0.618 |
0.7872 |
|
1.000 |
0.7841 |
|
1.618 |
0.7790 |
|
2.618 |
0.7708 |
|
4.250 |
0.7575 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7964 |
0.7942 |
| PP |
0.7957 |
0.7941 |
| S1 |
0.7949 |
0.7941 |
|