CME Canadian Dollar Future September 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 |
0.7976 |
-0.0050 |
-0.6% |
0.7833 |
| High |
0.8026 |
0.8020 |
-0.0006 |
-0.1% |
0.8048 |
| Low |
0.7955 |
0.7976 |
0.0021 |
0.3% |
0.7833 |
| Close |
0.7964 |
0.8015 |
0.0051 |
0.6% |
0.7964 |
| Range |
0.0071 |
0.0044 |
-0.0027 |
-38.0% |
0.0215 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
15 |
23 |
8 |
53.3% |
638 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8136 |
0.8119 |
0.8039 |
|
| R3 |
0.8092 |
0.8075 |
0.8027 |
|
| R2 |
0.8048 |
0.8048 |
0.8023 |
|
| R1 |
0.8031 |
0.8031 |
0.8019 |
0.8040 |
| PP |
0.8004 |
0.8004 |
0.8004 |
0.8008 |
| S1 |
0.7987 |
0.7987 |
0.8011 |
0.7996 |
| S2 |
0.7960 |
0.7960 |
0.8007 |
|
| S3 |
0.7916 |
0.7943 |
0.8003 |
|
| S4 |
0.7872 |
0.7899 |
0.7991 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8593 |
0.8494 |
0.8082 |
|
| R3 |
0.8378 |
0.8279 |
0.8023 |
|
| R2 |
0.8163 |
0.8163 |
0.8003 |
|
| R1 |
0.8064 |
0.8064 |
0.7984 |
0.8114 |
| PP |
0.7948 |
0.7948 |
0.7948 |
0.7973 |
| S1 |
0.7849 |
0.7849 |
0.7944 |
0.7899 |
| S2 |
0.7733 |
0.7733 |
0.7925 |
|
| S3 |
0.7518 |
0.7634 |
0.7905 |
|
| S4 |
0.7303 |
0.7419 |
0.7846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8048 |
0.7923 |
0.0125 |
1.6% |
0.0062 |
0.8% |
74% |
False |
False |
62 |
| 10 |
0.8055 |
0.7820 |
0.0235 |
2.9% |
0.0072 |
0.9% |
83% |
False |
False |
87 |
| 20 |
0.8383 |
0.7820 |
0.0563 |
7.0% |
0.0068 |
0.8% |
35% |
False |
False |
64 |
| 40 |
0.8627 |
0.7820 |
0.0807 |
10.1% |
0.0047 |
0.6% |
24% |
False |
False |
57 |
| 60 |
0.8843 |
0.7820 |
0.1023 |
12.8% |
0.0034 |
0.4% |
19% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8207 |
|
2.618 |
0.8135 |
|
1.618 |
0.8091 |
|
1.000 |
0.8064 |
|
0.618 |
0.8047 |
|
HIGH |
0.8020 |
|
0.618 |
0.8003 |
|
0.500 |
0.7998 |
|
0.382 |
0.7993 |
|
LOW |
0.7976 |
|
0.618 |
0.7949 |
|
1.000 |
0.7932 |
|
1.618 |
0.7905 |
|
2.618 |
0.7861 |
|
4.250 |
0.7789 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8009 |
0.8008 |
| PP |
0.8004 |
0.8001 |
| S1 |
0.7998 |
0.7994 |
|