CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8013 |
0.7925 |
-0.0088 |
-1.1% |
0.8021 |
| High |
0.8013 |
0.7939 |
-0.0074 |
-0.9% |
0.8075 |
| Low |
0.7950 |
0.7919 |
-0.0031 |
-0.4% |
0.7950 |
| Close |
0.7967 |
0.7939 |
-0.0028 |
-0.4% |
0.7967 |
| Range |
0.0063 |
0.0020 |
-0.0043 |
-68.3% |
0.0125 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
343 |
51 |
-292 |
-85.1% |
550 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7992 |
0.7986 |
0.7950 |
|
| R3 |
0.7972 |
0.7966 |
0.7945 |
|
| R2 |
0.7952 |
0.7952 |
0.7943 |
|
| R1 |
0.7946 |
0.7946 |
0.7941 |
0.7949 |
| PP |
0.7932 |
0.7932 |
0.7932 |
0.7934 |
| S1 |
0.7926 |
0.7926 |
0.7937 |
0.7929 |
| S2 |
0.7912 |
0.7912 |
0.7935 |
|
| S3 |
0.7892 |
0.7906 |
0.7934 |
|
| S4 |
0.7872 |
0.7886 |
0.7928 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8372 |
0.8295 |
0.8036 |
|
| R3 |
0.8247 |
0.8170 |
0.8001 |
|
| R2 |
0.8122 |
0.8122 |
0.7990 |
|
| R1 |
0.8045 |
0.8045 |
0.7978 |
0.8021 |
| PP |
0.7997 |
0.7997 |
0.7997 |
0.7986 |
| S1 |
0.7920 |
0.7920 |
0.7956 |
0.7896 |
| S2 |
0.7872 |
0.7872 |
0.7944 |
|
| S3 |
0.7747 |
0.7795 |
0.7933 |
|
| S4 |
0.7622 |
0.7670 |
0.7898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8075 |
0.7919 |
0.0156 |
2.0% |
0.0042 |
0.5% |
13% |
False |
True |
120 |
| 10 |
0.8075 |
0.7864 |
0.0211 |
2.7% |
0.0047 |
0.6% |
36% |
False |
False |
88 |
| 20 |
0.8075 |
0.7820 |
0.0255 |
3.2% |
0.0059 |
0.7% |
47% |
False |
False |
89 |
| 40 |
0.8581 |
0.7820 |
0.0761 |
9.6% |
0.0050 |
0.6% |
16% |
False |
False |
61 |
| 60 |
0.8843 |
0.7820 |
0.1023 |
12.9% |
0.0041 |
0.5% |
12% |
False |
False |
55 |
| 80 |
0.8911 |
0.7820 |
0.1091 |
13.7% |
0.0033 |
0.4% |
11% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7991 |
|
1.618 |
0.7971 |
|
1.000 |
0.7959 |
|
0.618 |
0.7951 |
|
HIGH |
0.7939 |
|
0.618 |
0.7931 |
|
0.500 |
0.7929 |
|
0.382 |
0.7927 |
|
LOW |
0.7919 |
|
0.618 |
0.7907 |
|
1.000 |
0.7899 |
|
1.618 |
0.7887 |
|
2.618 |
0.7867 |
|
4.250 |
0.7834 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7936 |
0.7966 |
| PP |
0.7932 |
0.7957 |
| S1 |
0.7929 |
0.7948 |
|