CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7925 |
0.7925 |
0.0000 |
0.0% |
0.8021 |
| High |
0.7939 |
0.7998 |
0.0059 |
0.7% |
0.8075 |
| Low |
0.7919 |
0.7896 |
-0.0023 |
-0.3% |
0.7950 |
| Close |
0.7939 |
0.7984 |
0.0045 |
0.6% |
0.7967 |
| Range |
0.0020 |
0.0102 |
0.0082 |
410.0% |
0.0125 |
| ATR |
0.0068 |
0.0071 |
0.0002 |
3.5% |
0.0000 |
| Volume |
51 |
2 |
-49 |
-96.1% |
550 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8265 |
0.8227 |
0.8040 |
|
| R3 |
0.8163 |
0.8125 |
0.8012 |
|
| R2 |
0.8061 |
0.8061 |
0.8003 |
|
| R1 |
0.8023 |
0.8023 |
0.7993 |
0.8042 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7969 |
| S1 |
0.7921 |
0.7921 |
0.7975 |
0.7940 |
| S2 |
0.7857 |
0.7857 |
0.7965 |
|
| S3 |
0.7755 |
0.7819 |
0.7956 |
|
| S4 |
0.7653 |
0.7717 |
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 |
0.8035 |
0.7896 |
0.0139 |
1.7% |
0.0047 |
0.6% |
63% |
False |
True |
103 |
| 10 |
0.8075 |
0.7864 |
0.0211 |
2.6% |
0.0053 |
0.7% |
57% |
False |
False |
86 |
| 20 |
0.8075 |
0.7820 |
0.0255 |
3.2% |
0.0062 |
0.8% |
64% |
False |
False |
86 |
| 40 |
0.8581 |
0.7820 |
0.0761 |
9.5% |
0.0053 |
0.7% |
22% |
False |
False |
61 |
| 60 |
0.8843 |
0.7820 |
0.1023 |
12.8% |
0.0042 |
0.5% |
16% |
False |
False |
54 |
| 80 |
0.8911 |
0.7820 |
0.1091 |
13.7% |
0.0034 |
0.4% |
15% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8432 |
|
2.618 |
0.8265 |
|
1.618 |
0.8163 |
|
1.000 |
0.8100 |
|
0.618 |
0.8061 |
|
HIGH |
0.7998 |
|
0.618 |
0.7959 |
|
0.500 |
0.7947 |
|
0.382 |
0.7935 |
|
LOW |
0.7896 |
|
0.618 |
0.7833 |
|
1.000 |
0.7794 |
|
1.618 |
0.7731 |
|
2.618 |
0.7629 |
|
4.250 |
0.7463 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7972 |
0.7974 |
| PP |
0.7959 |
0.7964 |
| S1 |
0.7947 |
0.7955 |
|