CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7925 |
0.7992 |
0.0067 |
0.8% |
0.8021 |
| High |
0.7998 |
0.8039 |
0.0041 |
0.5% |
0.8075 |
| Low |
0.7896 |
0.7992 |
0.0096 |
1.2% |
0.7950 |
| Close |
0.7984 |
0.8028 |
0.0044 |
0.6% |
0.7967 |
| Range |
0.0102 |
0.0047 |
-0.0055 |
-53.9% |
0.0125 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
2 |
264 |
262 |
13,100.0% |
550 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8161 |
0.8141 |
0.8054 |
|
| R3 |
0.8114 |
0.8094 |
0.8041 |
|
| R2 |
0.8067 |
0.8067 |
0.8037 |
|
| R1 |
0.8047 |
0.8047 |
0.8032 |
0.8057 |
| PP |
0.8020 |
0.8020 |
0.8020 |
0.8025 |
| S1 |
0.8000 |
0.8000 |
0.8024 |
0.8010 |
| S2 |
0.7973 |
0.7973 |
0.8019 |
|
| S3 |
0.7926 |
0.7953 |
0.8015 |
|
| S4 |
0.7879 |
0.7906 |
0.8002 |
|
|
| 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 |
0.8039 |
0.7896 |
0.0143 |
1.8% |
0.0053 |
0.7% |
92% |
True |
False |
133 |
| 10 |
0.8075 |
0.7864 |
0.0211 |
2.6% |
0.0048 |
0.6% |
78% |
False |
False |
110 |
| 20 |
0.8075 |
0.7820 |
0.0255 |
3.2% |
0.0061 |
0.8% |
82% |
False |
False |
99 |
| 40 |
0.8581 |
0.7820 |
0.0761 |
9.5% |
0.0054 |
0.7% |
27% |
False |
False |
67 |
| 60 |
0.8775 |
0.7820 |
0.0955 |
11.9% |
0.0043 |
0.5% |
22% |
False |
False |
58 |
| 80 |
0.8870 |
0.7820 |
0.1050 |
13.1% |
0.0034 |
0.4% |
20% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8239 |
|
2.618 |
0.8162 |
|
1.618 |
0.8115 |
|
1.000 |
0.8086 |
|
0.618 |
0.8068 |
|
HIGH |
0.8039 |
|
0.618 |
0.8021 |
|
0.500 |
0.8016 |
|
0.382 |
0.8010 |
|
LOW |
0.7992 |
|
0.618 |
0.7963 |
|
1.000 |
0.7945 |
|
1.618 |
0.7916 |
|
2.618 |
0.7869 |
|
4.250 |
0.7792 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8024 |
0.8008 |
| PP |
0.8020 |
0.7988 |
| S1 |
0.8016 |
0.7968 |
|