CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7992 |
0.8050 |
0.0058 |
0.7% |
0.8021 |
| High |
0.8039 |
0.8050 |
0.0011 |
0.1% |
0.8075 |
| Low |
0.7992 |
0.7962 |
-0.0030 |
-0.4% |
0.7950 |
| Close |
0.8028 |
0.7962 |
-0.0066 |
-0.8% |
0.7967 |
| Range |
0.0047 |
0.0088 |
0.0041 |
87.2% |
0.0125 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.9% |
0.0000 |
| Volume |
264 |
42 |
-222 |
-84.1% |
550 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8255 |
0.8197 |
0.8010 |
|
| R3 |
0.8167 |
0.8109 |
0.7986 |
|
| R2 |
0.8079 |
0.8079 |
0.7978 |
|
| R1 |
0.8021 |
0.8021 |
0.7970 |
0.8006 |
| PP |
0.7991 |
0.7991 |
0.7991 |
0.7984 |
| S1 |
0.7933 |
0.7933 |
0.7954 |
0.7918 |
| S2 |
0.7903 |
0.7903 |
0.7946 |
|
| S3 |
0.7815 |
0.7845 |
0.7938 |
|
| S4 |
0.7727 |
0.7757 |
0.7914 |
|
|
| 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 |
0.8050 |
0.7896 |
0.0154 |
1.9% |
0.0064 |
0.8% |
43% |
True |
False |
140 |
| 10 |
0.8075 |
0.7896 |
0.0179 |
2.2% |
0.0053 |
0.7% |
37% |
False |
False |
100 |
| 20 |
0.8075 |
0.7820 |
0.0255 |
3.2% |
0.0062 |
0.8% |
56% |
False |
False |
96 |
| 40 |
0.8581 |
0.7820 |
0.0761 |
9.6% |
0.0056 |
0.7% |
19% |
False |
False |
68 |
| 60 |
0.8775 |
0.7820 |
0.0955 |
12.0% |
0.0044 |
0.6% |
15% |
False |
False |
59 |
| 80 |
0.8843 |
0.7820 |
0.1023 |
12.8% |
0.0035 |
0.4% |
14% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8424 |
|
2.618 |
0.8280 |
|
1.618 |
0.8192 |
|
1.000 |
0.8138 |
|
0.618 |
0.8104 |
|
HIGH |
0.8050 |
|
0.618 |
0.8016 |
|
0.500 |
0.8006 |
|
0.382 |
0.7996 |
|
LOW |
0.7962 |
|
0.618 |
0.7908 |
|
1.000 |
0.7874 |
|
1.618 |
0.7820 |
|
2.618 |
0.7732 |
|
4.250 |
0.7588 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8006 |
0.7973 |
| PP |
0.7991 |
0.7969 |
| S1 |
0.7977 |
0.7966 |
|