CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8050 |
0.7985 |
-0.0065 |
-0.8% |
0.7925 |
| High |
0.8050 |
0.8007 |
-0.0043 |
-0.5% |
0.8050 |
| Low |
0.7962 |
0.7972 |
0.0010 |
0.1% |
0.7896 |
| Close |
0.7962 |
0.7972 |
0.0010 |
0.1% |
0.7972 |
| Range |
0.0088 |
0.0035 |
-0.0053 |
-60.2% |
0.0154 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
42 |
27 |
-15 |
-35.7% |
386 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8089 |
0.8065 |
0.7991 |
|
| R3 |
0.8054 |
0.8030 |
0.7982 |
|
| R2 |
0.8019 |
0.8019 |
0.7978 |
|
| R1 |
0.7995 |
0.7995 |
0.7975 |
0.7990 |
| PP |
0.7984 |
0.7984 |
0.7984 |
0.7981 |
| S1 |
0.7960 |
0.7960 |
0.7969 |
0.7955 |
| S2 |
0.7949 |
0.7949 |
0.7966 |
|
| S3 |
0.7914 |
0.7925 |
0.7962 |
|
| S4 |
0.7879 |
0.7890 |
0.7953 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8435 |
0.8357 |
0.8057 |
|
| R3 |
0.8281 |
0.8203 |
0.8014 |
|
| R2 |
0.8127 |
0.8127 |
0.8000 |
|
| R1 |
0.8049 |
0.8049 |
0.7986 |
0.8088 |
| PP |
0.7973 |
0.7973 |
0.7973 |
0.7992 |
| S1 |
0.7895 |
0.7895 |
0.7958 |
0.7934 |
| S2 |
0.7819 |
0.7819 |
0.7944 |
|
| S3 |
0.7665 |
0.7741 |
0.7930 |
|
| S4 |
0.7511 |
0.7587 |
0.7887 |
|
|
| 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% |
0.0058 |
0.7% |
49% |
False |
False |
77 |
| 10 |
0.8075 |
0.7896 |
0.0179 |
2.2% |
0.0051 |
0.6% |
42% |
False |
False |
96 |
| 20 |
0.8075 |
0.7820 |
0.0255 |
3.2% |
0.0060 |
0.8% |
60% |
False |
False |
96 |
| 40 |
0.8581 |
0.7820 |
0.0761 |
9.5% |
0.0057 |
0.7% |
20% |
False |
False |
68 |
| 60 |
0.8747 |
0.7820 |
0.0927 |
11.6% |
0.0045 |
0.6% |
16% |
False |
False |
59 |
| 80 |
0.8843 |
0.7820 |
0.1023 |
12.8% |
0.0036 |
0.4% |
15% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8156 |
|
2.618 |
0.8099 |
|
1.618 |
0.8064 |
|
1.000 |
0.8042 |
|
0.618 |
0.8029 |
|
HIGH |
0.8007 |
|
0.618 |
0.7994 |
|
0.500 |
0.7990 |
|
0.382 |
0.7985 |
|
LOW |
0.7972 |
|
0.618 |
0.7950 |
|
1.000 |
0.7937 |
|
1.618 |
0.7915 |
|
2.618 |
0.7880 |
|
4.250 |
0.7823 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7990 |
0.8006 |
| PP |
0.7984 |
0.7995 |
| S1 |
0.7978 |
0.7983 |
|