CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7985 |
0.7988 |
0.0003 |
0.0% |
0.7925 |
| High |
0.8007 |
0.7988 |
-0.0019 |
-0.2% |
0.8050 |
| Low |
0.7972 |
0.7950 |
-0.0022 |
-0.3% |
0.7896 |
| Close |
0.7972 |
0.7956 |
-0.0016 |
-0.2% |
0.7972 |
| Range |
0.0035 |
0.0038 |
0.0003 |
8.6% |
0.0154 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
27 |
429 |
402 |
1,488.9% |
386 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8079 |
0.8055 |
0.7977 |
|
| R3 |
0.8041 |
0.8017 |
0.7966 |
|
| R2 |
0.8003 |
0.8003 |
0.7963 |
|
| R1 |
0.7979 |
0.7979 |
0.7959 |
0.7972 |
| PP |
0.7965 |
0.7965 |
0.7965 |
0.7961 |
| S1 |
0.7941 |
0.7941 |
0.7953 |
0.7934 |
| S2 |
0.7927 |
0.7927 |
0.7949 |
|
| S3 |
0.7889 |
0.7903 |
0.7946 |
|
| S4 |
0.7851 |
0.7865 |
0.7935 |
|
|
| 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% |
0.0062 |
0.8% |
39% |
False |
False |
152 |
| 10 |
0.8075 |
0.7896 |
0.0179 |
2.2% |
0.0052 |
0.7% |
34% |
False |
False |
136 |
| 20 |
0.8075 |
0.7833 |
0.0242 |
3.0% |
0.0058 |
0.7% |
51% |
False |
False |
114 |
| 40 |
0.8505 |
0.7820 |
0.0685 |
8.6% |
0.0057 |
0.7% |
20% |
False |
False |
79 |
| 60 |
0.8747 |
0.7820 |
0.0927 |
11.7% |
0.0045 |
0.6% |
15% |
False |
False |
65 |
| 80 |
0.8843 |
0.7820 |
0.1023 |
12.9% |
0.0036 |
0.5% |
13% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8150 |
|
2.618 |
0.8087 |
|
1.618 |
0.8049 |
|
1.000 |
0.8026 |
|
0.618 |
0.8011 |
|
HIGH |
0.7988 |
|
0.618 |
0.7973 |
|
0.500 |
0.7969 |
|
0.382 |
0.7965 |
|
LOW |
0.7950 |
|
0.618 |
0.7927 |
|
1.000 |
0.7912 |
|
1.618 |
0.7889 |
|
2.618 |
0.7851 |
|
4.250 |
0.7789 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7969 |
0.8000 |
| PP |
0.7965 |
0.7985 |
| S1 |
0.7960 |
0.7971 |
|