CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8035 |
0.8065 |
0.0030 |
0.4% |
0.8028 |
| High |
0.8035 |
0.8065 |
0.0030 |
0.4% |
0.8035 |
| Low |
0.8004 |
0.8035 |
0.0031 |
0.4% |
0.7894 |
| Close |
0.8004 |
0.8061 |
0.0057 |
0.7% |
0.8004 |
| Range |
0.0031 |
0.0030 |
-0.0001 |
-3.2% |
0.0141 |
| ATR |
0.0000 |
0.0080 |
0.0080 |
|
0.0000 |
| Volume |
5 |
33 |
28 |
560.0% |
427 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8144 |
0.8132 |
0.8078 |
|
| R3 |
0.8114 |
0.8102 |
0.8069 |
|
| R2 |
0.8084 |
0.8084 |
0.8067 |
|
| R1 |
0.8072 |
0.8072 |
0.8064 |
0.8063 |
| PP |
0.8054 |
0.8054 |
0.8054 |
0.8049 |
| S1 |
0.8042 |
0.8042 |
0.8058 |
0.8033 |
| S2 |
0.8024 |
0.8024 |
0.8056 |
|
| S3 |
0.7994 |
0.8012 |
0.8053 |
|
| S4 |
0.7964 |
0.7982 |
0.8045 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8401 |
0.8343 |
0.8082 |
|
| R3 |
0.8260 |
0.8202 |
0.8043 |
|
| R2 |
0.8119 |
0.8119 |
0.8030 |
|
| R1 |
0.8061 |
0.8061 |
0.8017 |
0.8020 |
| PP |
0.7978 |
0.7978 |
0.7978 |
0.7957 |
| S1 |
0.7920 |
0.7920 |
0.7991 |
0.7879 |
| S2 |
0.7837 |
0.7837 |
0.7978 |
|
| S3 |
0.7696 |
0.7779 |
0.7965 |
|
| S4 |
0.7555 |
0.7638 |
0.7926 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8193 |
|
2.618 |
0.8144 |
|
1.618 |
0.8114 |
|
1.000 |
0.8095 |
|
0.618 |
0.8084 |
|
HIGH |
0.8065 |
|
0.618 |
0.8054 |
|
0.500 |
0.8050 |
|
0.382 |
0.8046 |
|
LOW |
0.8035 |
|
0.618 |
0.8016 |
|
1.000 |
0.8005 |
|
1.618 |
0.7986 |
|
2.618 |
0.7956 |
|
4.250 |
0.7908 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8057 |
0.8051 |
| PP |
0.8054 |
0.8042 |
| S1 |
0.8050 |
0.8032 |
|