CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8065 |
0.8045 |
-0.0020 |
-0.2% |
0.8028 |
| High |
0.8065 |
0.8048 |
-0.0017 |
-0.2% |
0.8035 |
| Low |
0.8035 |
0.8000 |
-0.0035 |
-0.4% |
0.7894 |
| Close |
0.8061 |
0.8035 |
-0.0026 |
-0.3% |
0.8004 |
| Range |
0.0030 |
0.0048 |
0.0018 |
60.0% |
0.0141 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
33 |
44 |
11 |
33.3% |
427 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8172 |
0.8151 |
0.8061 |
|
| R3 |
0.8124 |
0.8103 |
0.8048 |
|
| R2 |
0.8076 |
0.8076 |
0.8044 |
|
| R1 |
0.8055 |
0.8055 |
0.8039 |
0.8042 |
| PP |
0.8028 |
0.8028 |
0.8028 |
0.8021 |
| S1 |
0.8007 |
0.8007 |
0.8031 |
0.7994 |
| S2 |
0.7980 |
0.7980 |
0.8026 |
|
| S3 |
0.7932 |
0.7959 |
0.8022 |
|
| S4 |
0.7884 |
0.7911 |
0.8009 |
|
|
| 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 |
0.8252 |
|
2.618 |
0.8174 |
|
1.618 |
0.8126 |
|
1.000 |
0.8096 |
|
0.618 |
0.8078 |
|
HIGH |
0.8048 |
|
0.618 |
0.8030 |
|
0.500 |
0.8024 |
|
0.382 |
0.8018 |
|
LOW |
0.8000 |
|
0.618 |
0.7970 |
|
1.000 |
0.7952 |
|
1.618 |
0.7922 |
|
2.618 |
0.7874 |
|
4.250 |
0.7796 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8031 |
0.8034 |
| PP |
0.8028 |
0.8033 |
| S1 |
0.8024 |
0.8033 |
|