CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8045 |
0.8000 |
-0.0045 |
-0.6% |
0.8028 |
High |
0.8048 |
0.8000 |
-0.0048 |
-0.6% |
0.8035 |
Low |
0.8000 |
0.7990 |
-0.0010 |
-0.1% |
0.7894 |
Close |
0.8035 |
0.7990 |
-0.0045 |
-0.6% |
0.8004 |
Range |
0.0048 |
0.0010 |
-0.0038 |
-79.2% |
0.0141 |
ATR |
0.0079 |
0.0076 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
44 |
41 |
-3 |
-6.8% |
427 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8023 |
0.8017 |
0.7996 |
|
R3 |
0.8013 |
0.8007 |
0.7993 |
|
R2 |
0.8003 |
0.8003 |
0.7992 |
|
R1 |
0.7997 |
0.7997 |
0.7991 |
0.7995 |
PP |
0.7993 |
0.7993 |
0.7993 |
0.7993 |
S1 |
0.7987 |
0.7987 |
0.7989 |
0.7985 |
S2 |
0.7983 |
0.7983 |
0.7988 |
|
S3 |
0.7973 |
0.7977 |
0.7987 |
|
S4 |
0.7963 |
0.7967 |
0.7985 |
|
|
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 |
0.8043 |
2.618 |
0.8026 |
1.618 |
0.8016 |
1.000 |
0.8010 |
0.618 |
0.8006 |
HIGH |
0.8000 |
0.618 |
0.7996 |
0.500 |
0.7995 |
0.382 |
0.7994 |
LOW |
0.7990 |
0.618 |
0.7984 |
1.000 |
0.7980 |
1.618 |
0.7974 |
2.618 |
0.7964 |
4.250 |
0.7948 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7995 |
0.8028 |
PP |
0.7993 |
0.8015 |
S1 |
0.7992 |
0.8003 |
|