CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.8020 |
0.7975 |
-0.0045 |
-0.6% |
0.8065 |
High |
0.8025 |
0.7975 |
-0.0050 |
-0.6% |
0.8065 |
Low |
0.8020 |
0.7958 |
-0.0062 |
-0.8% |
0.7965 |
Close |
0.8025 |
0.7958 |
-0.0067 |
-0.8% |
0.7967 |
Range |
0.0005 |
0.0017 |
0.0012 |
240.0% |
0.0100 |
ATR |
0.0071 |
0.0071 |
0.0000 |
-0.4% |
0.0000 |
Volume |
123 |
52 |
-71 |
-57.7% |
120 |
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8015 |
0.8003 |
0.7967 |
|
R3 |
0.7998 |
0.7986 |
0.7963 |
|
R2 |
0.7981 |
0.7981 |
0.7961 |
|
R1 |
0.7969 |
0.7969 |
0.7960 |
0.7967 |
PP |
0.7964 |
0.7964 |
0.7964 |
0.7962 |
S1 |
0.7952 |
0.7952 |
0.7956 |
0.7950 |
S2 |
0.7947 |
0.7947 |
0.7955 |
|
S3 |
0.7930 |
0.7935 |
0.7953 |
|
S4 |
0.7913 |
0.7918 |
0.7949 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8299 |
0.8233 |
0.8022 |
|
R3 |
0.8199 |
0.8133 |
0.7995 |
|
R2 |
0.8099 |
0.8099 |
0.7985 |
|
R1 |
0.8033 |
0.8033 |
0.7976 |
0.8016 |
PP |
0.7999 |
0.7999 |
0.7999 |
0.7991 |
S1 |
0.7933 |
0.7933 |
0.7958 |
0.7916 |
S2 |
0.7899 |
0.7899 |
0.7949 |
|
S3 |
0.7799 |
0.7833 |
0.7940 |
|
S4 |
0.7699 |
0.7733 |
0.7912 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8047 |
2.618 |
0.8020 |
1.618 |
0.8003 |
1.000 |
0.7992 |
0.618 |
0.7986 |
HIGH |
0.7975 |
0.618 |
0.7969 |
0.500 |
0.7967 |
0.382 |
0.7964 |
LOW |
0.7958 |
0.618 |
0.7947 |
1.000 |
0.7941 |
1.618 |
0.7930 |
2.618 |
0.7913 |
4.250 |
0.7886 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7967 |
0.7963 |
PP |
0.7964 |
0.7961 |
S1 |
0.7961 |
0.7960 |
|