CME Canadian Dollar Future December 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 |
0.7969 |
0.7970 |
0.0001 |
0.0% |
0.7950 |
| High |
0.7995 |
0.7970 |
-0.0025 |
-0.3% |
0.8025 |
| Low |
0.7969 |
0.7947 |
-0.0022 |
-0.3% |
0.7900 |
| Close |
0.7969 |
0.7952 |
-0.0017 |
-0.2% |
0.7969 |
| Range |
0.0026 |
0.0023 |
-0.0003 |
-11.5% |
0.0125 |
| ATR |
0.0069 |
0.0065 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
2 |
12 |
10 |
500.0% |
252 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8025 |
0.8012 |
0.7965 |
|
| R3 |
0.8002 |
0.7989 |
0.7958 |
|
| R2 |
0.7979 |
0.7979 |
0.7956 |
|
| R1 |
0.7966 |
0.7966 |
0.7954 |
0.7961 |
| PP |
0.7956 |
0.7956 |
0.7956 |
0.7954 |
| S1 |
0.7943 |
0.7943 |
0.7950 |
0.7938 |
| S2 |
0.7933 |
0.7933 |
0.7948 |
|
| S3 |
0.7910 |
0.7920 |
0.7946 |
|
| S4 |
0.7887 |
0.7897 |
0.7939 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8340 |
0.8279 |
0.8038 |
|
| R3 |
0.8215 |
0.8154 |
0.8003 |
|
| R2 |
0.8090 |
0.8090 |
0.7992 |
|
| R1 |
0.8029 |
0.8029 |
0.7980 |
0.8060 |
| PP |
0.7965 |
0.7965 |
0.7965 |
0.7980 |
| S1 |
0.7904 |
0.7904 |
0.7958 |
0.7935 |
| S2 |
0.7840 |
0.7840 |
0.7946 |
|
| S3 |
0.7715 |
0.7779 |
0.7935 |
|
| S4 |
0.7590 |
0.7654 |
0.7900 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8068 |
|
2.618 |
0.8030 |
|
1.618 |
0.8007 |
|
1.000 |
0.7993 |
|
0.618 |
0.7984 |
|
HIGH |
0.7970 |
|
0.618 |
0.7961 |
|
0.500 |
0.7959 |
|
0.382 |
0.7956 |
|
LOW |
0.7947 |
|
0.618 |
0.7933 |
|
1.000 |
0.7924 |
|
1.618 |
0.7910 |
|
2.618 |
0.7887 |
|
4.250 |
0.7849 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7959 |
0.7971 |
| PP |
0.7956 |
0.7965 |
| S1 |
0.7954 |
0.7958 |
|