CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7875 |
0.7948 |
0.0073 |
0.9% |
0.8031 |
| High |
0.7959 |
0.8090 |
0.0131 |
1.6% |
0.8071 |
| Low |
0.7825 |
0.7903 |
0.0078 |
1.0% |
0.7808 |
| Close |
0.7941 |
0.8052 |
0.0111 |
1.4% |
0.7881 |
| Range |
0.0134 |
0.0187 |
0.0053 |
39.6% |
0.0263 |
| ATR |
0.0087 |
0.0094 |
0.0007 |
8.3% |
0.0000 |
| Volume |
85,192 |
115,698 |
30,506 |
35.8% |
332,080 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8576 |
0.8501 |
0.8155 |
|
| R3 |
0.8389 |
0.8314 |
0.8103 |
|
| R2 |
0.8202 |
0.8202 |
0.8086 |
|
| R1 |
0.8127 |
0.8127 |
0.8069 |
0.8165 |
| PP |
0.8015 |
0.8015 |
0.8015 |
0.8034 |
| S1 |
0.7940 |
0.7940 |
0.8035 |
0.7978 |
| S2 |
0.7828 |
0.7828 |
0.8018 |
|
| S3 |
0.7641 |
0.7753 |
0.8001 |
|
| S4 |
0.7454 |
0.7566 |
0.7949 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8709 |
0.8558 |
0.8026 |
|
| R3 |
0.8446 |
0.8295 |
0.7953 |
|
| R2 |
0.8183 |
0.8183 |
0.7929 |
|
| R1 |
0.8032 |
0.8032 |
0.7905 |
0.7976 |
| PP |
0.7920 |
0.7920 |
0.7920 |
0.7892 |
| S1 |
0.7769 |
0.7769 |
0.7857 |
0.7713 |
| S2 |
0.7657 |
0.7657 |
0.7833 |
|
| S3 |
0.7394 |
0.7506 |
0.7809 |
|
| S4 |
0.7131 |
0.7243 |
0.7736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0127 |
1.6% |
87% |
True |
False |
85,618 |
| 10 |
0.8279 |
0.7808 |
0.0471 |
5.8% |
0.0112 |
1.4% |
52% |
False |
False |
76,623 |
| 20 |
0.8511 |
0.7808 |
0.0703 |
8.7% |
0.0093 |
1.2% |
35% |
False |
False |
72,836 |
| 40 |
0.8762 |
0.7808 |
0.0954 |
11.8% |
0.0075 |
0.9% |
26% |
False |
False |
56,056 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.7% |
0.0074 |
0.9% |
22% |
False |
False |
37,946 |
| 80 |
0.8987 |
0.7808 |
0.1179 |
14.6% |
0.0071 |
0.9% |
21% |
False |
False |
28,541 |
| 100 |
0.9145 |
0.7808 |
0.1337 |
16.6% |
0.0070 |
0.9% |
18% |
False |
False |
22,935 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.3% |
0.0063 |
0.8% |
17% |
False |
False |
19,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8885 |
|
2.618 |
0.8580 |
|
1.618 |
0.8393 |
|
1.000 |
0.8277 |
|
0.618 |
0.8206 |
|
HIGH |
0.8090 |
|
0.618 |
0.8019 |
|
0.500 |
0.7997 |
|
0.382 |
0.7974 |
|
LOW |
0.7903 |
|
0.618 |
0.7787 |
|
1.000 |
0.7716 |
|
1.618 |
0.7600 |
|
2.618 |
0.7413 |
|
4.250 |
0.7108 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8034 |
0.8018 |
| PP |
0.8015 |
0.7983 |
| S1 |
0.7997 |
0.7949 |
|