CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7948 |
0.8043 |
0.0095 |
1.2% |
0.8031 |
| High |
0.8090 |
0.8065 |
-0.0025 |
-0.3% |
0.8071 |
| Low |
0.7903 |
0.7936 |
0.0033 |
0.4% |
0.7808 |
| Close |
0.8052 |
0.7954 |
-0.0098 |
-1.2% |
0.7881 |
| Range |
0.0187 |
0.0129 |
-0.0058 |
-31.0% |
0.0263 |
| ATR |
0.0094 |
0.0096 |
0.0003 |
2.7% |
0.0000 |
| Volume |
115,698 |
89,488 |
-26,210 |
-22.7% |
332,080 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8372 |
0.8292 |
0.8025 |
|
| R3 |
0.8243 |
0.8163 |
0.7989 |
|
| R2 |
0.8114 |
0.8114 |
0.7978 |
|
| R1 |
0.8034 |
0.8034 |
0.7966 |
0.8010 |
| PP |
0.7985 |
0.7985 |
0.7985 |
0.7973 |
| S1 |
0.7905 |
0.7905 |
0.7942 |
0.7881 |
| S2 |
0.7856 |
0.7856 |
0.7930 |
|
| S3 |
0.7727 |
0.7776 |
0.7919 |
|
| S4 |
0.7598 |
0.7647 |
0.7883 |
|
|
| 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% |
0.0134 |
1.7% |
52% |
False |
False |
91,071 |
| 10 |
0.8115 |
0.7808 |
0.0307 |
3.9% |
0.0103 |
1.3% |
48% |
False |
False |
74,807 |
| 20 |
0.8463 |
0.7808 |
0.0655 |
8.2% |
0.0095 |
1.2% |
22% |
False |
False |
74,361 |
| 40 |
0.8752 |
0.7808 |
0.0944 |
11.9% |
0.0077 |
1.0% |
15% |
False |
False |
58,135 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.9% |
0.0075 |
0.9% |
13% |
False |
False |
39,430 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.4% |
0.0072 |
0.9% |
13% |
False |
False |
29,654 |
| 100 |
0.9145 |
0.7808 |
0.1337 |
16.8% |
0.0071 |
0.9% |
11% |
False |
False |
23,819 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.6% |
0.0064 |
0.8% |
10% |
False |
False |
19,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8613 |
|
2.618 |
0.8403 |
|
1.618 |
0.8274 |
|
1.000 |
0.8194 |
|
0.618 |
0.8145 |
|
HIGH |
0.8065 |
|
0.618 |
0.8016 |
|
0.500 |
0.8001 |
|
0.382 |
0.7985 |
|
LOW |
0.7936 |
|
0.618 |
0.7856 |
|
1.000 |
0.7807 |
|
1.618 |
0.7727 |
|
2.618 |
0.7598 |
|
4.250 |
0.7388 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8001 |
0.7958 |
| PP |
0.7985 |
0.7956 |
| S1 |
0.7970 |
0.7955 |
|