CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8043 |
0.7949 |
-0.0094 |
-1.2% |
0.8031 |
| High |
0.8065 |
0.8064 |
-0.0001 |
0.0% |
0.8071 |
| Low |
0.7936 |
0.7940 |
0.0004 |
0.1% |
0.7808 |
| Close |
0.7954 |
0.8033 |
0.0079 |
1.0% |
0.7881 |
| Range |
0.0129 |
0.0124 |
-0.0005 |
-3.9% |
0.0263 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0000 |
| Volume |
89,488 |
67,831 |
-21,657 |
-24.2% |
332,080 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8384 |
0.8333 |
0.8101 |
|
| R3 |
0.8260 |
0.8209 |
0.8067 |
|
| R2 |
0.8136 |
0.8136 |
0.8056 |
|
| R1 |
0.8085 |
0.8085 |
0.8044 |
0.8111 |
| PP |
0.8012 |
0.8012 |
0.8012 |
0.8025 |
| S1 |
0.7961 |
0.7961 |
0.8022 |
0.7987 |
| S2 |
0.7888 |
0.7888 |
0.8010 |
|
| S3 |
0.7764 |
0.7837 |
0.7999 |
|
| S4 |
0.7640 |
0.7713 |
0.7965 |
|
|
| 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% |
0.0138 |
1.7% |
80% |
False |
False |
90,646 |
| 10 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0109 |
1.4% |
80% |
False |
False |
74,813 |
| 20 |
0.8463 |
0.7808 |
0.0655 |
8.2% |
0.0099 |
1.2% |
34% |
False |
False |
74,372 |
| 40 |
0.8752 |
0.7808 |
0.0944 |
11.8% |
0.0079 |
1.0% |
24% |
False |
False |
59,505 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.7% |
0.0076 |
0.9% |
20% |
False |
False |
40,549 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.3% |
0.0073 |
0.9% |
20% |
False |
False |
30,499 |
| 100 |
0.9145 |
0.7808 |
0.1337 |
16.6% |
0.0072 |
0.9% |
17% |
False |
False |
24,494 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.4% |
0.0065 |
0.8% |
16% |
False |
False |
20,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8591 |
|
2.618 |
0.8389 |
|
1.618 |
0.8265 |
|
1.000 |
0.8188 |
|
0.618 |
0.8141 |
|
HIGH |
0.8064 |
|
0.618 |
0.8017 |
|
0.500 |
0.8002 |
|
0.382 |
0.7987 |
|
LOW |
0.7940 |
|
0.618 |
0.7863 |
|
1.000 |
0.7816 |
|
1.618 |
0.7739 |
|
2.618 |
0.7615 |
|
4.250 |
0.7413 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8023 |
0.8021 |
| PP |
0.8012 |
0.8009 |
| S1 |
0.8002 |
0.7997 |
|