CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7949 |
0.8040 |
0.0091 |
1.1% |
0.7875 |
| High |
0.8064 |
0.8070 |
0.0006 |
0.1% |
0.8090 |
| Low |
0.7940 |
0.7965 |
0.0025 |
0.3% |
0.7825 |
| Close |
0.8033 |
0.7976 |
-0.0057 |
-0.7% |
0.7976 |
| Range |
0.0124 |
0.0105 |
-0.0019 |
-15.3% |
0.0265 |
| ATR |
0.0098 |
0.0099 |
0.0000 |
0.5% |
0.0000 |
| Volume |
67,831 |
68,062 |
231 |
0.3% |
426,271 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8319 |
0.8252 |
0.8034 |
|
| R3 |
0.8214 |
0.8147 |
0.8005 |
|
| R2 |
0.8109 |
0.8109 |
0.7995 |
|
| R1 |
0.8042 |
0.8042 |
0.7986 |
0.8023 |
| PP |
0.8004 |
0.8004 |
0.8004 |
0.7994 |
| S1 |
0.7937 |
0.7937 |
0.7966 |
0.7918 |
| S2 |
0.7899 |
0.7899 |
0.7957 |
|
| S3 |
0.7794 |
0.7832 |
0.7947 |
|
| S4 |
0.7689 |
0.7727 |
0.7918 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8759 |
0.8632 |
0.8122 |
|
| R3 |
0.8494 |
0.8367 |
0.8049 |
|
| R2 |
0.8229 |
0.8229 |
0.8025 |
|
| R1 |
0.8102 |
0.8102 |
0.8000 |
0.8166 |
| PP |
0.7964 |
0.7964 |
0.7964 |
0.7995 |
| S1 |
0.7837 |
0.7837 |
0.7952 |
0.7901 |
| S2 |
0.7699 |
0.7699 |
0.7927 |
|
| S3 |
0.7434 |
0.7572 |
0.7903 |
|
| S4 |
0.7169 |
0.7307 |
0.7830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8090 |
0.7825 |
0.0265 |
3.3% |
0.0136 |
1.7% |
57% |
False |
False |
85,254 |
| 10 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0113 |
1.4% |
60% |
False |
False |
75,835 |
| 20 |
0.8460 |
0.7808 |
0.0652 |
8.2% |
0.0103 |
1.3% |
26% |
False |
False |
75,579 |
| 40 |
0.8725 |
0.7808 |
0.0917 |
11.5% |
0.0080 |
1.0% |
18% |
False |
False |
60,662 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.8% |
0.0076 |
1.0% |
15% |
False |
False |
41,665 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.4% |
0.0074 |
0.9% |
15% |
False |
False |
31,346 |
| 100 |
0.9145 |
0.7808 |
0.1337 |
16.8% |
0.0072 |
0.9% |
13% |
False |
False |
25,173 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.5% |
0.0065 |
0.8% |
12% |
False |
False |
21,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8516 |
|
2.618 |
0.8345 |
|
1.618 |
0.8240 |
|
1.000 |
0.8175 |
|
0.618 |
0.8135 |
|
HIGH |
0.8070 |
|
0.618 |
0.8030 |
|
0.500 |
0.8018 |
|
0.382 |
0.8005 |
|
LOW |
0.7965 |
|
0.618 |
0.7900 |
|
1.000 |
0.7860 |
|
1.618 |
0.7795 |
|
2.618 |
0.7690 |
|
4.250 |
0.7519 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8018 |
0.8003 |
| PP |
0.8004 |
0.7994 |
| S1 |
0.7990 |
0.7985 |
|