CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8040 |
0.7977 |
-0.0063 |
-0.8% |
0.7875 |
| High |
0.8070 |
0.8042 |
-0.0028 |
-0.3% |
0.8090 |
| Low |
0.7965 |
0.7977 |
0.0012 |
0.2% |
0.7825 |
| Close |
0.7976 |
0.8027 |
0.0051 |
0.6% |
0.7976 |
| Range |
0.0105 |
0.0065 |
-0.0040 |
-38.1% |
0.0265 |
| ATR |
0.0099 |
0.0096 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
68,062 |
34,850 |
-33,212 |
-48.8% |
426,271 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8210 |
0.8184 |
0.8063 |
|
| R3 |
0.8145 |
0.8119 |
0.8045 |
|
| R2 |
0.8080 |
0.8080 |
0.8039 |
|
| R1 |
0.8054 |
0.8054 |
0.8033 |
0.8067 |
| PP |
0.8015 |
0.8015 |
0.8015 |
0.8022 |
| S1 |
0.7989 |
0.7989 |
0.8021 |
0.8002 |
| S2 |
0.7950 |
0.7950 |
0.8015 |
|
| S3 |
0.7885 |
0.7924 |
0.8009 |
|
| S4 |
0.7820 |
0.7859 |
0.7991 |
|
|
| 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 |
0.7903 |
0.0187 |
2.3% |
0.0122 |
1.5% |
66% |
False |
False |
75,185 |
| 10 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0114 |
1.4% |
78% |
False |
False |
74,783 |
| 20 |
0.8460 |
0.7808 |
0.0652 |
8.1% |
0.0103 |
1.3% |
34% |
False |
False |
74,053 |
| 40 |
0.8715 |
0.7808 |
0.0907 |
11.3% |
0.0080 |
1.0% |
24% |
False |
False |
60,528 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.8% |
0.0076 |
1.0% |
20% |
False |
False |
42,241 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.3% |
0.0074 |
0.9% |
19% |
False |
False |
31,779 |
| 100 |
0.9145 |
0.7808 |
0.1337 |
16.7% |
0.0072 |
0.9% |
16% |
False |
False |
25,520 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.4% |
0.0066 |
0.8% |
16% |
False |
False |
21,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8318 |
|
2.618 |
0.8212 |
|
1.618 |
0.8147 |
|
1.000 |
0.8107 |
|
0.618 |
0.8082 |
|
HIGH |
0.8042 |
|
0.618 |
0.8017 |
|
0.500 |
0.8010 |
|
0.382 |
0.8002 |
|
LOW |
0.7977 |
|
0.618 |
0.7937 |
|
1.000 |
0.7912 |
|
1.618 |
0.7872 |
|
2.618 |
0.7807 |
|
4.250 |
0.7701 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8021 |
0.8020 |
| PP |
0.8015 |
0.8012 |
| S1 |
0.8010 |
0.8005 |
|