CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7977 |
0.8015 |
0.0038 |
0.5% |
0.7875 |
| High |
0.8042 |
0.8027 |
-0.0015 |
-0.2% |
0.8090 |
| Low |
0.7977 |
0.7916 |
-0.0061 |
-0.8% |
0.7825 |
| Close |
0.8027 |
0.7934 |
-0.0093 |
-1.2% |
0.7976 |
| Range |
0.0065 |
0.0111 |
0.0046 |
70.8% |
0.0265 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.1% |
0.0000 |
| Volume |
34,850 |
56,343 |
21,493 |
61.7% |
426,271 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8292 |
0.8224 |
0.7995 |
|
| R3 |
0.8181 |
0.8113 |
0.7965 |
|
| R2 |
0.8070 |
0.8070 |
0.7954 |
|
| R1 |
0.8002 |
0.8002 |
0.7944 |
0.7981 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7948 |
| S1 |
0.7891 |
0.7891 |
0.7924 |
0.7870 |
| S2 |
0.7848 |
0.7848 |
0.7914 |
|
| S3 |
0.7737 |
0.7780 |
0.7903 |
|
| S4 |
0.7626 |
0.7669 |
0.7873 |
|
|
| 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 |
0.8070 |
0.7916 |
0.0154 |
1.9% |
0.0107 |
1.3% |
12% |
False |
True |
63,314 |
| 10 |
0.8090 |
0.7808 |
0.0282 |
3.6% |
0.0117 |
1.5% |
45% |
False |
False |
74,466 |
| 20 |
0.8460 |
0.7808 |
0.0652 |
8.2% |
0.0104 |
1.3% |
19% |
False |
False |
74,322 |
| 40 |
0.8665 |
0.7808 |
0.0857 |
10.8% |
0.0081 |
1.0% |
15% |
False |
False |
60,589 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.9% |
0.0077 |
1.0% |
11% |
False |
False |
43,165 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.5% |
0.0073 |
0.9% |
11% |
False |
False |
32,481 |
| 100 |
0.9145 |
0.7808 |
0.1337 |
16.9% |
0.0073 |
0.9% |
9% |
False |
False |
26,082 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.6% |
0.0067 |
0.8% |
9% |
False |
False |
21,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8499 |
|
2.618 |
0.8318 |
|
1.618 |
0.8207 |
|
1.000 |
0.8138 |
|
0.618 |
0.8096 |
|
HIGH |
0.8027 |
|
0.618 |
0.7985 |
|
0.500 |
0.7972 |
|
0.382 |
0.7958 |
|
LOW |
0.7916 |
|
0.618 |
0.7847 |
|
1.000 |
0.7805 |
|
1.618 |
0.7736 |
|
2.618 |
0.7625 |
|
4.250 |
0.7444 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7972 |
0.7993 |
| PP |
0.7959 |
0.7973 |
| S1 |
0.7947 |
0.7954 |
|