CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7922 |
0.7991 |
0.0069 |
0.9% |
0.7977 |
| High |
0.8035 |
0.8047 |
0.0012 |
0.1% |
0.8047 |
| Low |
0.7904 |
0.7972 |
0.0068 |
0.9% |
0.7871 |
| Close |
0.8008 |
0.8015 |
0.0007 |
0.1% |
0.8015 |
| Range |
0.0131 |
0.0075 |
-0.0056 |
-42.7% |
0.0176 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
76,163 |
43,347 |
-32,816 |
-43.1% |
270,905 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8236 |
0.8201 |
0.8056 |
|
| R3 |
0.8161 |
0.8126 |
0.8036 |
|
| R2 |
0.8086 |
0.8086 |
0.8029 |
|
| R1 |
0.8051 |
0.8051 |
0.8022 |
0.8069 |
| PP |
0.8011 |
0.8011 |
0.8011 |
0.8020 |
| S1 |
0.7976 |
0.7976 |
0.8008 |
0.7994 |
| S2 |
0.7936 |
0.7936 |
0.8001 |
|
| S3 |
0.7861 |
0.7901 |
0.7994 |
|
| S4 |
0.7786 |
0.7826 |
0.7974 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8506 |
0.8436 |
0.8112 |
|
| R3 |
0.8330 |
0.8260 |
0.8063 |
|
| R2 |
0.8154 |
0.8154 |
0.8047 |
|
| R1 |
0.8084 |
0.8084 |
0.8031 |
0.8119 |
| PP |
0.7978 |
0.7978 |
0.7978 |
0.7995 |
| S1 |
0.7908 |
0.7908 |
0.7999 |
0.7943 |
| S2 |
0.7802 |
0.7802 |
0.7983 |
|
| S3 |
0.7626 |
0.7732 |
0.7967 |
|
| S4 |
0.7450 |
0.7556 |
0.7918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8047 |
0.7871 |
0.0176 |
2.2% |
0.0092 |
1.2% |
82% |
True |
False |
54,181 |
| 10 |
0.8090 |
0.7825 |
0.0265 |
3.3% |
0.0114 |
1.4% |
72% |
False |
False |
69,717 |
| 20 |
0.8359 |
0.7808 |
0.0551 |
6.9% |
0.0106 |
1.3% |
38% |
False |
False |
70,401 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.3% |
0.0083 |
1.0% |
25% |
False |
False |
60,181 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.8% |
0.0079 |
1.0% |
19% |
False |
False |
46,122 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.3% |
0.0075 |
0.9% |
18% |
False |
False |
34,717 |
| 100 |
0.9061 |
0.7808 |
0.1253 |
15.6% |
0.0073 |
0.9% |
17% |
False |
False |
27,857 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.4% |
0.0069 |
0.9% |
15% |
False |
False |
23,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8366 |
|
2.618 |
0.8243 |
|
1.618 |
0.8168 |
|
1.000 |
0.8122 |
|
0.618 |
0.8093 |
|
HIGH |
0.8047 |
|
0.618 |
0.8018 |
|
0.500 |
0.8010 |
|
0.382 |
0.8001 |
|
LOW |
0.7972 |
|
0.618 |
0.7926 |
|
1.000 |
0.7897 |
|
1.618 |
0.7851 |
|
2.618 |
0.7776 |
|
4.250 |
0.7653 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8013 |
0.7996 |
| PP |
0.8011 |
0.7978 |
| S1 |
0.8010 |
0.7959 |
|