CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7991 |
0.8026 |
0.0035 |
0.4% |
0.7977 |
| High |
0.8047 |
0.8087 |
0.0040 |
0.5% |
0.8047 |
| Low |
0.7972 |
0.8007 |
0.0035 |
0.4% |
0.7871 |
| Close |
0.8015 |
0.8072 |
0.0057 |
0.7% |
0.8015 |
| Range |
0.0075 |
0.0080 |
0.0005 |
6.7% |
0.0176 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
43,347 |
63,479 |
20,132 |
46.4% |
270,905 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8295 |
0.8264 |
0.8116 |
|
| R3 |
0.8215 |
0.8184 |
0.8094 |
|
| R2 |
0.8135 |
0.8135 |
0.8087 |
|
| R1 |
0.8104 |
0.8104 |
0.8079 |
0.8120 |
| PP |
0.8055 |
0.8055 |
0.8055 |
0.8063 |
| S1 |
0.8024 |
0.8024 |
0.8065 |
0.8040 |
| S2 |
0.7975 |
0.7975 |
0.8057 |
|
| S3 |
0.7895 |
0.7944 |
0.8050 |
|
| S4 |
0.7815 |
0.7864 |
0.8028 |
|
|
| 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 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0095 |
1.2% |
93% |
True |
False |
59,906 |
| 10 |
0.8090 |
0.7871 |
0.0219 |
2.7% |
0.0109 |
1.3% |
92% |
False |
False |
67,546 |
| 20 |
0.8359 |
0.7808 |
0.0551 |
6.8% |
0.0107 |
1.3% |
48% |
False |
False |
70,256 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.2% |
0.0083 |
1.0% |
32% |
False |
False |
59,383 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.7% |
0.0079 |
1.0% |
24% |
False |
False |
47,168 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.2% |
0.0075 |
0.9% |
23% |
False |
False |
35,509 |
| 100 |
0.9008 |
0.7808 |
0.1200 |
14.9% |
0.0073 |
0.9% |
22% |
False |
False |
28,489 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.3% |
0.0069 |
0.9% |
19% |
False |
False |
23,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8427 |
|
2.618 |
0.8296 |
|
1.618 |
0.8216 |
|
1.000 |
0.8167 |
|
0.618 |
0.8136 |
|
HIGH |
0.8087 |
|
0.618 |
0.8056 |
|
0.500 |
0.8047 |
|
0.382 |
0.8038 |
|
LOW |
0.8007 |
|
0.618 |
0.7958 |
|
1.000 |
0.7927 |
|
1.618 |
0.7878 |
|
2.618 |
0.7798 |
|
4.250 |
0.7667 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8064 |
0.8047 |
| PP |
0.8055 |
0.8021 |
| S1 |
0.8047 |
0.7996 |
|