CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8026 |
0.8067 |
0.0041 |
0.5% |
0.7977 |
| High |
0.8087 |
0.8073 |
-0.0014 |
-0.2% |
0.8047 |
| Low |
0.8007 |
0.8018 |
0.0011 |
0.1% |
0.7871 |
| Close |
0.8072 |
0.8045 |
-0.0027 |
-0.3% |
0.8015 |
| Range |
0.0080 |
0.0055 |
-0.0025 |
-31.3% |
0.0176 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
63,479 |
53,540 |
-9,939 |
-15.7% |
270,905 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8210 |
0.8183 |
0.8075 |
|
| R3 |
0.8155 |
0.8128 |
0.8060 |
|
| R2 |
0.8100 |
0.8100 |
0.8055 |
|
| R1 |
0.8073 |
0.8073 |
0.8050 |
0.8059 |
| PP |
0.8045 |
0.8045 |
0.8045 |
0.8039 |
| S1 |
0.8018 |
0.8018 |
0.8040 |
0.8004 |
| S2 |
0.7990 |
0.7990 |
0.8035 |
|
| S3 |
0.7935 |
0.7963 |
0.8030 |
|
| S4 |
0.7880 |
0.7908 |
0.8015 |
|
|
| 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% |
0.0084 |
1.0% |
81% |
False |
False |
59,346 |
| 10 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0095 |
1.2% |
81% |
False |
False |
61,330 |
| 20 |
0.8279 |
0.7808 |
0.0471 |
5.9% |
0.0104 |
1.3% |
50% |
False |
False |
68,977 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.3% |
0.0083 |
1.0% |
29% |
False |
False |
59,406 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.7% |
0.0079 |
1.0% |
21% |
False |
False |
48,052 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.3% |
0.0075 |
0.9% |
21% |
False |
False |
36,177 |
| 100 |
0.8995 |
0.7808 |
0.1187 |
14.8% |
0.0073 |
0.9% |
20% |
False |
False |
29,022 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.4% |
0.0070 |
0.9% |
17% |
False |
False |
24,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8307 |
|
2.618 |
0.8217 |
|
1.618 |
0.8162 |
|
1.000 |
0.8128 |
|
0.618 |
0.8107 |
|
HIGH |
0.8073 |
|
0.618 |
0.8052 |
|
0.500 |
0.8046 |
|
0.382 |
0.8039 |
|
LOW |
0.8018 |
|
0.618 |
0.7984 |
|
1.000 |
0.7963 |
|
1.618 |
0.7929 |
|
2.618 |
0.7874 |
|
4.250 |
0.7784 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8046 |
0.8040 |
| PP |
0.8045 |
0.8035 |
| S1 |
0.8045 |
0.8030 |
|