CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8067 |
0.8027 |
-0.0040 |
-0.5% |
0.7977 |
| High |
0.8073 |
0.8038 |
-0.0035 |
-0.4% |
0.8047 |
| Low |
0.8018 |
0.7961 |
-0.0057 |
-0.7% |
0.7871 |
| Close |
0.8045 |
0.8001 |
-0.0044 |
-0.5% |
0.8015 |
| Range |
0.0055 |
0.0077 |
0.0022 |
40.0% |
0.0176 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
53,540 |
60,834 |
7,294 |
13.6% |
270,905 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8231 |
0.8193 |
0.8043 |
|
| R3 |
0.8154 |
0.8116 |
0.8022 |
|
| R2 |
0.8077 |
0.8077 |
0.8015 |
|
| R1 |
0.8039 |
0.8039 |
0.8008 |
0.8020 |
| PP |
0.8000 |
0.8000 |
0.8000 |
0.7990 |
| S1 |
0.7962 |
0.7962 |
0.7994 |
0.7943 |
| S2 |
0.7923 |
0.7923 |
0.7987 |
|
| S3 |
0.7846 |
0.7885 |
0.7980 |
|
| S4 |
0.7769 |
0.7808 |
0.7959 |
|
|
| 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 |
0.7904 |
0.0183 |
2.3% |
0.0084 |
1.0% |
53% |
False |
False |
59,472 |
| 10 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0090 |
1.1% |
60% |
False |
False |
58,465 |
| 20 |
0.8115 |
0.7808 |
0.0307 |
3.8% |
0.0097 |
1.2% |
63% |
False |
False |
66,636 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.3% |
0.0084 |
1.0% |
23% |
False |
False |
59,957 |
| 60 |
0.8912 |
0.7808 |
0.1104 |
13.8% |
0.0080 |
1.0% |
17% |
False |
False |
49,055 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.3% |
0.0075 |
0.9% |
17% |
False |
False |
36,933 |
| 100 |
0.8995 |
0.7808 |
0.1187 |
14.8% |
0.0074 |
0.9% |
16% |
False |
False |
29,629 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.5% |
0.0070 |
0.9% |
14% |
False |
False |
24,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8365 |
|
2.618 |
0.8240 |
|
1.618 |
0.8163 |
|
1.000 |
0.8115 |
|
0.618 |
0.8086 |
|
HIGH |
0.8038 |
|
0.618 |
0.8009 |
|
0.500 |
0.8000 |
|
0.382 |
0.7990 |
|
LOW |
0.7961 |
|
0.618 |
0.7913 |
|
1.000 |
0.7884 |
|
1.618 |
0.7836 |
|
2.618 |
0.7759 |
|
4.250 |
0.7634 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8001 |
0.8024 |
| PP |
0.8000 |
0.8016 |
| S1 |
0.8000 |
0.8009 |
|