CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8027 |
0.7999 |
-0.0028 |
-0.3% |
0.8026 |
| High |
0.8038 |
0.8047 |
0.0009 |
0.1% |
0.8087 |
| Low |
0.7961 |
0.7956 |
-0.0005 |
-0.1% |
0.7956 |
| Close |
0.8001 |
0.7976 |
-0.0025 |
-0.3% |
0.7976 |
| Range |
0.0077 |
0.0091 |
0.0014 |
18.2% |
0.0131 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
60,834 |
69,729 |
8,895 |
14.6% |
247,582 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8266 |
0.8212 |
0.8026 |
|
| R3 |
0.8175 |
0.8121 |
0.8001 |
|
| R2 |
0.8084 |
0.8084 |
0.7993 |
|
| R1 |
0.8030 |
0.8030 |
0.7984 |
0.8012 |
| PP |
0.7993 |
0.7993 |
0.7993 |
0.7984 |
| S1 |
0.7939 |
0.7939 |
0.7968 |
0.7921 |
| S2 |
0.7902 |
0.7902 |
0.7959 |
|
| S3 |
0.7811 |
0.7848 |
0.7951 |
|
| S4 |
0.7720 |
0.7757 |
0.7926 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8399 |
0.8319 |
0.8048 |
|
| R3 |
0.8268 |
0.8188 |
0.8012 |
|
| R2 |
0.8137 |
0.8137 |
0.8000 |
|
| R1 |
0.8057 |
0.8057 |
0.7988 |
0.8032 |
| PP |
0.8006 |
0.8006 |
0.8006 |
0.7994 |
| S1 |
0.7926 |
0.7926 |
0.7964 |
0.7901 |
| S2 |
0.7875 |
0.7875 |
0.7952 |
|
| S3 |
0.7744 |
0.7795 |
0.7940 |
|
| S4 |
0.7613 |
0.7664 |
0.7904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8087 |
0.7956 |
0.0131 |
1.6% |
0.0076 |
0.9% |
15% |
False |
True |
58,185 |
| 10 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0087 |
1.1% |
49% |
False |
False |
58,654 |
| 20 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0098 |
1.2% |
60% |
False |
False |
66,734 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.3% |
0.0085 |
1.1% |
20% |
False |
False |
60,945 |
| 60 |
0.8885 |
0.7808 |
0.1077 |
13.5% |
0.0079 |
1.0% |
16% |
False |
False |
50,208 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.4% |
0.0076 |
1.0% |
15% |
False |
False |
37,803 |
| 100 |
0.8995 |
0.7808 |
0.1187 |
14.9% |
0.0074 |
0.9% |
14% |
False |
False |
30,325 |
| 120 |
0.9205 |
0.7808 |
0.1397 |
17.5% |
0.0071 |
0.9% |
12% |
False |
False |
25,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8434 |
|
2.618 |
0.8285 |
|
1.618 |
0.8194 |
|
1.000 |
0.8138 |
|
0.618 |
0.8103 |
|
HIGH |
0.8047 |
|
0.618 |
0.8012 |
|
0.500 |
0.8002 |
|
0.382 |
0.7991 |
|
LOW |
0.7956 |
|
0.618 |
0.7900 |
|
1.000 |
0.7865 |
|
1.618 |
0.7809 |
|
2.618 |
0.7718 |
|
4.250 |
0.7569 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8002 |
0.8015 |
| PP |
0.7993 |
0.8002 |
| S1 |
0.7985 |
0.7989 |
|