CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7999 |
0.7976 |
-0.0023 |
-0.3% |
0.8026 |
| High |
0.8047 |
0.7977 |
-0.0070 |
-0.9% |
0.8087 |
| Low |
0.7956 |
0.7919 |
-0.0037 |
-0.5% |
0.7956 |
| Close |
0.7976 |
0.7948 |
-0.0028 |
-0.4% |
0.7976 |
| Range |
0.0091 |
0.0058 |
-0.0033 |
-36.3% |
0.0131 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
69,729 |
62,653 |
-7,076 |
-10.1% |
247,582 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8122 |
0.8093 |
0.7980 |
|
| R3 |
0.8064 |
0.8035 |
0.7964 |
|
| R2 |
0.8006 |
0.8006 |
0.7959 |
|
| R1 |
0.7977 |
0.7977 |
0.7953 |
0.7963 |
| PP |
0.7948 |
0.7948 |
0.7948 |
0.7941 |
| S1 |
0.7919 |
0.7919 |
0.7943 |
0.7905 |
| S2 |
0.7890 |
0.7890 |
0.7937 |
|
| S3 |
0.7832 |
0.7861 |
0.7932 |
|
| S4 |
0.7774 |
0.7803 |
0.7916 |
|
|
| 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 |
0.7919 |
0.0168 |
2.1% |
0.0072 |
0.9% |
17% |
False |
True |
62,047 |
| 10 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0082 |
1.0% |
36% |
False |
False |
58,114 |
| 20 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0097 |
1.2% |
50% |
False |
False |
66,974 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.4% |
0.0085 |
1.1% |
17% |
False |
False |
61,635 |
| 60 |
0.8883 |
0.7808 |
0.1075 |
13.5% |
0.0079 |
1.0% |
13% |
False |
False |
51,214 |
| 80 |
0.8955 |
0.7808 |
0.1147 |
14.4% |
0.0076 |
1.0% |
12% |
False |
False |
38,583 |
| 100 |
0.8995 |
0.7808 |
0.1187 |
14.9% |
0.0074 |
0.9% |
12% |
False |
False |
30,947 |
| 120 |
0.9187 |
0.7808 |
0.1379 |
17.4% |
0.0071 |
0.9% |
10% |
False |
False |
25,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8224 |
|
2.618 |
0.8129 |
|
1.618 |
0.8071 |
|
1.000 |
0.8035 |
|
0.618 |
0.8013 |
|
HIGH |
0.7977 |
|
0.618 |
0.7955 |
|
0.500 |
0.7948 |
|
0.382 |
0.7941 |
|
LOW |
0.7919 |
|
0.618 |
0.7883 |
|
1.000 |
0.7861 |
|
1.618 |
0.7825 |
|
2.618 |
0.7767 |
|
4.250 |
0.7673 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7948 |
0.7983 |
| PP |
0.7948 |
0.7971 |
| S1 |
0.7948 |
0.7960 |
|