CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7953 |
0.8001 |
0.0048 |
0.6% |
0.8026 |
| High |
0.8011 |
0.8061 |
0.0050 |
0.6% |
0.8087 |
| Low |
0.7895 |
0.7999 |
0.0104 |
1.3% |
0.7956 |
| Close |
0.7994 |
0.8044 |
0.0050 |
0.6% |
0.7976 |
| Range |
0.0116 |
0.0062 |
-0.0054 |
-46.6% |
0.0131 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
90,301 |
57,999 |
-32,302 |
-35.8% |
247,582 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8221 |
0.8194 |
0.8078 |
|
| R3 |
0.8159 |
0.8132 |
0.8061 |
|
| R2 |
0.8097 |
0.8097 |
0.8055 |
|
| R1 |
0.8070 |
0.8070 |
0.8050 |
0.8084 |
| PP |
0.8035 |
0.8035 |
0.8035 |
0.8041 |
| S1 |
0.8008 |
0.8008 |
0.8038 |
0.8022 |
| S2 |
0.7973 |
0.7973 |
0.8033 |
|
| S3 |
0.7911 |
0.7946 |
0.8027 |
|
| S4 |
0.7849 |
0.7884 |
0.8010 |
|
|
| 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 |
0.8061 |
0.7895 |
0.0166 |
2.1% |
0.0081 |
1.0% |
90% |
True |
False |
68,303 |
| 10 |
0.8087 |
0.7871 |
0.0216 |
2.7% |
0.0082 |
1.0% |
80% |
False |
False |
63,824 |
| 20 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0100 |
1.2% |
84% |
False |
False |
69,145 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.3% |
0.0088 |
1.1% |
29% |
False |
False |
64,784 |
| 60 |
0.8876 |
0.7808 |
0.1068 |
13.3% |
0.0080 |
1.0% |
22% |
False |
False |
53,638 |
| 80 |
0.8921 |
0.7808 |
0.1113 |
13.8% |
0.0077 |
1.0% |
21% |
False |
False |
40,434 |
| 100 |
0.8995 |
0.7808 |
0.1187 |
14.8% |
0.0075 |
0.9% |
20% |
False |
False |
32,423 |
| 120 |
0.9187 |
0.7808 |
0.1379 |
17.1% |
0.0072 |
0.9% |
17% |
False |
False |
27,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8325 |
|
2.618 |
0.8223 |
|
1.618 |
0.8161 |
|
1.000 |
0.8123 |
|
0.618 |
0.8099 |
|
HIGH |
0.8061 |
|
0.618 |
0.8037 |
|
0.500 |
0.8030 |
|
0.382 |
0.8023 |
|
LOW |
0.7999 |
|
0.618 |
0.7961 |
|
1.000 |
0.7937 |
|
1.618 |
0.7899 |
|
2.618 |
0.7837 |
|
4.250 |
0.7736 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8039 |
0.8022 |
| PP |
0.8035 |
0.8000 |
| S1 |
0.8030 |
0.7978 |
|