CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8001 |
0.8038 |
0.0037 |
0.5% |
0.8026 |
| High |
0.8061 |
0.8070 |
0.0009 |
0.1% |
0.8087 |
| Low |
0.7999 |
0.7975 |
-0.0024 |
-0.3% |
0.7956 |
| Close |
0.8044 |
0.7978 |
-0.0066 |
-0.8% |
0.7976 |
| Range |
0.0062 |
0.0095 |
0.0033 |
53.2% |
0.0131 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
57,999 |
69,588 |
11,589 |
20.0% |
247,582 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8293 |
0.8230 |
0.8030 |
|
| R3 |
0.8198 |
0.8135 |
0.8004 |
|
| R2 |
0.8103 |
0.8103 |
0.7995 |
|
| R1 |
0.8040 |
0.8040 |
0.7987 |
0.8024 |
| PP |
0.8008 |
0.8008 |
0.8008 |
0.8000 |
| S1 |
0.7945 |
0.7945 |
0.7969 |
0.7929 |
| S2 |
0.7913 |
0.7913 |
0.7961 |
|
| S3 |
0.7818 |
0.7850 |
0.7952 |
|
| S4 |
0.7723 |
0.7755 |
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 |
0.8070 |
0.7895 |
0.0175 |
2.2% |
0.0084 |
1.1% |
47% |
True |
False |
70,054 |
| 10 |
0.8087 |
0.7895 |
0.0192 |
2.4% |
0.0084 |
1.1% |
43% |
False |
False |
64,763 |
| 20 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0100 |
1.3% |
60% |
False |
False |
69,513 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.3% |
0.0090 |
1.1% |
21% |
False |
False |
65,956 |
| 60 |
0.8815 |
0.7808 |
0.1007 |
12.6% |
0.0079 |
1.0% |
17% |
False |
False |
54,735 |
| 80 |
0.8912 |
0.7808 |
0.1104 |
13.8% |
0.0078 |
1.0% |
15% |
False |
False |
41,295 |
| 100 |
0.8987 |
0.7808 |
0.1179 |
14.8% |
0.0075 |
0.9% |
14% |
False |
False |
33,091 |
| 120 |
0.9145 |
0.7808 |
0.1337 |
16.8% |
0.0072 |
0.9% |
13% |
False |
False |
27,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8474 |
|
2.618 |
0.8319 |
|
1.618 |
0.8224 |
|
1.000 |
0.8165 |
|
0.618 |
0.8129 |
|
HIGH |
0.8070 |
|
0.618 |
0.8034 |
|
0.500 |
0.8023 |
|
0.382 |
0.8011 |
|
LOW |
0.7975 |
|
0.618 |
0.7916 |
|
1.000 |
0.7880 |
|
1.618 |
0.7821 |
|
2.618 |
0.7726 |
|
4.250 |
0.7571 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8023 |
0.7983 |
| PP |
0.8008 |
0.7981 |
| S1 |
0.7993 |
0.7980 |
|