CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8038 |
0.7986 |
-0.0052 |
-0.6% |
0.7976 |
| High |
0.8070 |
0.8032 |
-0.0038 |
-0.5% |
0.8070 |
| Low |
0.7975 |
0.7979 |
0.0004 |
0.1% |
0.7895 |
| Close |
0.7978 |
0.7988 |
0.0010 |
0.1% |
0.7988 |
| Range |
0.0095 |
0.0053 |
-0.0042 |
-44.2% |
0.0175 |
| ATR |
0.0090 |
0.0088 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
69,588 |
53,420 |
-16,168 |
-23.2% |
333,961 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8159 |
0.8126 |
0.8017 |
|
| R3 |
0.8106 |
0.8073 |
0.8003 |
|
| R2 |
0.8053 |
0.8053 |
0.7998 |
|
| R1 |
0.8020 |
0.8020 |
0.7993 |
0.8037 |
| PP |
0.8000 |
0.8000 |
0.8000 |
0.8008 |
| S1 |
0.7967 |
0.7967 |
0.7983 |
0.7984 |
| S2 |
0.7947 |
0.7947 |
0.7978 |
|
| S3 |
0.7894 |
0.7914 |
0.7973 |
|
| S4 |
0.7841 |
0.7861 |
0.7959 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8509 |
0.8424 |
0.8084 |
|
| R3 |
0.8334 |
0.8249 |
0.8036 |
|
| R2 |
0.8159 |
0.8159 |
0.8020 |
|
| R1 |
0.8074 |
0.8074 |
0.8004 |
0.8117 |
| PP |
0.7984 |
0.7984 |
0.7984 |
0.8006 |
| S1 |
0.7899 |
0.7899 |
0.7972 |
0.7942 |
| S2 |
0.7809 |
0.7809 |
0.7956 |
|
| S3 |
0.7634 |
0.7724 |
0.7940 |
|
| S4 |
0.7459 |
0.7549 |
0.7892 |
|
|
| 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% |
0.0077 |
1.0% |
53% |
False |
False |
66,792 |
| 10 |
0.8087 |
0.7895 |
0.0192 |
2.4% |
0.0076 |
1.0% |
48% |
False |
False |
62,489 |
| 20 |
0.8090 |
0.7808 |
0.0282 |
3.5% |
0.0097 |
1.2% |
64% |
False |
False |
68,687 |
| 40 |
0.8633 |
0.7808 |
0.0825 |
10.3% |
0.0090 |
1.1% |
22% |
False |
False |
66,664 |
| 60 |
0.8813 |
0.7808 |
0.1005 |
12.6% |
0.0078 |
1.0% |
18% |
False |
False |
55,552 |
| 80 |
0.8912 |
0.7808 |
0.1104 |
13.8% |
0.0077 |
1.0% |
16% |
False |
False |
41,961 |
| 100 |
0.8987 |
0.7808 |
0.1179 |
14.8% |
0.0075 |
0.9% |
15% |
False |
False |
33,619 |
| 120 |
0.9145 |
0.7808 |
0.1337 |
16.7% |
0.0072 |
0.9% |
13% |
False |
False |
28,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8257 |
|
2.618 |
0.8171 |
|
1.618 |
0.8118 |
|
1.000 |
0.8085 |
|
0.618 |
0.8065 |
|
HIGH |
0.8032 |
|
0.618 |
0.8012 |
|
0.500 |
0.8006 |
|
0.382 |
0.7999 |
|
LOW |
0.7979 |
|
0.618 |
0.7946 |
|
1.000 |
0.7926 |
|
1.618 |
0.7893 |
|
2.618 |
0.7840 |
|
4.250 |
0.7754 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8006 |
0.8023 |
| PP |
0.8000 |
0.8011 |
| S1 |
0.7994 |
0.8000 |
|