CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7919 |
0.7873 |
-0.0046 |
-0.6% |
0.8026 |
| High |
0.7919 |
0.7950 |
0.0031 |
0.4% |
0.8061 |
| Low |
0.7802 |
0.7830 |
0.0028 |
0.4% |
0.7802 |
| Close |
0.7874 |
0.7934 |
0.0060 |
0.8% |
0.7874 |
| Range |
0.0117 |
0.0120 |
0.0003 |
2.6% |
0.0259 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
4.1% |
0.0000 |
| Volume |
351 |
1,103 |
752 |
214.2% |
1,590 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8265 |
0.8219 |
0.8000 |
|
| R3 |
0.8145 |
0.8099 |
0.7967 |
|
| R2 |
0.8025 |
0.8025 |
0.7956 |
|
| R1 |
0.7979 |
0.7979 |
0.7945 |
0.8002 |
| PP |
0.7905 |
0.7905 |
0.7905 |
0.7916 |
| S1 |
0.7859 |
0.7859 |
0.7923 |
0.7882 |
| S2 |
0.7785 |
0.7785 |
0.7912 |
|
| S3 |
0.7665 |
0.7739 |
0.7901 |
|
| S4 |
0.7545 |
0.7619 |
0.7868 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8689 |
0.8541 |
0.8016 |
|
| R3 |
0.8430 |
0.8282 |
0.7945 |
|
| R2 |
0.8171 |
0.8171 |
0.7921 |
|
| R1 |
0.8023 |
0.8023 |
0.7898 |
0.7968 |
| PP |
0.7912 |
0.7912 |
0.7912 |
0.7885 |
| S1 |
0.7764 |
0.7764 |
0.7850 |
0.7709 |
| S2 |
0.7653 |
0.7653 |
0.7827 |
|
| S3 |
0.7394 |
0.7505 |
0.7803 |
|
| S4 |
0.7135 |
0.7246 |
0.7732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8061 |
0.7802 |
0.0259 |
3.3% |
0.0097 |
1.2% |
51% |
False |
False |
479 |
| 10 |
0.8340 |
0.7802 |
0.0538 |
6.8% |
0.0097 |
1.2% |
25% |
False |
False |
654 |
| 20 |
0.8492 |
0.7802 |
0.0690 |
8.7% |
0.0079 |
1.0% |
19% |
False |
False |
504 |
| 40 |
0.8775 |
0.7802 |
0.0973 |
12.3% |
0.0061 |
0.8% |
14% |
False |
False |
444 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.5% |
0.0055 |
0.7% |
12% |
False |
False |
320 |
| 80 |
0.8961 |
0.7802 |
0.1159 |
14.6% |
0.0051 |
0.6% |
11% |
False |
False |
251 |
| 100 |
0.9120 |
0.7802 |
0.1318 |
16.6% |
0.0046 |
0.6% |
10% |
False |
False |
205 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
17.1% |
0.0039 |
0.5% |
10% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8460 |
|
2.618 |
0.8264 |
|
1.618 |
0.8144 |
|
1.000 |
0.8070 |
|
0.618 |
0.8024 |
|
HIGH |
0.7950 |
|
0.618 |
0.7904 |
|
0.500 |
0.7890 |
|
0.382 |
0.7876 |
|
LOW |
0.7830 |
|
0.618 |
0.7756 |
|
1.000 |
0.7710 |
|
1.618 |
0.7636 |
|
2.618 |
0.7516 |
|
4.250 |
0.7320 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7919 |
0.7919 |
| PP |
0.7905 |
0.7904 |
| S1 |
0.7890 |
0.7889 |
|