CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7873 |
0.7940 |
0.0067 |
0.9% |
0.8026 |
| High |
0.7950 |
0.8075 |
0.0125 |
1.6% |
0.8061 |
| Low |
0.7830 |
0.7895 |
0.0065 |
0.8% |
0.7802 |
| Close |
0.7934 |
0.8044 |
0.0110 |
1.4% |
0.7874 |
| Range |
0.0120 |
0.0180 |
0.0060 |
50.0% |
0.0259 |
| ATR |
0.0079 |
0.0086 |
0.0007 |
9.1% |
0.0000 |
| Volume |
1,103 |
797 |
-306 |
-27.7% |
1,590 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8545 |
0.8474 |
0.8143 |
|
| R3 |
0.8365 |
0.8294 |
0.8094 |
|
| R2 |
0.8185 |
0.8185 |
0.8077 |
|
| R1 |
0.8114 |
0.8114 |
0.8061 |
0.8150 |
| PP |
0.8005 |
0.8005 |
0.8005 |
0.8022 |
| S1 |
0.7934 |
0.7934 |
0.8028 |
0.7970 |
| S2 |
0.7825 |
0.7825 |
0.8011 |
|
| S3 |
0.7645 |
0.7754 |
0.7995 |
|
| S4 |
0.7465 |
0.7574 |
0.7945 |
|
|
| 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 |
0.8075 |
0.7802 |
0.0273 |
3.4% |
0.0118 |
1.5% |
89% |
True |
False |
610 |
| 10 |
0.8275 |
0.7802 |
0.0473 |
5.9% |
0.0104 |
1.3% |
51% |
False |
False |
690 |
| 20 |
0.8492 |
0.7802 |
0.0690 |
8.6% |
0.0086 |
1.1% |
35% |
False |
False |
509 |
| 40 |
0.8730 |
0.7802 |
0.0928 |
11.5% |
0.0065 |
0.8% |
26% |
False |
False |
459 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.4% |
0.0057 |
0.7% |
23% |
False |
False |
332 |
| 80 |
0.8961 |
0.7802 |
0.1159 |
14.4% |
0.0053 |
0.7% |
21% |
False |
False |
261 |
| 100 |
0.9120 |
0.7802 |
0.1318 |
16.4% |
0.0048 |
0.6% |
18% |
False |
False |
213 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
16.9% |
0.0041 |
0.5% |
18% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8840 |
|
2.618 |
0.8546 |
|
1.618 |
0.8366 |
|
1.000 |
0.8255 |
|
0.618 |
0.8186 |
|
HIGH |
0.8075 |
|
0.618 |
0.8006 |
|
0.500 |
0.7985 |
|
0.382 |
0.7964 |
|
LOW |
0.7895 |
|
0.618 |
0.7784 |
|
1.000 |
0.7715 |
|
1.618 |
0.7604 |
|
2.618 |
0.7424 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8024 |
0.8009 |
| PP |
0.8005 |
0.7974 |
| S1 |
0.7985 |
0.7939 |
|