CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8026 |
0.7940 |
-0.0086 |
-1.1% |
0.8026 |
| High |
0.8054 |
0.8054 |
0.0000 |
0.0% |
0.8061 |
| Low |
0.7932 |
0.7940 |
0.0008 |
0.1% |
0.7802 |
| Close |
0.7947 |
0.8025 |
0.0078 |
1.0% |
0.7874 |
| Range |
0.0122 |
0.0114 |
-0.0008 |
-6.6% |
0.0259 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.0% |
0.0000 |
| Volume |
1,496 |
447 |
-1,049 |
-70.1% |
1,590 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8348 |
0.8301 |
0.8088 |
|
| R3 |
0.8234 |
0.8187 |
0.8056 |
|
| R2 |
0.8120 |
0.8120 |
0.8046 |
|
| R1 |
0.8073 |
0.8073 |
0.8035 |
0.8097 |
| PP |
0.8006 |
0.8006 |
0.8006 |
0.8018 |
| S1 |
0.7959 |
0.7959 |
0.8015 |
0.7983 |
| S2 |
0.7892 |
0.7892 |
0.8004 |
|
| S3 |
0.7778 |
0.7845 |
0.7994 |
|
| S4 |
0.7664 |
0.7731 |
0.7962 |
|
|
| 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% |
0.0131 |
1.6% |
82% |
False |
False |
838 |
| 10 |
0.8075 |
0.7802 |
0.0273 |
3.4% |
0.0100 |
1.2% |
82% |
False |
False |
583 |
| 20 |
0.8443 |
0.7802 |
0.0641 |
8.0% |
0.0092 |
1.1% |
35% |
False |
False |
564 |
| 40 |
0.8724 |
0.7802 |
0.0922 |
11.5% |
0.0069 |
0.9% |
24% |
False |
False |
502 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.4% |
0.0059 |
0.7% |
21% |
False |
False |
362 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.0% |
0.0054 |
0.7% |
20% |
False |
False |
284 |
| 100 |
0.9120 |
0.7802 |
0.1318 |
16.4% |
0.0050 |
0.6% |
17% |
False |
False |
231 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
16.9% |
0.0043 |
0.5% |
16% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8539 |
|
2.618 |
0.8352 |
|
1.618 |
0.8238 |
|
1.000 |
0.8168 |
|
0.618 |
0.8124 |
|
HIGH |
0.8054 |
|
0.618 |
0.8010 |
|
0.500 |
0.7997 |
|
0.382 |
0.7984 |
|
LOW |
0.7940 |
|
0.618 |
0.7870 |
|
1.000 |
0.7826 |
|
1.618 |
0.7756 |
|
2.618 |
0.7642 |
|
4.250 |
0.7456 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8016 |
0.8012 |
| PP |
0.8006 |
0.7998 |
| S1 |
0.7997 |
0.7985 |
|