CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7940 |
0.8026 |
0.0086 |
1.1% |
0.7873 |
| High |
0.8054 |
0.8064 |
0.0010 |
0.1% |
0.8075 |
| Low |
0.7940 |
0.7960 |
0.0020 |
0.3% |
0.7830 |
| Close |
0.8025 |
0.7969 |
-0.0056 |
-0.7% |
0.7969 |
| Range |
0.0114 |
0.0104 |
-0.0010 |
-8.8% |
0.0245 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.1% |
0.0000 |
| Volume |
447 |
1,028 |
581 |
130.0% |
4,871 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8310 |
0.8243 |
0.8026 |
|
| R3 |
0.8206 |
0.8139 |
0.7998 |
|
| R2 |
0.8102 |
0.8102 |
0.7988 |
|
| R1 |
0.8035 |
0.8035 |
0.7979 |
0.8017 |
| PP |
0.7998 |
0.7998 |
0.7998 |
0.7988 |
| S1 |
0.7931 |
0.7931 |
0.7959 |
0.7913 |
| S2 |
0.7894 |
0.7894 |
0.7950 |
|
| S3 |
0.7790 |
0.7827 |
0.7940 |
|
| S4 |
0.7686 |
0.7723 |
0.7912 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8693 |
0.8576 |
0.8104 |
|
| R3 |
0.8448 |
0.8331 |
0.8036 |
|
| R2 |
0.8203 |
0.8203 |
0.8014 |
|
| R1 |
0.8086 |
0.8086 |
0.7991 |
0.8145 |
| PP |
0.7958 |
0.7958 |
0.7958 |
0.7987 |
| S1 |
0.7841 |
0.7841 |
0.7947 |
0.7900 |
| S2 |
0.7713 |
0.7713 |
0.7924 |
|
| S3 |
0.7468 |
0.7596 |
0.7902 |
|
| S4 |
0.7223 |
0.7351 |
0.7834 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8075 |
0.7830 |
0.0245 |
3.1% |
0.0128 |
1.6% |
57% |
False |
False |
974 |
| 10 |
0.8075 |
0.7802 |
0.0273 |
3.4% |
0.0105 |
1.3% |
61% |
False |
False |
646 |
| 20 |
0.8440 |
0.7802 |
0.0638 |
8.0% |
0.0096 |
1.2% |
26% |
False |
False |
609 |
| 40 |
0.8688 |
0.7802 |
0.0886 |
11.1% |
0.0070 |
0.9% |
19% |
False |
False |
525 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.5% |
0.0060 |
0.8% |
16% |
False |
False |
379 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.1% |
0.0056 |
0.7% |
15% |
False |
False |
297 |
| 100 |
0.9120 |
0.7802 |
0.1318 |
16.5% |
0.0051 |
0.6% |
13% |
False |
False |
241 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
17.1% |
0.0043 |
0.5% |
12% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8506 |
|
2.618 |
0.8336 |
|
1.618 |
0.8232 |
|
1.000 |
0.8168 |
|
0.618 |
0.8128 |
|
HIGH |
0.8064 |
|
0.618 |
0.8024 |
|
0.500 |
0.8012 |
|
0.382 |
0.8000 |
|
LOW |
0.7960 |
|
0.618 |
0.7896 |
|
1.000 |
0.7856 |
|
1.618 |
0.7792 |
|
2.618 |
0.7688 |
|
4.250 |
0.7518 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8012 |
0.7998 |
| PP |
0.7998 |
0.7988 |
| S1 |
0.7983 |
0.7979 |
|