CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7986 |
0.8010 |
0.0024 |
0.3% |
0.7873 |
| High |
0.8034 |
0.8019 |
-0.0015 |
-0.2% |
0.8075 |
| Low |
0.7975 |
0.7912 |
-0.0063 |
-0.8% |
0.7830 |
| Close |
0.8019 |
0.7927 |
-0.0092 |
-1.1% |
0.7969 |
| Range |
0.0059 |
0.0107 |
0.0048 |
81.4% |
0.0245 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.4% |
0.0000 |
| Volume |
504 |
257 |
-247 |
-49.0% |
4,871 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8274 |
0.8207 |
0.7986 |
|
| R3 |
0.8167 |
0.8100 |
0.7956 |
|
| R2 |
0.8060 |
0.8060 |
0.7947 |
|
| R1 |
0.7993 |
0.7993 |
0.7937 |
0.7973 |
| PP |
0.7953 |
0.7953 |
0.7953 |
0.7943 |
| S1 |
0.7886 |
0.7886 |
0.7917 |
0.7866 |
| S2 |
0.7846 |
0.7846 |
0.7907 |
|
| S3 |
0.7739 |
0.7779 |
0.7898 |
|
| S4 |
0.7632 |
0.7672 |
0.7868 |
|
|
| 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 |
0.8064 |
0.7912 |
0.0152 |
1.9% |
0.0101 |
1.3% |
10% |
False |
True |
746 |
| 10 |
0.8075 |
0.7802 |
0.0273 |
3.4% |
0.0109 |
1.4% |
46% |
False |
False |
678 |
| 20 |
0.8435 |
0.7802 |
0.0633 |
8.0% |
0.0097 |
1.2% |
20% |
False |
False |
630 |
| 40 |
0.8641 |
0.7802 |
0.0839 |
10.6% |
0.0072 |
0.9% |
15% |
False |
False |
526 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.5% |
0.0063 |
0.8% |
12% |
False |
False |
391 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.2% |
0.0056 |
0.7% |
11% |
False |
False |
306 |
| 100 |
0.9120 |
0.7802 |
0.1318 |
16.6% |
0.0052 |
0.7% |
9% |
False |
False |
249 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
17.1% |
0.0045 |
0.6% |
9% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8474 |
|
2.618 |
0.8299 |
|
1.618 |
0.8192 |
|
1.000 |
0.8126 |
|
0.618 |
0.8085 |
|
HIGH |
0.8019 |
|
0.618 |
0.7978 |
|
0.500 |
0.7966 |
|
0.382 |
0.7953 |
|
LOW |
0.7912 |
|
0.618 |
0.7846 |
|
1.000 |
0.7805 |
|
1.618 |
0.7739 |
|
2.618 |
0.7632 |
|
4.250 |
0.7457 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7966 |
0.7988 |
| PP |
0.7953 |
0.7968 |
| S1 |
0.7940 |
0.7947 |
|