CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8010 |
0.7935 |
-0.0075 |
-0.9% |
0.7873 |
| High |
0.8019 |
0.7936 |
-0.0083 |
-1.0% |
0.8075 |
| Low |
0.7912 |
0.7868 |
-0.0044 |
-0.6% |
0.7830 |
| Close |
0.7927 |
0.7896 |
-0.0031 |
-0.4% |
0.7969 |
| Range |
0.0107 |
0.0068 |
-0.0039 |
-36.4% |
0.0245 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
257 |
605 |
348 |
135.4% |
4,871 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.8068 |
0.7933 |
|
| R3 |
0.8036 |
0.8000 |
0.7915 |
|
| R2 |
0.7968 |
0.7968 |
0.7908 |
|
| R1 |
0.7932 |
0.7932 |
0.7902 |
0.7916 |
| PP |
0.7900 |
0.7900 |
0.7900 |
0.7892 |
| S1 |
0.7864 |
0.7864 |
0.7890 |
0.7848 |
| S2 |
0.7832 |
0.7832 |
0.7884 |
|
| S3 |
0.7764 |
0.7796 |
0.7877 |
|
| S4 |
0.7696 |
0.7728 |
0.7859 |
|
|
| 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 |
0.7868 |
0.0196 |
2.5% |
0.0090 |
1.1% |
14% |
False |
True |
568 |
| 10 |
0.8075 |
0.7802 |
0.0273 |
3.5% |
0.0109 |
1.4% |
34% |
False |
False |
675 |
| 20 |
0.8435 |
0.7802 |
0.0633 |
8.0% |
0.0098 |
1.2% |
15% |
False |
False |
648 |
| 40 |
0.8613 |
0.7802 |
0.0811 |
10.3% |
0.0073 |
0.9% |
12% |
False |
False |
521 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.6% |
0.0063 |
0.8% |
9% |
False |
False |
400 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.3% |
0.0056 |
0.7% |
8% |
False |
False |
313 |
| 100 |
0.9120 |
0.7802 |
0.1318 |
16.7% |
0.0052 |
0.7% |
7% |
False |
False |
255 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
17.2% |
0.0045 |
0.6% |
7% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8225 |
|
2.618 |
0.8114 |
|
1.618 |
0.8046 |
|
1.000 |
0.8004 |
|
0.618 |
0.7978 |
|
HIGH |
0.7936 |
|
0.618 |
0.7910 |
|
0.500 |
0.7902 |
|
0.382 |
0.7894 |
|
LOW |
0.7868 |
|
0.618 |
0.7826 |
|
1.000 |
0.7800 |
|
1.618 |
0.7758 |
|
2.618 |
0.7690 |
|
4.250 |
0.7579 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7902 |
0.7951 |
| PP |
0.7900 |
0.7933 |
| S1 |
0.7898 |
0.7914 |
|