CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7935 |
0.7911 |
-0.0024 |
-0.3% |
0.7873 |
| High |
0.7936 |
0.8026 |
0.0090 |
1.1% |
0.8075 |
| Low |
0.7868 |
0.7899 |
0.0031 |
0.4% |
0.7830 |
| Close |
0.7896 |
0.8002 |
0.0106 |
1.3% |
0.7969 |
| Range |
0.0068 |
0.0127 |
0.0059 |
86.8% |
0.0245 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.3% |
0.0000 |
| Volume |
605 |
298 |
-307 |
-50.7% |
4,871 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8357 |
0.8306 |
0.8072 |
|
| R3 |
0.8230 |
0.8179 |
0.8037 |
|
| R2 |
0.8103 |
0.8103 |
0.8025 |
|
| R1 |
0.8052 |
0.8052 |
0.8014 |
0.8078 |
| PP |
0.7976 |
0.7976 |
0.7976 |
0.7988 |
| S1 |
0.7925 |
0.7925 |
0.7990 |
0.7951 |
| S2 |
0.7849 |
0.7849 |
0.7979 |
|
| S3 |
0.7722 |
0.7798 |
0.7967 |
|
| S4 |
0.7595 |
0.7671 |
0.7932 |
|
|
| 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 |
2.4% |
0.0093 |
1.2% |
68% |
False |
False |
538 |
| 10 |
0.8075 |
0.7802 |
0.0273 |
3.4% |
0.0112 |
1.4% |
73% |
False |
False |
688 |
| 20 |
0.8435 |
0.7802 |
0.0633 |
7.9% |
0.0102 |
1.3% |
32% |
False |
False |
631 |
| 40 |
0.8613 |
0.7802 |
0.0811 |
10.1% |
0.0075 |
0.9% |
25% |
False |
False |
526 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.4% |
0.0065 |
0.8% |
19% |
False |
False |
405 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.1% |
0.0058 |
0.7% |
18% |
False |
False |
315 |
| 100 |
0.9011 |
0.7802 |
0.1209 |
15.1% |
0.0053 |
0.7% |
17% |
False |
False |
258 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
17.0% |
0.0046 |
0.6% |
15% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8566 |
|
2.618 |
0.8358 |
|
1.618 |
0.8231 |
|
1.000 |
0.8153 |
|
0.618 |
0.8104 |
|
HIGH |
0.8026 |
|
0.618 |
0.7977 |
|
0.500 |
0.7963 |
|
0.382 |
0.7948 |
|
LOW |
0.7899 |
|
0.618 |
0.7821 |
|
1.000 |
0.7772 |
|
1.618 |
0.7694 |
|
2.618 |
0.7567 |
|
4.250 |
0.7359 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7989 |
0.7984 |
| PP |
0.7976 |
0.7965 |
| S1 |
0.7963 |
0.7947 |
|