CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7911 |
0.7987 |
0.0076 |
1.0% |
0.7986 |
| High |
0.8026 |
0.8039 |
0.0013 |
0.2% |
0.8039 |
| Low |
0.7899 |
0.7967 |
0.0068 |
0.9% |
0.7868 |
| Close |
0.8002 |
0.8008 |
0.0006 |
0.1% |
0.8008 |
| Range |
0.0127 |
0.0072 |
-0.0055 |
-43.3% |
0.0171 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
298 |
573 |
275 |
92.3% |
2,237 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8221 |
0.8186 |
0.8048 |
|
| R3 |
0.8149 |
0.8114 |
0.8028 |
|
| R2 |
0.8077 |
0.8077 |
0.8021 |
|
| R1 |
0.8042 |
0.8042 |
0.8015 |
0.8060 |
| PP |
0.8005 |
0.8005 |
0.8005 |
0.8013 |
| S1 |
0.7970 |
0.7970 |
0.8001 |
0.7988 |
| S2 |
0.7933 |
0.7933 |
0.7995 |
|
| S3 |
0.7861 |
0.7898 |
0.7988 |
|
| S4 |
0.7789 |
0.7826 |
0.7968 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8485 |
0.8417 |
0.8102 |
|
| R3 |
0.8314 |
0.8246 |
0.8055 |
|
| R2 |
0.8143 |
0.8143 |
0.8039 |
|
| R1 |
0.8075 |
0.8075 |
0.8024 |
0.8109 |
| PP |
0.7972 |
0.7972 |
0.7972 |
0.7989 |
| S1 |
0.7904 |
0.7904 |
0.7992 |
0.7938 |
| S2 |
0.7801 |
0.7801 |
0.7977 |
|
| S3 |
0.7630 |
0.7733 |
0.7961 |
|
| S4 |
0.7459 |
0.7562 |
0.7914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8039 |
0.7868 |
0.0171 |
2.1% |
0.0087 |
1.1% |
82% |
True |
False |
447 |
| 10 |
0.8075 |
0.7830 |
0.0245 |
3.1% |
0.0107 |
1.3% |
73% |
False |
False |
710 |
| 20 |
0.8340 |
0.7802 |
0.0538 |
6.7% |
0.0099 |
1.2% |
38% |
False |
False |
650 |
| 40 |
0.8613 |
0.7802 |
0.0811 |
10.1% |
0.0076 |
0.9% |
25% |
False |
False |
535 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.4% |
0.0066 |
0.8% |
19% |
False |
False |
414 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.1% |
0.0058 |
0.7% |
18% |
False |
False |
322 |
| 100 |
0.8987 |
0.7802 |
0.1185 |
14.8% |
0.0054 |
0.7% |
17% |
False |
False |
263 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
17.0% |
0.0047 |
0.6% |
15% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8345 |
|
2.618 |
0.8227 |
|
1.618 |
0.8155 |
|
1.000 |
0.8111 |
|
0.618 |
0.8083 |
|
HIGH |
0.8039 |
|
0.618 |
0.8011 |
|
0.500 |
0.8003 |
|
0.382 |
0.7995 |
|
LOW |
0.7967 |
|
0.618 |
0.7923 |
|
1.000 |
0.7895 |
|
1.618 |
0.7851 |
|
2.618 |
0.7779 |
|
4.250 |
0.7661 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8006 |
0.7990 |
| PP |
0.8005 |
0.7972 |
| S1 |
0.8003 |
0.7954 |
|