CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7987 |
0.8025 |
0.0038 |
0.5% |
0.7986 |
| High |
0.8039 |
0.8076 |
0.0037 |
0.5% |
0.8039 |
| Low |
0.7967 |
0.8006 |
0.0039 |
0.5% |
0.7868 |
| Close |
0.8008 |
0.8065 |
0.0057 |
0.7% |
0.8008 |
| Range |
0.0072 |
0.0070 |
-0.0002 |
-2.8% |
0.0171 |
| ATR |
0.0091 |
0.0089 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
573 |
1,129 |
556 |
97.0% |
2,237 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8259 |
0.8232 |
0.8104 |
|
| R3 |
0.8189 |
0.8162 |
0.8084 |
|
| R2 |
0.8119 |
0.8119 |
0.8078 |
|
| R1 |
0.8092 |
0.8092 |
0.8071 |
0.8106 |
| PP |
0.8049 |
0.8049 |
0.8049 |
0.8056 |
| S1 |
0.8022 |
0.8022 |
0.8059 |
0.8036 |
| S2 |
0.7979 |
0.7979 |
0.8052 |
|
| S3 |
0.7909 |
0.7952 |
0.8046 |
|
| S4 |
0.7839 |
0.7882 |
0.8027 |
|
|
| 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 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0089 |
1.1% |
95% |
True |
False |
572 |
| 10 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0102 |
1.3% |
95% |
True |
False |
713 |
| 20 |
0.8340 |
0.7802 |
0.0538 |
6.7% |
0.0100 |
1.2% |
49% |
False |
False |
683 |
| 40 |
0.8613 |
0.7802 |
0.0811 |
10.1% |
0.0076 |
0.9% |
32% |
False |
False |
560 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.3% |
0.0067 |
0.8% |
24% |
False |
False |
433 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.0% |
0.0058 |
0.7% |
23% |
False |
False |
334 |
| 100 |
0.8987 |
0.7802 |
0.1185 |
14.7% |
0.0054 |
0.7% |
22% |
False |
False |
275 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
16.9% |
0.0048 |
0.6% |
19% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8374 |
|
2.618 |
0.8259 |
|
1.618 |
0.8189 |
|
1.000 |
0.8146 |
|
0.618 |
0.8119 |
|
HIGH |
0.8076 |
|
0.618 |
0.8049 |
|
0.500 |
0.8041 |
|
0.382 |
0.8033 |
|
LOW |
0.8006 |
|
0.618 |
0.7963 |
|
1.000 |
0.7936 |
|
1.618 |
0.7893 |
|
2.618 |
0.7823 |
|
4.250 |
0.7709 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8057 |
0.8039 |
| PP |
0.8049 |
0.8013 |
| S1 |
0.8041 |
0.7988 |
|