CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8025 |
0.8054 |
0.0029 |
0.4% |
0.7986 |
| High |
0.8076 |
0.8064 |
-0.0012 |
-0.1% |
0.8039 |
| Low |
0.8006 |
0.8016 |
0.0010 |
0.1% |
0.7868 |
| Close |
0.8065 |
0.8038 |
-0.0027 |
-0.3% |
0.8008 |
| Range |
0.0070 |
0.0048 |
-0.0022 |
-31.4% |
0.0171 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
1,129 |
277 |
-852 |
-75.5% |
2,237 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8183 |
0.8159 |
0.8064 |
|
| R3 |
0.8135 |
0.8111 |
0.8051 |
|
| R2 |
0.8087 |
0.8087 |
0.8047 |
|
| R1 |
0.8063 |
0.8063 |
0.8042 |
0.8051 |
| PP |
0.8039 |
0.8039 |
0.8039 |
0.8034 |
| S1 |
0.8015 |
0.8015 |
0.8034 |
0.8003 |
| S2 |
0.7991 |
0.7991 |
0.8029 |
|
| S3 |
0.7943 |
0.7967 |
0.8025 |
|
| S4 |
0.7895 |
0.7919 |
0.8012 |
|
|
| 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% |
0.0077 |
1.0% |
82% |
False |
False |
576 |
| 10 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0089 |
1.1% |
82% |
False |
False |
661 |
| 20 |
0.8275 |
0.7802 |
0.0473 |
5.9% |
0.0097 |
1.2% |
50% |
False |
False |
676 |
| 40 |
0.8613 |
0.7802 |
0.0811 |
10.1% |
0.0076 |
0.9% |
29% |
False |
False |
470 |
| 60 |
0.8876 |
0.7802 |
0.1074 |
13.4% |
0.0067 |
0.8% |
22% |
False |
False |
437 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.0% |
0.0058 |
0.7% |
21% |
False |
False |
337 |
| 100 |
0.8966 |
0.7802 |
0.1164 |
14.5% |
0.0055 |
0.7% |
20% |
False |
False |
277 |
| 120 |
0.9161 |
0.7802 |
0.1359 |
16.9% |
0.0048 |
0.6% |
17% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8268 |
|
2.618 |
0.8190 |
|
1.618 |
0.8142 |
|
1.000 |
0.8112 |
|
0.618 |
0.8094 |
|
HIGH |
0.8064 |
|
0.618 |
0.8046 |
|
0.500 |
0.8040 |
|
0.382 |
0.8034 |
|
LOW |
0.8016 |
|
0.618 |
0.7986 |
|
1.000 |
0.7968 |
|
1.618 |
0.7938 |
|
2.618 |
0.7890 |
|
4.250 |
0.7812 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8040 |
0.8033 |
| PP |
0.8039 |
0.8027 |
| S1 |
0.8039 |
0.8022 |
|