CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8025 |
0.7994 |
-0.0031 |
-0.4% |
0.8025 |
| High |
0.8030 |
0.8035 |
0.0005 |
0.1% |
0.8076 |
| Low |
0.7955 |
0.7953 |
-0.0002 |
0.0% |
0.7953 |
| Close |
0.7995 |
0.7970 |
-0.0025 |
-0.3% |
0.7970 |
| Range |
0.0075 |
0.0082 |
0.0007 |
9.3% |
0.0123 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
667 |
2,215 |
1,548 |
232.1% |
4,288 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8232 |
0.8183 |
0.8015 |
|
| R3 |
0.8150 |
0.8101 |
0.7993 |
|
| R2 |
0.8068 |
0.8068 |
0.7985 |
|
| R1 |
0.8019 |
0.8019 |
0.7978 |
0.8003 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7978 |
| S1 |
0.7937 |
0.7937 |
0.7962 |
0.7921 |
| S2 |
0.7904 |
0.7904 |
0.7955 |
|
| S3 |
0.7822 |
0.7855 |
0.7947 |
|
| S4 |
0.7740 |
0.7773 |
0.7925 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8369 |
0.8292 |
0.8038 |
|
| R3 |
0.8246 |
0.8169 |
0.8004 |
|
| R2 |
0.8123 |
0.8123 |
0.7993 |
|
| R1 |
0.8046 |
0.8046 |
0.7981 |
0.8023 |
| PP |
0.8000 |
0.8000 |
0.8000 |
0.7988 |
| S1 |
0.7923 |
0.7923 |
0.7959 |
0.7900 |
| S2 |
0.7877 |
0.7877 |
0.7947 |
|
| S3 |
0.7754 |
0.7800 |
0.7936 |
|
| S4 |
0.7631 |
0.7677 |
0.7902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8076 |
0.7953 |
0.0123 |
1.5% |
0.0069 |
0.9% |
14% |
False |
True |
972 |
| 10 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0081 |
1.0% |
49% |
False |
False |
755 |
| 20 |
0.8076 |
0.7802 |
0.0274 |
3.4% |
0.0091 |
1.1% |
61% |
False |
False |
669 |
| 40 |
0.8613 |
0.7802 |
0.0811 |
10.2% |
0.0077 |
1.0% |
21% |
False |
False |
535 |
| 60 |
0.8863 |
0.7802 |
0.1061 |
13.3% |
0.0069 |
0.9% |
16% |
False |
False |
484 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.1% |
0.0060 |
0.7% |
15% |
False |
False |
372 |
| 100 |
0.8966 |
0.7802 |
0.1164 |
14.6% |
0.0056 |
0.7% |
14% |
False |
False |
306 |
| 120 |
0.9148 |
0.7802 |
0.1346 |
16.9% |
0.0049 |
0.6% |
12% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8384 |
|
2.618 |
0.8250 |
|
1.618 |
0.8168 |
|
1.000 |
0.8117 |
|
0.618 |
0.8086 |
|
HIGH |
0.8035 |
|
0.618 |
0.8004 |
|
0.500 |
0.7994 |
|
0.382 |
0.7984 |
|
LOW |
0.7953 |
|
0.618 |
0.7902 |
|
1.000 |
0.7871 |
|
1.618 |
0.7820 |
|
2.618 |
0.7738 |
|
4.250 |
0.7605 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7994 |
0.8009 |
| PP |
0.7986 |
0.7996 |
| S1 |
0.7978 |
0.7983 |
|