CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7994 |
0.7970 |
-0.0024 |
-0.3% |
0.8025 |
| High |
0.8035 |
0.7971 |
-0.0064 |
-0.8% |
0.8076 |
| Low |
0.7953 |
0.7915 |
-0.0038 |
-0.5% |
0.7953 |
| Close |
0.7970 |
0.7942 |
-0.0028 |
-0.4% |
0.7970 |
| Range |
0.0082 |
0.0056 |
-0.0026 |
-31.7% |
0.0123 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
2,215 |
723 |
-1,492 |
-67.4% |
4,288 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8111 |
0.8082 |
0.7973 |
|
| R3 |
0.8055 |
0.8026 |
0.7957 |
|
| R2 |
0.7999 |
0.7999 |
0.7952 |
|
| R1 |
0.7970 |
0.7970 |
0.7947 |
0.7957 |
| PP |
0.7943 |
0.7943 |
0.7943 |
0.7936 |
| S1 |
0.7914 |
0.7914 |
0.7937 |
0.7901 |
| S2 |
0.7887 |
0.7887 |
0.7932 |
|
| S3 |
0.7831 |
0.7858 |
0.7927 |
|
| S4 |
0.7775 |
0.7802 |
0.7911 |
|
|
| 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 |
0.7915 |
0.0161 |
2.0% |
0.0066 |
0.8% |
17% |
False |
True |
1,002 |
| 10 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0076 |
1.0% |
36% |
False |
False |
724 |
| 20 |
0.8076 |
0.7802 |
0.0274 |
3.5% |
0.0091 |
1.1% |
51% |
False |
False |
685 |
| 40 |
0.8613 |
0.7802 |
0.0811 |
10.2% |
0.0078 |
1.0% |
17% |
False |
False |
549 |
| 60 |
0.8863 |
0.7802 |
0.1061 |
13.4% |
0.0069 |
0.9% |
13% |
False |
False |
492 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.2% |
0.0060 |
0.8% |
12% |
False |
False |
381 |
| 100 |
0.8966 |
0.7802 |
0.1164 |
14.7% |
0.0056 |
0.7% |
12% |
False |
False |
313 |
| 120 |
0.9129 |
0.7802 |
0.1327 |
16.7% |
0.0049 |
0.6% |
11% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8209 |
|
2.618 |
0.8118 |
|
1.618 |
0.8062 |
|
1.000 |
0.8027 |
|
0.618 |
0.8006 |
|
HIGH |
0.7971 |
|
0.618 |
0.7950 |
|
0.500 |
0.7943 |
|
0.382 |
0.7936 |
|
LOW |
0.7915 |
|
0.618 |
0.7880 |
|
1.000 |
0.7859 |
|
1.618 |
0.7824 |
|
2.618 |
0.7768 |
|
4.250 |
0.7677 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7943 |
0.7975 |
| PP |
0.7943 |
0.7964 |
| S1 |
0.7942 |
0.7953 |
|