CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7970 |
0.7946 |
-0.0024 |
-0.3% |
0.8025 |
| High |
0.7971 |
0.8002 |
0.0031 |
0.4% |
0.8076 |
| Low |
0.7915 |
0.7891 |
-0.0024 |
-0.3% |
0.7953 |
| Close |
0.7942 |
0.7987 |
0.0045 |
0.6% |
0.7970 |
| Range |
0.0056 |
0.0111 |
0.0055 |
98.2% |
0.0123 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.3% |
0.0000 |
| Volume |
723 |
1,107 |
384 |
53.1% |
4,288 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8293 |
0.8251 |
0.8048 |
|
| R3 |
0.8182 |
0.8140 |
0.8018 |
|
| R2 |
0.8071 |
0.8071 |
0.8007 |
|
| R1 |
0.8029 |
0.8029 |
0.7997 |
0.8050 |
| PP |
0.7960 |
0.7960 |
0.7960 |
0.7971 |
| S1 |
0.7918 |
0.7918 |
0.7977 |
0.7939 |
| S2 |
0.7849 |
0.7849 |
0.7967 |
|
| S3 |
0.7738 |
0.7807 |
0.7956 |
|
| S4 |
0.7627 |
0.7696 |
0.7926 |
|
|
| 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 |
0.8064 |
0.7891 |
0.0173 |
2.2% |
0.0074 |
0.9% |
55% |
False |
True |
997 |
| 10 |
0.8076 |
0.7868 |
0.0208 |
2.6% |
0.0082 |
1.0% |
57% |
False |
False |
785 |
| 20 |
0.8076 |
0.7802 |
0.0274 |
3.4% |
0.0094 |
1.2% |
68% |
False |
False |
726 |
| 40 |
0.8613 |
0.7802 |
0.0811 |
10.2% |
0.0080 |
1.0% |
23% |
False |
False |
571 |
| 60 |
0.8863 |
0.7802 |
0.1061 |
13.3% |
0.0070 |
0.9% |
17% |
False |
False |
510 |
| 80 |
0.8928 |
0.7802 |
0.1126 |
14.1% |
0.0061 |
0.8% |
16% |
False |
False |
394 |
| 100 |
0.8966 |
0.7802 |
0.1164 |
14.6% |
0.0058 |
0.7% |
16% |
False |
False |
324 |
| 120 |
0.9129 |
0.7802 |
0.1327 |
16.6% |
0.0050 |
0.6% |
14% |
False |
False |
273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8474 |
|
2.618 |
0.8293 |
|
1.618 |
0.8182 |
|
1.000 |
0.8113 |
|
0.618 |
0.8071 |
|
HIGH |
0.8002 |
|
0.618 |
0.7960 |
|
0.500 |
0.7947 |
|
0.382 |
0.7933 |
|
LOW |
0.7891 |
|
0.618 |
0.7822 |
|
1.000 |
0.7780 |
|
1.618 |
0.7711 |
|
2.618 |
0.7600 |
|
4.250 |
0.7419 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7974 |
0.7979 |
| PP |
0.7960 |
0.7971 |
| S1 |
0.7947 |
0.7963 |
|