CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7996 |
0.8029 |
0.0033 |
0.4% |
0.8025 |
| High |
0.8050 |
0.8060 |
0.0010 |
0.1% |
0.8076 |
| Low |
0.7995 |
0.7968 |
-0.0027 |
-0.3% |
0.7953 |
| Close |
0.8035 |
0.7969 |
-0.0066 |
-0.8% |
0.7970 |
| Range |
0.0055 |
0.0092 |
0.0037 |
67.3% |
0.0123 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1,482 |
935 |
-547 |
-36.9% |
4,288 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8275 |
0.8214 |
0.8020 |
|
| R3 |
0.8183 |
0.8122 |
0.7994 |
|
| R2 |
0.8091 |
0.8091 |
0.7986 |
|
| R1 |
0.8030 |
0.8030 |
0.7977 |
0.8015 |
| PP |
0.7999 |
0.7999 |
0.7999 |
0.7991 |
| S1 |
0.7938 |
0.7938 |
0.7961 |
0.7923 |
| S2 |
0.7907 |
0.7907 |
0.7952 |
|
| S3 |
0.7815 |
0.7846 |
0.7944 |
|
| S4 |
0.7723 |
0.7754 |
0.7918 |
|
|
| 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 |
0.8060 |
0.7891 |
0.0169 |
2.1% |
0.0079 |
1.0% |
46% |
True |
False |
1,292 |
| 10 |
0.8076 |
0.7891 |
0.0185 |
2.3% |
0.0079 |
1.0% |
42% |
False |
False |
940 |
| 20 |
0.8076 |
0.7802 |
0.0274 |
3.4% |
0.0094 |
1.2% |
61% |
False |
False |
807 |
| 40 |
0.8613 |
0.7802 |
0.0811 |
10.2% |
0.0083 |
1.0% |
21% |
False |
False |
628 |
| 60 |
0.8796 |
0.7802 |
0.0994 |
12.5% |
0.0070 |
0.9% |
17% |
False |
False |
549 |
| 80 |
0.8876 |
0.7802 |
0.1074 |
13.5% |
0.0062 |
0.8% |
16% |
False |
False |
424 |
| 100 |
0.8961 |
0.7802 |
0.1159 |
14.5% |
0.0058 |
0.7% |
14% |
False |
False |
348 |
| 120 |
0.9127 |
0.7802 |
0.1325 |
16.6% |
0.0052 |
0.6% |
13% |
False |
False |
293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8451 |
|
2.618 |
0.8301 |
|
1.618 |
0.8209 |
|
1.000 |
0.8152 |
|
0.618 |
0.8117 |
|
HIGH |
0.8060 |
|
0.618 |
0.8025 |
|
0.500 |
0.8014 |
|
0.382 |
0.8003 |
|
LOW |
0.7968 |
|
0.618 |
0.7911 |
|
1.000 |
0.7876 |
|
1.618 |
0.7819 |
|
2.618 |
0.7727 |
|
4.250 |
0.7577 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8014 |
0.7976 |
| PP |
0.7999 |
0.7973 |
| S1 |
0.7984 |
0.7971 |
|