CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7979 |
0.7984 |
0.0005 |
0.1% |
0.7970 |
| High |
0.8019 |
0.7999 |
-0.0020 |
-0.2% |
0.8060 |
| Low |
0.7971 |
0.7950 |
-0.0021 |
-0.3% |
0.7891 |
| Close |
0.7979 |
0.7962 |
-0.0017 |
-0.2% |
0.7979 |
| Range |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0169 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
984 |
1,026 |
42 |
4.3% |
5,231 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8117 |
0.8089 |
0.7989 |
|
| R3 |
0.8068 |
0.8040 |
0.7975 |
|
| R2 |
0.8019 |
0.8019 |
0.7971 |
|
| R1 |
0.7991 |
0.7991 |
0.7966 |
0.7981 |
| PP |
0.7970 |
0.7970 |
0.7970 |
0.7965 |
| S1 |
0.7942 |
0.7942 |
0.7958 |
0.7932 |
| S2 |
0.7921 |
0.7921 |
0.7953 |
|
| S3 |
0.7872 |
0.7893 |
0.7949 |
|
| S4 |
0.7823 |
0.7844 |
0.7935 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8484 |
0.8400 |
0.8072 |
|
| R3 |
0.8315 |
0.8231 |
0.8025 |
|
| R2 |
0.8146 |
0.8146 |
0.8010 |
|
| R1 |
0.8062 |
0.8062 |
0.7994 |
0.8104 |
| PP |
0.7977 |
0.7977 |
0.7977 |
0.7998 |
| S1 |
0.7893 |
0.7893 |
0.7964 |
0.7935 |
| S2 |
0.7808 |
0.7808 |
0.7948 |
|
| S3 |
0.7639 |
0.7724 |
0.7933 |
|
| S4 |
0.7470 |
0.7555 |
0.7886 |
|
|
| 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% |
0.0071 |
0.9% |
42% |
False |
False |
1,106 |
| 10 |
0.8076 |
0.7891 |
0.0185 |
2.3% |
0.0069 |
0.9% |
38% |
False |
False |
1,054 |
| 20 |
0.8076 |
0.7830 |
0.0246 |
3.1% |
0.0088 |
1.1% |
54% |
False |
False |
882 |
| 40 |
0.8563 |
0.7802 |
0.0761 |
9.6% |
0.0083 |
1.0% |
21% |
False |
False |
675 |
| 60 |
0.8775 |
0.7802 |
0.0973 |
12.2% |
0.0069 |
0.9% |
16% |
False |
False |
573 |
| 80 |
0.8876 |
0.7802 |
0.1074 |
13.5% |
0.0062 |
0.8% |
15% |
False |
False |
448 |
| 100 |
0.8961 |
0.7802 |
0.1159 |
14.6% |
0.0058 |
0.7% |
14% |
False |
False |
366 |
| 120 |
0.9120 |
0.7802 |
0.1318 |
16.6% |
0.0052 |
0.7% |
12% |
False |
False |
309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8207 |
|
2.618 |
0.8127 |
|
1.618 |
0.8078 |
|
1.000 |
0.8048 |
|
0.618 |
0.8029 |
|
HIGH |
0.7999 |
|
0.618 |
0.7980 |
|
0.500 |
0.7975 |
|
0.382 |
0.7969 |
|
LOW |
0.7950 |
|
0.618 |
0.7920 |
|
1.000 |
0.7901 |
|
1.618 |
0.7871 |
|
2.618 |
0.7822 |
|
4.250 |
0.7742 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7975 |
0.8005 |
| PP |
0.7970 |
0.7991 |
| S1 |
0.7966 |
0.7976 |
|