CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8005 |
0.8013 |
0.0008 |
0.1% |
0.8011 |
| High |
0.8005 |
0.8032 |
0.0027 |
0.3% |
0.8055 |
| Low |
0.7923 |
0.8013 |
0.0090 |
1.1% |
0.7820 |
| Close |
0.7942 |
0.8020 |
0.0078 |
1.0% |
0.7869 |
| Range |
0.0082 |
0.0019 |
-0.0063 |
-76.8% |
0.0235 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.8% |
0.0000 |
| Volume |
113 |
22 |
-91 |
-80.5% |
267 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8079 |
0.8068 |
0.8030 |
|
| R3 |
0.8060 |
0.8049 |
0.8025 |
|
| R2 |
0.8041 |
0.8041 |
0.8023 |
|
| R1 |
0.8030 |
0.8030 |
0.8022 |
0.8036 |
| PP |
0.8022 |
0.8022 |
0.8022 |
0.8024 |
| S1 |
0.8011 |
0.8011 |
0.8018 |
0.8017 |
| S2 |
0.8003 |
0.8003 |
0.8017 |
|
| S3 |
0.7984 |
0.7992 |
0.8015 |
|
| S4 |
0.7965 |
0.7973 |
0.8010 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8620 |
0.8479 |
0.7998 |
|
| R3 |
0.8385 |
0.8244 |
0.7934 |
|
| R2 |
0.8150 |
0.8150 |
0.7912 |
|
| R1 |
0.8009 |
0.8009 |
0.7891 |
0.7962 |
| PP |
0.7915 |
0.7915 |
0.7915 |
0.7891 |
| S1 |
0.7774 |
0.7774 |
0.7847 |
0.7727 |
| S2 |
0.7680 |
0.7680 |
0.7826 |
|
| S3 |
0.7445 |
0.7539 |
0.7804 |
|
| S4 |
0.7210 |
0.7304 |
0.7740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8048 |
0.7820 |
0.0228 |
2.8% |
0.0079 |
1.0% |
88% |
False |
False |
140 |
| 10 |
0.8065 |
0.7820 |
0.0245 |
3.1% |
0.0070 |
0.9% |
82% |
False |
False |
90 |
| 20 |
0.8421 |
0.7820 |
0.0601 |
7.5% |
0.0064 |
0.8% |
33% |
False |
False |
67 |
| 40 |
0.8687 |
0.7820 |
0.0867 |
10.8% |
0.0046 |
0.6% |
23% |
False |
False |
56 |
| 60 |
0.8843 |
0.7820 |
0.1023 |
12.8% |
0.0032 |
0.4% |
20% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8113 |
|
2.618 |
0.8082 |
|
1.618 |
0.8063 |
|
1.000 |
0.8051 |
|
0.618 |
0.8044 |
|
HIGH |
0.8032 |
|
0.618 |
0.8025 |
|
0.500 |
0.8023 |
|
0.382 |
0.8020 |
|
LOW |
0.8013 |
|
0.618 |
0.8001 |
|
1.000 |
0.7994 |
|
1.618 |
0.7982 |
|
2.618 |
0.7963 |
|
4.250 |
0.7932 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8023 |
0.8009 |
| PP |
0.8022 |
0.7997 |
| S1 |
0.8021 |
0.7986 |
|