CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7985 |
0.7905 |
-0.0080 |
-1.0% |
0.7833 |
| High |
0.8002 |
0.7905 |
-0.0097 |
-1.2% |
0.8048 |
| Low |
0.7908 |
0.7864 |
-0.0044 |
-0.6% |
0.7833 |
| Close |
0.7924 |
0.7893 |
-0.0031 |
-0.4% |
0.7964 |
| Range |
0.0094 |
0.0041 |
-0.0053 |
-56.4% |
0.0215 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
27 |
144 |
117 |
433.3% |
638 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8010 |
0.7993 |
0.7916 |
|
| R3 |
0.7969 |
0.7952 |
0.7904 |
|
| R2 |
0.7928 |
0.7928 |
0.7901 |
|
| R1 |
0.7911 |
0.7911 |
0.7897 |
0.7899 |
| PP |
0.7887 |
0.7887 |
0.7887 |
0.7882 |
| S1 |
0.7870 |
0.7870 |
0.7889 |
0.7858 |
| S2 |
0.7846 |
0.7846 |
0.7885 |
|
| S3 |
0.7805 |
0.7829 |
0.7882 |
|
| S4 |
0.7764 |
0.7788 |
0.7870 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8593 |
0.8494 |
0.8082 |
|
| R3 |
0.8378 |
0.8279 |
0.8023 |
|
| R2 |
0.8163 |
0.8163 |
0.8003 |
|
| R1 |
0.8064 |
0.8064 |
0.7984 |
0.8114 |
| PP |
0.7948 |
0.7948 |
0.7948 |
0.7973 |
| S1 |
0.7849 |
0.7849 |
0.7944 |
0.7899 |
| S2 |
0.7733 |
0.7733 |
0.7925 |
|
| S3 |
0.7518 |
0.7634 |
0.7905 |
|
| S4 |
0.7303 |
0.7419 |
0.7846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8032 |
0.7864 |
0.0168 |
2.1% |
0.0054 |
0.7% |
17% |
False |
True |
46 |
| 10 |
0.8048 |
0.7820 |
0.0228 |
2.9% |
0.0072 |
0.9% |
32% |
False |
False |
93 |
| 20 |
0.8383 |
0.7820 |
0.0563 |
7.1% |
0.0070 |
0.9% |
13% |
False |
False |
71 |
| 40 |
0.8586 |
0.7820 |
0.0766 |
9.7% |
0.0049 |
0.6% |
10% |
False |
False |
56 |
| 60 |
0.8843 |
0.7820 |
0.1023 |
13.0% |
0.0036 |
0.5% |
7% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8079 |
|
2.618 |
0.8012 |
|
1.618 |
0.7971 |
|
1.000 |
0.7946 |
|
0.618 |
0.7930 |
|
HIGH |
0.7905 |
|
0.618 |
0.7889 |
|
0.500 |
0.7885 |
|
0.382 |
0.7880 |
|
LOW |
0.7864 |
|
0.618 |
0.7839 |
|
1.000 |
0.7823 |
|
1.618 |
0.7798 |
|
2.618 |
0.7757 |
|
4.250 |
0.7690 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7890 |
0.7942 |
| PP |
0.7887 |
0.7926 |
| S1 |
0.7885 |
0.7909 |
|