CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.7968 |
0.8004 |
0.0036 |
0.5% |
0.7976 |
High |
0.8000 |
0.8024 |
0.0024 |
0.3% |
0.8024 |
Low |
0.7952 |
0.7995 |
0.0043 |
0.5% |
0.7864 |
Close |
0.7998 |
0.8005 |
0.0007 |
0.1% |
0.8005 |
Range |
0.0048 |
0.0029 |
-0.0019 |
-39.6% |
0.0160 |
ATR |
0.0076 |
0.0072 |
-0.0003 |
-4.4% |
0.0000 |
Volume |
67 |
24 |
-43 |
-64.2% |
285 |
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8095 |
0.8079 |
0.8021 |
|
R3 |
0.8066 |
0.8050 |
0.8013 |
|
R2 |
0.8037 |
0.8037 |
0.8010 |
|
R1 |
0.8021 |
0.8021 |
0.8008 |
0.8029 |
PP |
0.8008 |
0.8008 |
0.8008 |
0.8012 |
S1 |
0.7992 |
0.7992 |
0.8002 |
0.8000 |
S2 |
0.7979 |
0.7979 |
0.8000 |
|
S3 |
0.7950 |
0.7963 |
0.7997 |
|
S4 |
0.7921 |
0.7934 |
0.7989 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8444 |
0.8385 |
0.8093 |
|
R3 |
0.8284 |
0.8225 |
0.8049 |
|
R2 |
0.8124 |
0.8124 |
0.8034 |
|
R1 |
0.8065 |
0.8065 |
0.8020 |
0.8095 |
PP |
0.7964 |
0.7964 |
0.7964 |
0.7979 |
S1 |
0.7905 |
0.7905 |
0.7990 |
0.7935 |
S2 |
0.7804 |
0.7804 |
0.7976 |
|
S3 |
0.7644 |
0.7745 |
0.7961 |
|
S4 |
0.7484 |
0.7585 |
0.7917 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8024 |
0.7864 |
0.0160 |
2.0% |
0.0051 |
0.6% |
88% |
True |
False |
57 |
10 |
0.8048 |
0.7833 |
0.0215 |
2.7% |
0.0063 |
0.8% |
80% |
False |
False |
92 |
20 |
0.8315 |
0.7820 |
0.0495 |
6.2% |
0.0068 |
0.8% |
37% |
False |
False |
74 |
40 |
0.8586 |
0.7820 |
0.0766 |
9.6% |
0.0050 |
0.6% |
24% |
False |
False |
52 |
60 |
0.8843 |
0.7820 |
0.1023 |
12.8% |
0.0038 |
0.5% |
18% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8147 |
2.618 |
0.8100 |
1.618 |
0.8071 |
1.000 |
0.8053 |
0.618 |
0.8042 |
HIGH |
0.8024 |
0.618 |
0.8013 |
0.500 |
0.8010 |
0.382 |
0.8006 |
LOW |
0.7995 |
0.618 |
0.7977 |
1.000 |
0.7966 |
1.618 |
0.7948 |
2.618 |
0.7919 |
4.250 |
0.7872 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8010 |
0.7985 |
PP |
0.8008 |
0.7964 |
S1 |
0.8007 |
0.7944 |
|