CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.8013 |
0.0013 |
0.2% |
0.8021 |
| High |
0.8000 |
0.8013 |
0.0013 |
0.2% |
0.8075 |
| Low |
0.7966 |
0.7950 |
-0.0016 |
-0.2% |
0.7950 |
| Close |
0.7991 |
0.7967 |
-0.0024 |
-0.3% |
0.7967 |
| Range |
0.0034 |
0.0063 |
0.0029 |
85.3% |
0.0125 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
8 |
343 |
335 |
4,187.5% |
550 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8166 |
0.8129 |
0.8002 |
|
| R3 |
0.8103 |
0.8066 |
0.7984 |
|
| R2 |
0.8040 |
0.8040 |
0.7979 |
|
| R1 |
0.8003 |
0.8003 |
0.7973 |
0.7990 |
| PP |
0.7977 |
0.7977 |
0.7977 |
0.7970 |
| S1 |
0.7940 |
0.7940 |
0.7961 |
0.7927 |
| S2 |
0.7914 |
0.7914 |
0.7955 |
|
| S3 |
0.7851 |
0.7877 |
0.7950 |
|
| S4 |
0.7788 |
0.7814 |
0.7932 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8372 |
0.8295 |
0.8036 |
|
| R3 |
0.8247 |
0.8170 |
0.8001 |
|
| R2 |
0.8122 |
0.8122 |
0.7990 |
|
| R1 |
0.8045 |
0.8045 |
0.7978 |
0.8021 |
| PP |
0.7997 |
0.7997 |
0.7997 |
0.7986 |
| S1 |
0.7920 |
0.7920 |
0.7956 |
0.7896 |
| S2 |
0.7872 |
0.7872 |
0.7944 |
|
| S3 |
0.7747 |
0.7795 |
0.7933 |
|
| S4 |
0.7622 |
0.7670 |
0.7898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8075 |
0.7950 |
0.0125 |
1.6% |
0.0044 |
0.6% |
14% |
False |
True |
114 |
| 10 |
0.8075 |
0.7864 |
0.0211 |
2.6% |
0.0052 |
0.7% |
49% |
False |
False |
85 |
| 20 |
0.8075 |
0.7820 |
0.0255 |
3.2% |
0.0061 |
0.8% |
58% |
False |
False |
87 |
| 40 |
0.8581 |
0.7820 |
0.0761 |
9.6% |
0.0051 |
0.6% |
19% |
False |
False |
60 |
| 60 |
0.8843 |
0.7820 |
0.1023 |
12.8% |
0.0040 |
0.5% |
14% |
False |
False |
56 |
| 80 |
0.8911 |
0.7820 |
0.1091 |
13.7% |
0.0033 |
0.4% |
13% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8281 |
|
2.618 |
0.8178 |
|
1.618 |
0.8115 |
|
1.000 |
0.8076 |
|
0.618 |
0.8052 |
|
HIGH |
0.8013 |
|
0.618 |
0.7989 |
|
0.500 |
0.7982 |
|
0.382 |
0.7974 |
|
LOW |
0.7950 |
|
0.618 |
0.7911 |
|
1.000 |
0.7887 |
|
1.618 |
0.7848 |
|
2.618 |
0.7785 |
|
4.250 |
0.7682 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7982 |
0.7993 |
| PP |
0.7977 |
0.7984 |
| S1 |
0.7972 |
0.7976 |
|