CME Canadian Dollar Future December 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 |
0.8020 |
0.0020 |
0.3% |
0.8065 |
| High |
0.8000 |
0.8020 |
0.0020 |
0.3% |
0.8065 |
| Low |
0.7990 |
0.7965 |
-0.0025 |
-0.3% |
0.7965 |
| Close |
0.7990 |
0.7967 |
-0.0023 |
-0.3% |
0.7967 |
| Range |
0.0010 |
0.0055 |
0.0045 |
450.0% |
0.0100 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
41 |
2 |
-39 |
-95.1% |
120 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8149 |
0.8113 |
0.7997 |
|
| R3 |
0.8094 |
0.8058 |
0.7982 |
|
| R2 |
0.8039 |
0.8039 |
0.7977 |
|
| R1 |
0.8003 |
0.8003 |
0.7972 |
0.7994 |
| PP |
0.7984 |
0.7984 |
0.7984 |
0.7979 |
| S1 |
0.7948 |
0.7948 |
0.7962 |
0.7939 |
| S2 |
0.7929 |
0.7929 |
0.7957 |
|
| S3 |
0.7874 |
0.7893 |
0.7952 |
|
| S4 |
0.7819 |
0.7838 |
0.7937 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8299 |
0.8233 |
0.8022 |
|
| R3 |
0.8199 |
0.8133 |
0.7995 |
|
| R2 |
0.8099 |
0.8099 |
0.7985 |
|
| R1 |
0.8033 |
0.8033 |
0.7976 |
0.8016 |
| PP |
0.7999 |
0.7999 |
0.7999 |
0.7991 |
| S1 |
0.7933 |
0.7933 |
0.7958 |
0.7916 |
| S2 |
0.7899 |
0.7899 |
0.7949 |
|
| S3 |
0.7799 |
0.7833 |
0.7940 |
|
| S4 |
0.7699 |
0.7733 |
0.7912 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8254 |
|
2.618 |
0.8164 |
|
1.618 |
0.8109 |
|
1.000 |
0.8075 |
|
0.618 |
0.8054 |
|
HIGH |
0.8020 |
|
0.618 |
0.7999 |
|
0.500 |
0.7993 |
|
0.382 |
0.7986 |
|
LOW |
0.7965 |
|
0.618 |
0.7931 |
|
1.000 |
0.7910 |
|
1.618 |
0.7876 |
|
2.618 |
0.7821 |
|
4.250 |
0.7731 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7993 |
0.8007 |
| PP |
0.7984 |
0.7993 |
| S1 |
0.7976 |
0.7980 |
|