CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 02-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8598 |
0.8603 |
0.0005 |
0.1% |
0.8586 |
High |
0.8633 |
0.8603 |
-0.0030 |
-0.3% |
0.8633 |
Low |
0.8585 |
0.8469 |
-0.0116 |
-1.4% |
0.8469 |
Close |
0.8597 |
0.8497 |
-0.0100 |
-1.2% |
0.8497 |
Range |
0.0048 |
0.0134 |
0.0086 |
179.2% |
0.0164 |
ATR |
0.0056 |
0.0062 |
0.0006 |
9.8% |
0.0000 |
Volume |
27,987 |
49,821 |
21,834 |
78.0% |
125,602 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8925 |
0.8845 |
0.8571 |
|
R3 |
0.8791 |
0.8711 |
0.8534 |
|
R2 |
0.8657 |
0.8657 |
0.8522 |
|
R1 |
0.8577 |
0.8577 |
0.8509 |
0.8550 |
PP |
0.8523 |
0.8523 |
0.8523 |
0.8510 |
S1 |
0.8443 |
0.8443 |
0.8485 |
0.8416 |
S2 |
0.8389 |
0.8389 |
0.8472 |
|
S3 |
0.8255 |
0.8309 |
0.8460 |
|
S4 |
0.8121 |
0.8175 |
0.8423 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9025 |
0.8925 |
0.8587 |
|
R3 |
0.8861 |
0.8761 |
0.8542 |
|
R2 |
0.8697 |
0.8697 |
0.8527 |
|
R1 |
0.8597 |
0.8597 |
0.8512 |
0.8565 |
PP |
0.8533 |
0.8533 |
0.8533 |
0.8517 |
S1 |
0.8433 |
0.8433 |
0.8482 |
0.8401 |
S2 |
0.8369 |
0.8369 |
0.8467 |
|
S3 |
0.8205 |
0.8269 |
0.8452 |
|
S4 |
0.8041 |
0.8105 |
0.8407 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8633 |
0.8469 |
0.0164 |
1.9% |
0.0055 |
0.7% |
17% |
False |
True |
26,475 |
10 |
0.8633 |
0.8469 |
0.0164 |
1.9% |
0.0053 |
0.6% |
17% |
False |
True |
30,464 |
20 |
0.8795 |
0.8469 |
0.0326 |
3.8% |
0.0058 |
0.7% |
9% |
False |
True |
36,848 |
40 |
0.8912 |
0.8469 |
0.0443 |
5.2% |
0.0065 |
0.8% |
6% |
False |
True |
19,185 |
60 |
0.8987 |
0.8469 |
0.0518 |
6.1% |
0.0065 |
0.8% |
5% |
False |
True |
12,877 |
80 |
0.9145 |
0.8469 |
0.0676 |
8.0% |
0.0064 |
0.8% |
4% |
False |
True |
9,784 |
100 |
0.9205 |
0.8469 |
0.0736 |
8.7% |
0.0056 |
0.7% |
4% |
False |
True |
7,839 |
120 |
0.9270 |
0.8469 |
0.0801 |
9.4% |
0.0049 |
0.6% |
3% |
False |
True |
6,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9173 |
2.618 |
0.8954 |
1.618 |
0.8820 |
1.000 |
0.8737 |
0.618 |
0.8686 |
HIGH |
0.8603 |
0.618 |
0.8552 |
0.500 |
0.8536 |
0.382 |
0.8520 |
LOW |
0.8469 |
0.618 |
0.8386 |
1.000 |
0.8335 |
1.618 |
0.8252 |
2.618 |
0.8118 |
4.250 |
0.7900 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8536 |
0.8551 |
PP |
0.8523 |
0.8533 |
S1 |
0.8510 |
0.8515 |
|