CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8603 |
0.8459 |
-0.0144 |
-1.7% |
0.8586 |
| High |
0.8603 |
0.8502 |
-0.0101 |
-1.2% |
0.8633 |
| Low |
0.8469 |
0.8451 |
-0.0018 |
-0.2% |
0.8469 |
| Close |
0.8497 |
0.8490 |
-0.0007 |
-0.1% |
0.8497 |
| Range |
0.0134 |
0.0051 |
-0.0083 |
-61.9% |
0.0164 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
49,821 |
54,213 |
4,392 |
8.8% |
125,602 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8634 |
0.8613 |
0.8518 |
|
| R3 |
0.8583 |
0.8562 |
0.8504 |
|
| R2 |
0.8532 |
0.8532 |
0.8499 |
|
| R1 |
0.8511 |
0.8511 |
0.8495 |
0.8522 |
| PP |
0.8481 |
0.8481 |
0.8481 |
0.8486 |
| S1 |
0.8460 |
0.8460 |
0.8485 |
0.8471 |
| S2 |
0.8430 |
0.8430 |
0.8481 |
|
| S3 |
0.8379 |
0.8409 |
0.8476 |
|
| S4 |
0.8328 |
0.8358 |
0.8462 |
|
|
| 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 |
0.8451 |
0.0182 |
2.1% |
0.0061 |
0.7% |
21% |
False |
True |
35,963 |
| 10 |
0.8633 |
0.8451 |
0.0182 |
2.1% |
0.0052 |
0.6% |
21% |
False |
True |
30,620 |
| 20 |
0.8762 |
0.8451 |
0.0311 |
3.7% |
0.0058 |
0.7% |
13% |
False |
True |
39,276 |
| 40 |
0.8912 |
0.8451 |
0.0461 |
5.4% |
0.0064 |
0.8% |
8% |
False |
True |
20,501 |
| 60 |
0.8987 |
0.8451 |
0.0536 |
6.3% |
0.0064 |
0.8% |
7% |
False |
True |
13,777 |
| 80 |
0.9145 |
0.8451 |
0.0694 |
8.2% |
0.0065 |
0.8% |
6% |
False |
True |
10,460 |
| 100 |
0.9205 |
0.8451 |
0.0754 |
8.9% |
0.0057 |
0.7% |
5% |
False |
True |
8,381 |
| 120 |
0.9270 |
0.8451 |
0.0819 |
9.6% |
0.0049 |
0.6% |
5% |
False |
True |
6,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8719 |
|
2.618 |
0.8636 |
|
1.618 |
0.8585 |
|
1.000 |
0.8553 |
|
0.618 |
0.8534 |
|
HIGH |
0.8502 |
|
0.618 |
0.8483 |
|
0.500 |
0.8477 |
|
0.382 |
0.8470 |
|
LOW |
0.8451 |
|
0.618 |
0.8419 |
|
1.000 |
0.8400 |
|
1.618 |
0.8368 |
|
2.618 |
0.8317 |
|
4.250 |
0.8234 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8486 |
0.8542 |
| PP |
0.8481 |
0.8525 |
| S1 |
0.8477 |
0.8507 |
|