CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 06-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8459 |
0.8488 |
0.0029 |
0.3% |
0.8586 |
High |
0.8502 |
0.8511 |
0.0009 |
0.1% |
0.8633 |
Low |
0.8451 |
0.8433 |
-0.0018 |
-0.2% |
0.8469 |
Close |
0.8490 |
0.8449 |
-0.0041 |
-0.5% |
0.8497 |
Range |
0.0051 |
0.0078 |
0.0027 |
52.9% |
0.0164 |
ATR |
0.0061 |
0.0062 |
0.0001 |
2.0% |
0.0000 |
Volume |
54,213 |
58,986 |
4,773 |
8.8% |
125,602 |
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8698 |
0.8652 |
0.8492 |
|
R3 |
0.8620 |
0.8574 |
0.8470 |
|
R2 |
0.8542 |
0.8542 |
0.8463 |
|
R1 |
0.8496 |
0.8496 |
0.8456 |
0.8480 |
PP |
0.8464 |
0.8464 |
0.8464 |
0.8457 |
S1 |
0.8418 |
0.8418 |
0.8442 |
0.8402 |
S2 |
0.8386 |
0.8386 |
0.8435 |
|
S3 |
0.8308 |
0.8340 |
0.8428 |
|
S4 |
0.8230 |
0.8262 |
0.8406 |
|
|
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 |
0.8433 |
0.0200 |
2.4% |
0.0070 |
0.8% |
8% |
False |
True |
43,218 |
10 |
0.8633 |
0.8433 |
0.0200 |
2.4% |
0.0055 |
0.6% |
8% |
False |
True |
32,642 |
20 |
0.8752 |
0.8433 |
0.0319 |
3.8% |
0.0059 |
0.7% |
5% |
False |
True |
41,909 |
40 |
0.8912 |
0.8433 |
0.0479 |
5.7% |
0.0065 |
0.8% |
3% |
False |
True |
21,964 |
60 |
0.8955 |
0.8433 |
0.0522 |
6.2% |
0.0064 |
0.8% |
3% |
False |
True |
14,752 |
80 |
0.9145 |
0.8433 |
0.0712 |
8.4% |
0.0065 |
0.8% |
2% |
False |
True |
11,184 |
100 |
0.9205 |
0.8433 |
0.0772 |
9.1% |
0.0057 |
0.7% |
2% |
False |
True |
8,970 |
120 |
0.9270 |
0.8433 |
0.0837 |
9.9% |
0.0050 |
0.6% |
2% |
False |
True |
7,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8843 |
2.618 |
0.8715 |
1.618 |
0.8637 |
1.000 |
0.8589 |
0.618 |
0.8559 |
HIGH |
0.8511 |
0.618 |
0.8481 |
0.500 |
0.8472 |
0.382 |
0.8463 |
LOW |
0.8433 |
0.618 |
0.8385 |
1.000 |
0.8355 |
1.618 |
0.8307 |
2.618 |
0.8229 |
4.250 |
0.8102 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8472 |
0.8518 |
PP |
0.8464 |
0.8495 |
S1 |
0.8457 |
0.8472 |
|