CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8488 |
0.8434 |
-0.0054 |
-0.6% |
0.8586 |
| High |
0.8511 |
0.8452 |
-0.0059 |
-0.7% |
0.8633 |
| Low |
0.8433 |
0.8409 |
-0.0024 |
-0.3% |
0.8469 |
| Close |
0.8449 |
0.8447 |
-0.0002 |
0.0% |
0.8497 |
| Range |
0.0078 |
0.0043 |
-0.0035 |
-44.9% |
0.0164 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
58,986 |
67,609 |
8,623 |
14.6% |
125,602 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8565 |
0.8549 |
0.8471 |
|
| R3 |
0.8522 |
0.8506 |
0.8459 |
|
| R2 |
0.8479 |
0.8479 |
0.8455 |
|
| R1 |
0.8463 |
0.8463 |
0.8451 |
0.8471 |
| PP |
0.8436 |
0.8436 |
0.8436 |
0.8440 |
| S1 |
0.8420 |
0.8420 |
0.8443 |
0.8428 |
| S2 |
0.8393 |
0.8393 |
0.8439 |
|
| S3 |
0.8350 |
0.8377 |
0.8435 |
|
| S4 |
0.8307 |
0.8334 |
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 |
0.8409 |
0.0224 |
2.7% |
0.0071 |
0.8% |
17% |
False |
True |
51,723 |
| 10 |
0.8633 |
0.8409 |
0.0224 |
2.7% |
0.0054 |
0.6% |
17% |
False |
True |
36,381 |
| 20 |
0.8752 |
0.8409 |
0.0343 |
4.1% |
0.0059 |
0.7% |
11% |
False |
True |
44,637 |
| 40 |
0.8912 |
0.8409 |
0.0503 |
6.0% |
0.0064 |
0.8% |
8% |
False |
True |
23,638 |
| 60 |
0.8955 |
0.8409 |
0.0546 |
6.5% |
0.0064 |
0.8% |
7% |
False |
True |
15,875 |
| 80 |
0.9145 |
0.8409 |
0.0736 |
8.7% |
0.0065 |
0.8% |
5% |
False |
True |
12,024 |
| 100 |
0.9205 |
0.8409 |
0.0796 |
9.4% |
0.0058 |
0.7% |
5% |
False |
True |
9,646 |
| 120 |
0.9270 |
0.8409 |
0.0861 |
10.2% |
0.0050 |
0.6% |
4% |
False |
True |
8,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8635 |
|
2.618 |
0.8565 |
|
1.618 |
0.8522 |
|
1.000 |
0.8495 |
|
0.618 |
0.8479 |
|
HIGH |
0.8452 |
|
0.618 |
0.8436 |
|
0.500 |
0.8431 |
|
0.382 |
0.8425 |
|
LOW |
0.8409 |
|
0.618 |
0.8382 |
|
1.000 |
0.8366 |
|
1.618 |
0.8339 |
|
2.618 |
0.8296 |
|
4.250 |
0.8226 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8442 |
0.8460 |
| PP |
0.8436 |
0.8456 |
| S1 |
0.8431 |
0.8451 |
|