CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8434 |
0.8448 |
0.0014 |
0.2% |
0.8586 |
| High |
0.8452 |
0.8463 |
0.0011 |
0.1% |
0.8633 |
| Low |
0.8409 |
0.8430 |
0.0021 |
0.2% |
0.8469 |
| Close |
0.8447 |
0.8432 |
-0.0015 |
-0.2% |
0.8497 |
| Range |
0.0043 |
0.0033 |
-0.0010 |
-23.3% |
0.0164 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
67,609 |
43,916 |
-23,693 |
-35.0% |
125,602 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8541 |
0.8519 |
0.8450 |
|
| R3 |
0.8508 |
0.8486 |
0.8441 |
|
| R2 |
0.8475 |
0.8475 |
0.8438 |
|
| R1 |
0.8453 |
0.8453 |
0.8435 |
0.8448 |
| PP |
0.8442 |
0.8442 |
0.8442 |
0.8439 |
| S1 |
0.8420 |
0.8420 |
0.8429 |
0.8415 |
| S2 |
0.8409 |
0.8409 |
0.8426 |
|
| S3 |
0.8376 |
0.8387 |
0.8423 |
|
| S4 |
0.8343 |
0.8354 |
0.8414 |
|
|
| 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 |
0.8603 |
0.8409 |
0.0194 |
2.3% |
0.0068 |
0.8% |
12% |
False |
False |
54,909 |
| 10 |
0.8633 |
0.8409 |
0.0224 |
2.7% |
0.0052 |
0.6% |
10% |
False |
False |
37,269 |
| 20 |
0.8725 |
0.8409 |
0.0316 |
3.7% |
0.0057 |
0.7% |
7% |
False |
False |
45,745 |
| 40 |
0.8912 |
0.8409 |
0.0503 |
6.0% |
0.0063 |
0.7% |
5% |
False |
False |
24,708 |
| 60 |
0.8955 |
0.8409 |
0.0546 |
6.5% |
0.0064 |
0.8% |
4% |
False |
False |
16,601 |
| 80 |
0.9145 |
0.8409 |
0.0736 |
8.7% |
0.0065 |
0.8% |
3% |
False |
False |
12,571 |
| 100 |
0.9205 |
0.8409 |
0.0796 |
9.4% |
0.0058 |
0.7% |
3% |
False |
False |
10,085 |
| 120 |
0.9270 |
0.8409 |
0.0861 |
10.2% |
0.0050 |
0.6% |
3% |
False |
False |
8,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8603 |
|
2.618 |
0.8549 |
|
1.618 |
0.8516 |
|
1.000 |
0.8496 |
|
0.618 |
0.8483 |
|
HIGH |
0.8463 |
|
0.618 |
0.8450 |
|
0.500 |
0.8447 |
|
0.382 |
0.8443 |
|
LOW |
0.8430 |
|
0.618 |
0.8410 |
|
1.000 |
0.8397 |
|
1.618 |
0.8377 |
|
2.618 |
0.8344 |
|
4.250 |
0.8290 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8447 |
0.8460 |
| PP |
0.8442 |
0.8451 |
| S1 |
0.8437 |
0.8441 |
|