CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8448 |
0.8435 |
-0.0013 |
-0.2% |
0.8459 |
High |
0.8463 |
0.8460 |
-0.0003 |
0.0% |
0.8511 |
Low |
0.8430 |
0.8398 |
-0.0032 |
-0.4% |
0.8398 |
Close |
0.8432 |
0.8420 |
-0.0012 |
-0.1% |
0.8420 |
Range |
0.0033 |
0.0062 |
0.0029 |
87.9% |
0.0113 |
ATR |
0.0059 |
0.0059 |
0.0000 |
0.4% |
0.0000 |
Volume |
43,916 |
65,367 |
21,451 |
48.8% |
290,091 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8612 |
0.8578 |
0.8454 |
|
R3 |
0.8550 |
0.8516 |
0.8437 |
|
R2 |
0.8488 |
0.8488 |
0.8431 |
|
R1 |
0.8454 |
0.8454 |
0.8426 |
0.8440 |
PP |
0.8426 |
0.8426 |
0.8426 |
0.8419 |
S1 |
0.8392 |
0.8392 |
0.8414 |
0.8378 |
S2 |
0.8364 |
0.8364 |
0.8409 |
|
S3 |
0.8302 |
0.8330 |
0.8403 |
|
S4 |
0.8240 |
0.8268 |
0.8386 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8782 |
0.8714 |
0.8482 |
|
R3 |
0.8669 |
0.8601 |
0.8451 |
|
R2 |
0.8556 |
0.8556 |
0.8441 |
|
R1 |
0.8488 |
0.8488 |
0.8430 |
0.8466 |
PP |
0.8443 |
0.8443 |
0.8443 |
0.8432 |
S1 |
0.8375 |
0.8375 |
0.8410 |
0.8353 |
S2 |
0.8330 |
0.8330 |
0.8399 |
|
S3 |
0.8217 |
0.8262 |
0.8389 |
|
S4 |
0.8104 |
0.8149 |
0.8358 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8511 |
0.8398 |
0.0113 |
1.3% |
0.0053 |
0.6% |
19% |
False |
True |
58,018 |
10 |
0.8633 |
0.8398 |
0.0235 |
2.8% |
0.0054 |
0.6% |
9% |
False |
True |
42,246 |
20 |
0.8715 |
0.8398 |
0.0317 |
3.8% |
0.0057 |
0.7% |
7% |
False |
True |
47,002 |
40 |
0.8912 |
0.8398 |
0.0514 |
6.1% |
0.0063 |
0.7% |
4% |
False |
True |
26,334 |
60 |
0.8955 |
0.8398 |
0.0557 |
6.6% |
0.0064 |
0.8% |
4% |
False |
True |
17,687 |
80 |
0.9145 |
0.8398 |
0.0747 |
8.9% |
0.0065 |
0.8% |
3% |
False |
True |
13,386 |
100 |
0.9205 |
0.8398 |
0.0807 |
9.6% |
0.0059 |
0.7% |
3% |
False |
True |
10,738 |
120 |
0.9270 |
0.8398 |
0.0872 |
10.4% |
0.0051 |
0.6% |
3% |
False |
True |
8,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8724 |
2.618 |
0.8622 |
1.618 |
0.8560 |
1.000 |
0.8522 |
0.618 |
0.8498 |
HIGH |
0.8460 |
0.618 |
0.8436 |
0.500 |
0.8429 |
0.382 |
0.8422 |
LOW |
0.8398 |
0.618 |
0.8360 |
1.000 |
0.8336 |
1.618 |
0.8298 |
2.618 |
0.8236 |
4.250 |
0.8135 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8429 |
0.8431 |
PP |
0.8426 |
0.8427 |
S1 |
0.8423 |
0.8424 |
|