CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8435 |
0.8425 |
-0.0010 |
-0.1% |
0.8459 |
| High |
0.8460 |
0.8437 |
-0.0023 |
-0.3% |
0.8511 |
| Low |
0.8398 |
0.8339 |
-0.0059 |
-0.7% |
0.8398 |
| Close |
0.8420 |
0.8350 |
-0.0070 |
-0.8% |
0.8420 |
| Range |
0.0062 |
0.0098 |
0.0036 |
58.1% |
0.0113 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
4.7% |
0.0000 |
| Volume |
65,367 |
50,981 |
-14,386 |
-22.0% |
290,091 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8669 |
0.8608 |
0.8404 |
|
| R3 |
0.8571 |
0.8510 |
0.8377 |
|
| R2 |
0.8473 |
0.8473 |
0.8368 |
|
| R1 |
0.8412 |
0.8412 |
0.8359 |
0.8394 |
| PP |
0.8375 |
0.8375 |
0.8375 |
0.8366 |
| S1 |
0.8314 |
0.8314 |
0.8341 |
0.8296 |
| S2 |
0.8277 |
0.8277 |
0.8332 |
|
| S3 |
0.8179 |
0.8216 |
0.8323 |
|
| S4 |
0.8081 |
0.8118 |
0.8296 |
|
|
| 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 |
0.8339 |
0.0172 |
2.1% |
0.0063 |
0.8% |
6% |
False |
True |
57,371 |
| 10 |
0.8633 |
0.8339 |
0.0294 |
3.5% |
0.0062 |
0.7% |
4% |
False |
True |
46,667 |
| 20 |
0.8665 |
0.8339 |
0.0326 |
3.9% |
0.0058 |
0.7% |
3% |
False |
True |
46,857 |
| 40 |
0.8912 |
0.8339 |
0.0573 |
6.9% |
0.0064 |
0.8% |
2% |
False |
True |
27,587 |
| 60 |
0.8955 |
0.8339 |
0.0616 |
7.4% |
0.0063 |
0.8% |
2% |
False |
True |
18,534 |
| 80 |
0.9145 |
0.8339 |
0.0806 |
9.7% |
0.0065 |
0.8% |
1% |
False |
True |
14,022 |
| 100 |
0.9205 |
0.8339 |
0.0866 |
10.4% |
0.0059 |
0.7% |
1% |
False |
True |
11,247 |
| 120 |
0.9270 |
0.8339 |
0.0931 |
11.1% |
0.0052 |
0.6% |
1% |
False |
True |
9,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8854 |
|
2.618 |
0.8694 |
|
1.618 |
0.8596 |
|
1.000 |
0.8535 |
|
0.618 |
0.8498 |
|
HIGH |
0.8437 |
|
0.618 |
0.8400 |
|
0.500 |
0.8388 |
|
0.382 |
0.8376 |
|
LOW |
0.8339 |
|
0.618 |
0.8278 |
|
1.000 |
0.8241 |
|
1.618 |
0.8180 |
|
2.618 |
0.8082 |
|
4.250 |
0.7923 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8388 |
0.8401 |
| PP |
0.8375 |
0.8384 |
| S1 |
0.8363 |
0.8367 |
|