CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8425 |
0.8340 |
-0.0085 |
-1.0% |
0.8459 |
| High |
0.8437 |
0.8372 |
-0.0065 |
-0.8% |
0.8511 |
| Low |
0.8339 |
0.8325 |
-0.0014 |
-0.2% |
0.8398 |
| Close |
0.8350 |
0.8345 |
-0.0005 |
-0.1% |
0.8420 |
| Range |
0.0098 |
0.0047 |
-0.0051 |
-52.0% |
0.0113 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
50,981 |
67,192 |
16,211 |
31.8% |
290,091 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8488 |
0.8464 |
0.8371 |
|
| R3 |
0.8441 |
0.8417 |
0.8358 |
|
| R2 |
0.8394 |
0.8394 |
0.8354 |
|
| R1 |
0.8370 |
0.8370 |
0.8349 |
0.8382 |
| PP |
0.8347 |
0.8347 |
0.8347 |
0.8354 |
| S1 |
0.8323 |
0.8323 |
0.8341 |
0.8335 |
| S2 |
0.8300 |
0.8300 |
0.8336 |
|
| S3 |
0.8253 |
0.8276 |
0.8332 |
|
| S4 |
0.8206 |
0.8229 |
0.8319 |
|
|
| 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 |
0.8463 |
0.8325 |
0.0138 |
1.7% |
0.0057 |
0.7% |
14% |
False |
True |
59,013 |
| 10 |
0.8633 |
0.8325 |
0.0308 |
3.7% |
0.0064 |
0.8% |
6% |
False |
True |
51,115 |
| 20 |
0.8640 |
0.8325 |
0.0315 |
3.8% |
0.0058 |
0.7% |
6% |
False |
True |
46,647 |
| 40 |
0.8912 |
0.8325 |
0.0587 |
7.0% |
0.0064 |
0.8% |
3% |
False |
True |
29,249 |
| 60 |
0.8955 |
0.8325 |
0.0630 |
7.5% |
0.0063 |
0.8% |
3% |
False |
True |
19,649 |
| 80 |
0.9145 |
0.8325 |
0.0820 |
9.8% |
0.0065 |
0.8% |
2% |
False |
True |
14,842 |
| 100 |
0.9205 |
0.8325 |
0.0880 |
10.5% |
0.0059 |
0.7% |
2% |
False |
True |
11,918 |
| 120 |
0.9270 |
0.8325 |
0.0945 |
11.3% |
0.0052 |
0.6% |
2% |
False |
True |
9,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8572 |
|
2.618 |
0.8495 |
|
1.618 |
0.8448 |
|
1.000 |
0.8419 |
|
0.618 |
0.8401 |
|
HIGH |
0.8372 |
|
0.618 |
0.8354 |
|
0.500 |
0.8349 |
|
0.382 |
0.8343 |
|
LOW |
0.8325 |
|
0.618 |
0.8296 |
|
1.000 |
0.8278 |
|
1.618 |
0.8249 |
|
2.618 |
0.8202 |
|
4.250 |
0.8125 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8349 |
0.8393 |
| PP |
0.8347 |
0.8377 |
| S1 |
0.8346 |
0.8361 |
|