CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8340 |
0.8354 |
0.0014 |
0.2% |
0.8459 |
High |
0.8372 |
0.8371 |
-0.0001 |
0.0% |
0.8511 |
Low |
0.8325 |
0.8310 |
-0.0015 |
-0.2% |
0.8398 |
Close |
0.8345 |
0.8350 |
0.0005 |
0.1% |
0.8420 |
Range |
0.0047 |
0.0061 |
0.0014 |
29.8% |
0.0113 |
ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
Volume |
67,192 |
68,479 |
1,287 |
1.9% |
290,091 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8527 |
0.8499 |
0.8384 |
|
R3 |
0.8466 |
0.8438 |
0.8367 |
|
R2 |
0.8405 |
0.8405 |
0.8361 |
|
R1 |
0.8377 |
0.8377 |
0.8356 |
0.8361 |
PP |
0.8344 |
0.8344 |
0.8344 |
0.8335 |
S1 |
0.8316 |
0.8316 |
0.8344 |
0.8300 |
S2 |
0.8283 |
0.8283 |
0.8339 |
|
S3 |
0.8222 |
0.8255 |
0.8333 |
|
S4 |
0.8161 |
0.8194 |
0.8316 |
|
|
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 |
0.8310 |
0.0153 |
1.8% |
0.0060 |
0.7% |
26% |
False |
True |
59,187 |
10 |
0.8633 |
0.8310 |
0.0323 |
3.9% |
0.0066 |
0.8% |
12% |
False |
True |
55,455 |
20 |
0.8633 |
0.8310 |
0.0323 |
3.9% |
0.0056 |
0.7% |
12% |
False |
True |
47,127 |
40 |
0.8912 |
0.8310 |
0.0602 |
7.2% |
0.0063 |
0.8% |
7% |
False |
True |
30,949 |
60 |
0.8955 |
0.8310 |
0.0645 |
7.7% |
0.0063 |
0.8% |
6% |
False |
True |
20,784 |
80 |
0.9113 |
0.8310 |
0.0803 |
9.6% |
0.0065 |
0.8% |
5% |
False |
True |
15,695 |
100 |
0.9205 |
0.8310 |
0.0895 |
10.7% |
0.0060 |
0.7% |
4% |
False |
True |
12,602 |
120 |
0.9230 |
0.8310 |
0.0920 |
11.0% |
0.0052 |
0.6% |
4% |
False |
True |
10,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8630 |
2.618 |
0.8531 |
1.618 |
0.8470 |
1.000 |
0.8432 |
0.618 |
0.8409 |
HIGH |
0.8371 |
0.618 |
0.8348 |
0.500 |
0.8341 |
0.382 |
0.8333 |
LOW |
0.8310 |
0.618 |
0.8272 |
1.000 |
0.8249 |
1.618 |
0.8211 |
2.618 |
0.8150 |
4.250 |
0.8051 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8347 |
0.8374 |
PP |
0.8344 |
0.8366 |
S1 |
0.8341 |
0.8358 |
|