CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8354 |
0.8351 |
-0.0003 |
0.0% |
0.8459 |
| High |
0.8371 |
0.8460 |
0.0089 |
1.1% |
0.8511 |
| Low |
0.8310 |
0.8323 |
0.0013 |
0.2% |
0.8398 |
| Close |
0.8350 |
0.8344 |
-0.0006 |
-0.1% |
0.8420 |
| Range |
0.0061 |
0.0137 |
0.0076 |
124.6% |
0.0113 |
| ATR |
0.0061 |
0.0066 |
0.0005 |
8.9% |
0.0000 |
| Volume |
68,479 |
122,444 |
53,965 |
78.8% |
290,091 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8787 |
0.8702 |
0.8419 |
|
| R3 |
0.8650 |
0.8565 |
0.8382 |
|
| R2 |
0.8513 |
0.8513 |
0.8369 |
|
| R1 |
0.8428 |
0.8428 |
0.8357 |
0.8402 |
| PP |
0.8376 |
0.8376 |
0.8376 |
0.8363 |
| S1 |
0.8291 |
0.8291 |
0.8331 |
0.8265 |
| S2 |
0.8239 |
0.8239 |
0.8319 |
|
| S3 |
0.8102 |
0.8154 |
0.8306 |
|
| S4 |
0.7965 |
0.8017 |
0.8269 |
|
|
| 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 |
0.8460 |
0.8310 |
0.0150 |
1.8% |
0.0081 |
1.0% |
23% |
True |
False |
74,892 |
| 10 |
0.8603 |
0.8310 |
0.0293 |
3.5% |
0.0074 |
0.9% |
12% |
False |
False |
64,900 |
| 20 |
0.8633 |
0.8310 |
0.0323 |
3.9% |
0.0061 |
0.7% |
11% |
False |
False |
49,961 |
| 40 |
0.8912 |
0.8310 |
0.0602 |
7.2% |
0.0065 |
0.8% |
6% |
False |
False |
33,982 |
| 60 |
0.8955 |
0.8310 |
0.0645 |
7.7% |
0.0065 |
0.8% |
5% |
False |
False |
22,823 |
| 80 |
0.9061 |
0.8310 |
0.0751 |
9.0% |
0.0065 |
0.8% |
5% |
False |
False |
17,221 |
| 100 |
0.9205 |
0.8310 |
0.0895 |
10.7% |
0.0061 |
0.7% |
4% |
False |
False |
13,826 |
| 120 |
0.9205 |
0.8310 |
0.0895 |
10.7% |
0.0053 |
0.6% |
4% |
False |
False |
11,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9042 |
|
2.618 |
0.8819 |
|
1.618 |
0.8682 |
|
1.000 |
0.8597 |
|
0.618 |
0.8545 |
|
HIGH |
0.8460 |
|
0.618 |
0.8408 |
|
0.500 |
0.8392 |
|
0.382 |
0.8375 |
|
LOW |
0.8323 |
|
0.618 |
0.8238 |
|
1.000 |
0.8186 |
|
1.618 |
0.8101 |
|
2.618 |
0.7964 |
|
4.250 |
0.7741 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8392 |
0.8385 |
| PP |
0.8376 |
0.8371 |
| S1 |
0.8360 |
0.8358 |
|