CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8351 |
0.8343 |
-0.0008 |
-0.1% |
0.8425 |
| High |
0.8460 |
0.8353 |
-0.0107 |
-1.3% |
0.8460 |
| Low |
0.8323 |
0.8290 |
-0.0033 |
-0.4% |
0.8290 |
| Close |
0.8344 |
0.8348 |
0.0004 |
0.0% |
0.8348 |
| Range |
0.0137 |
0.0063 |
-0.0074 |
-54.0% |
0.0170 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
122,444 |
66,396 |
-56,048 |
-45.8% |
375,492 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8519 |
0.8497 |
0.8383 |
|
| R3 |
0.8456 |
0.8434 |
0.8365 |
|
| R2 |
0.8393 |
0.8393 |
0.8360 |
|
| R1 |
0.8371 |
0.8371 |
0.8354 |
0.8382 |
| PP |
0.8330 |
0.8330 |
0.8330 |
0.8336 |
| S1 |
0.8308 |
0.8308 |
0.8342 |
0.8319 |
| S2 |
0.8267 |
0.8267 |
0.8336 |
|
| S3 |
0.8204 |
0.8245 |
0.8331 |
|
| S4 |
0.8141 |
0.8182 |
0.8313 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8876 |
0.8782 |
0.8442 |
|
| R3 |
0.8706 |
0.8612 |
0.8395 |
|
| R2 |
0.8536 |
0.8536 |
0.8379 |
|
| R1 |
0.8442 |
0.8442 |
0.8364 |
0.8404 |
| PP |
0.8366 |
0.8366 |
0.8366 |
0.8347 |
| S1 |
0.8272 |
0.8272 |
0.8332 |
0.8234 |
| S2 |
0.8196 |
0.8196 |
0.8317 |
|
| S3 |
0.8026 |
0.8102 |
0.8301 |
|
| S4 |
0.7856 |
0.7932 |
0.8255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8460 |
0.8290 |
0.0170 |
2.0% |
0.0081 |
1.0% |
34% |
False |
True |
75,098 |
| 10 |
0.8511 |
0.8290 |
0.0221 |
2.6% |
0.0067 |
0.8% |
26% |
False |
True |
66,558 |
| 20 |
0.8633 |
0.8290 |
0.0343 |
4.1% |
0.0060 |
0.7% |
17% |
False |
True |
48,511 |
| 40 |
0.8912 |
0.8290 |
0.0622 |
7.5% |
0.0065 |
0.8% |
9% |
False |
True |
35,624 |
| 60 |
0.8955 |
0.8290 |
0.0665 |
8.0% |
0.0065 |
0.8% |
9% |
False |
True |
23,927 |
| 80 |
0.9008 |
0.8290 |
0.0718 |
8.6% |
0.0065 |
0.8% |
8% |
False |
True |
18,047 |
| 100 |
0.9205 |
0.8290 |
0.0915 |
11.0% |
0.0062 |
0.7% |
6% |
False |
True |
14,490 |
| 120 |
0.9205 |
0.8290 |
0.0915 |
11.0% |
0.0054 |
0.6% |
6% |
False |
True |
12,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8621 |
|
2.618 |
0.8518 |
|
1.618 |
0.8455 |
|
1.000 |
0.8416 |
|
0.618 |
0.8392 |
|
HIGH |
0.8353 |
|
0.618 |
0.8329 |
|
0.500 |
0.8322 |
|
0.382 |
0.8314 |
|
LOW |
0.8290 |
|
0.618 |
0.8251 |
|
1.000 |
0.8227 |
|
1.618 |
0.8188 |
|
2.618 |
0.8125 |
|
4.250 |
0.8022 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8339 |
0.8375 |
| PP |
0.8330 |
0.8366 |
| S1 |
0.8322 |
0.8357 |
|