CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8343 |
0.8337 |
-0.0006 |
-0.1% |
0.8425 |
| High |
0.8353 |
0.8359 |
0.0006 |
0.1% |
0.8460 |
| Low |
0.8290 |
0.8244 |
-0.0046 |
-0.6% |
0.8290 |
| Close |
0.8348 |
0.8256 |
-0.0092 |
-1.1% |
0.8348 |
| Range |
0.0063 |
0.0115 |
0.0052 |
82.5% |
0.0170 |
| ATR |
0.0066 |
0.0070 |
0.0003 |
5.3% |
0.0000 |
| Volume |
66,396 |
79,118 |
12,722 |
19.2% |
375,492 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8631 |
0.8559 |
0.8319 |
|
| R3 |
0.8516 |
0.8444 |
0.8288 |
|
| R2 |
0.8401 |
0.8401 |
0.8277 |
|
| R1 |
0.8329 |
0.8329 |
0.8267 |
0.8308 |
| PP |
0.8286 |
0.8286 |
0.8286 |
0.8276 |
| S1 |
0.8214 |
0.8214 |
0.8245 |
0.8193 |
| S2 |
0.8171 |
0.8171 |
0.8235 |
|
| S3 |
0.8056 |
0.8099 |
0.8224 |
|
| S4 |
0.7941 |
0.7984 |
0.8193 |
|
|
| 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 |
0.8244 |
0.0216 |
2.6% |
0.0085 |
1.0% |
6% |
False |
True |
80,725 |
| 10 |
0.8511 |
0.8244 |
0.0267 |
3.2% |
0.0074 |
0.9% |
4% |
False |
True |
69,048 |
| 20 |
0.8633 |
0.8244 |
0.0389 |
4.7% |
0.0063 |
0.8% |
3% |
False |
True |
49,834 |
| 40 |
0.8912 |
0.8244 |
0.0668 |
8.1% |
0.0067 |
0.8% |
2% |
False |
True |
37,590 |
| 60 |
0.8955 |
0.8244 |
0.0711 |
8.6% |
0.0065 |
0.8% |
2% |
False |
True |
25,244 |
| 80 |
0.8995 |
0.8244 |
0.0751 |
9.1% |
0.0066 |
0.8% |
2% |
False |
True |
19,034 |
| 100 |
0.9205 |
0.8244 |
0.0961 |
11.6% |
0.0063 |
0.8% |
1% |
False |
True |
15,281 |
| 120 |
0.9205 |
0.8244 |
0.0961 |
11.6% |
0.0055 |
0.7% |
1% |
False |
True |
12,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8848 |
|
2.618 |
0.8660 |
|
1.618 |
0.8545 |
|
1.000 |
0.8474 |
|
0.618 |
0.8430 |
|
HIGH |
0.8359 |
|
0.618 |
0.8315 |
|
0.500 |
0.8302 |
|
0.382 |
0.8288 |
|
LOW |
0.8244 |
|
0.618 |
0.8173 |
|
1.000 |
0.8129 |
|
1.618 |
0.8058 |
|
2.618 |
0.7943 |
|
4.250 |
0.7755 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8302 |
0.8352 |
| PP |
0.8286 |
0.8320 |
| S1 |
0.8271 |
0.8288 |
|