CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8337 |
0.8250 |
-0.0087 |
-1.0% |
0.8425 |
| High |
0.8359 |
0.8279 |
-0.0080 |
-1.0% |
0.8460 |
| Low |
0.8244 |
0.8063 |
-0.0181 |
-2.2% |
0.8290 |
| Close |
0.8256 |
0.8089 |
-0.0167 |
-2.0% |
0.8348 |
| Range |
0.0115 |
0.0216 |
0.0101 |
87.8% |
0.0170 |
| ATR |
0.0070 |
0.0080 |
0.0010 |
15.0% |
0.0000 |
| Volume |
79,118 |
107,653 |
28,535 |
36.1% |
375,492 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8792 |
0.8656 |
0.8208 |
|
| R3 |
0.8576 |
0.8440 |
0.8148 |
|
| R2 |
0.8360 |
0.8360 |
0.8129 |
|
| R1 |
0.8224 |
0.8224 |
0.8109 |
0.8184 |
| PP |
0.8144 |
0.8144 |
0.8144 |
0.8124 |
| S1 |
0.8008 |
0.8008 |
0.8069 |
0.7968 |
| S2 |
0.7928 |
0.7928 |
0.8049 |
|
| S3 |
0.7712 |
0.7792 |
0.8030 |
|
| S4 |
0.7496 |
0.7576 |
0.7970 |
|
|
| 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 |
0.8063 |
0.0397 |
4.9% |
0.0118 |
1.5% |
7% |
False |
True |
88,818 |
| 10 |
0.8463 |
0.8063 |
0.0400 |
4.9% |
0.0088 |
1.1% |
7% |
False |
True |
73,915 |
| 20 |
0.8633 |
0.8063 |
0.0570 |
7.0% |
0.0071 |
0.9% |
5% |
False |
True |
53,278 |
| 40 |
0.8912 |
0.8063 |
0.0849 |
10.5% |
0.0071 |
0.9% |
3% |
False |
True |
40,265 |
| 60 |
0.8955 |
0.8063 |
0.0892 |
11.0% |
0.0068 |
0.8% |
3% |
False |
True |
27,032 |
| 80 |
0.8995 |
0.8063 |
0.0932 |
11.5% |
0.0068 |
0.8% |
3% |
False |
True |
20,377 |
| 100 |
0.9205 |
0.8063 |
0.1142 |
14.1% |
0.0064 |
0.8% |
2% |
False |
True |
16,356 |
| 120 |
0.9205 |
0.8063 |
0.1142 |
14.1% |
0.0056 |
0.7% |
2% |
False |
True |
13,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9197 |
|
2.618 |
0.8844 |
|
1.618 |
0.8628 |
|
1.000 |
0.8495 |
|
0.618 |
0.8412 |
|
HIGH |
0.8279 |
|
0.618 |
0.8196 |
|
0.500 |
0.8171 |
|
0.382 |
0.8146 |
|
LOW |
0.8063 |
|
0.618 |
0.7930 |
|
1.000 |
0.7847 |
|
1.618 |
0.7714 |
|
2.618 |
0.7498 |
|
4.250 |
0.7145 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8171 |
0.8211 |
| PP |
0.8144 |
0.8170 |
| S1 |
0.8116 |
0.8130 |
|