CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8103 |
-0.0147 |
-1.8% |
0.8425 |
| High |
0.8279 |
0.8115 |
-0.0164 |
-2.0% |
0.8460 |
| Low |
0.8063 |
0.8045 |
-0.0018 |
-0.2% |
0.8290 |
| Close |
0.8089 |
0.8080 |
-0.0009 |
-0.1% |
0.8348 |
| Range |
0.0216 |
0.0070 |
-0.0146 |
-67.6% |
0.0170 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
107,653 |
67,772 |
-39,881 |
-37.0% |
375,492 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8290 |
0.8255 |
0.8119 |
|
| R3 |
0.8220 |
0.8185 |
0.8099 |
|
| R2 |
0.8150 |
0.8150 |
0.8093 |
|
| R1 |
0.8115 |
0.8115 |
0.8086 |
0.8098 |
| PP |
0.8080 |
0.8080 |
0.8080 |
0.8071 |
| S1 |
0.8045 |
0.8045 |
0.8074 |
0.8028 |
| S2 |
0.8010 |
0.8010 |
0.8067 |
|
| S3 |
0.7940 |
0.7975 |
0.8061 |
|
| S4 |
0.7870 |
0.7905 |
0.8042 |
|
|
| 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 |
0.8045 |
0.0415 |
5.1% |
0.0120 |
1.5% |
8% |
False |
True |
88,676 |
| 10 |
0.8463 |
0.8045 |
0.0418 |
5.2% |
0.0090 |
1.1% |
8% |
False |
True |
73,931 |
| 20 |
0.8633 |
0.8045 |
0.0588 |
7.3% |
0.0072 |
0.9% |
6% |
False |
True |
55,156 |
| 40 |
0.8885 |
0.8045 |
0.0840 |
10.4% |
0.0070 |
0.9% |
4% |
False |
True |
41,946 |
| 60 |
0.8955 |
0.8045 |
0.0910 |
11.3% |
0.0069 |
0.9% |
4% |
False |
True |
28,159 |
| 80 |
0.8995 |
0.8045 |
0.0950 |
11.8% |
0.0068 |
0.8% |
4% |
False |
True |
21,223 |
| 100 |
0.9205 |
0.8045 |
0.1160 |
14.4% |
0.0065 |
0.8% |
3% |
False |
True |
17,032 |
| 120 |
0.9205 |
0.8045 |
0.1160 |
14.4% |
0.0057 |
0.7% |
3% |
False |
True |
14,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8413 |
|
2.618 |
0.8298 |
|
1.618 |
0.8228 |
|
1.000 |
0.8185 |
|
0.618 |
0.8158 |
|
HIGH |
0.8115 |
|
0.618 |
0.8088 |
|
0.500 |
0.8080 |
|
0.382 |
0.8072 |
|
LOW |
0.8045 |
|
0.618 |
0.8002 |
|
1.000 |
0.7975 |
|
1.618 |
0.7932 |
|
2.618 |
0.7862 |
|
4.250 |
0.7748 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8080 |
0.8202 |
| PP |
0.8080 |
0.8161 |
| S1 |
0.8080 |
0.8121 |
|