CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8063 |
0.8031 |
-0.0032 |
-0.4% |
0.8337 |
| High |
0.8084 |
0.8055 |
-0.0029 |
-0.4% |
0.8359 |
| Low |
0.8020 |
0.8000 |
-0.0020 |
-0.2% |
0.8020 |
| Close |
0.8041 |
0.8025 |
-0.0016 |
-0.2% |
0.8041 |
| Range |
0.0064 |
0.0055 |
-0.0009 |
-14.1% |
0.0339 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
57,843 |
45,366 |
-12,477 |
-21.6% |
312,386 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8192 |
0.8163 |
0.8055 |
|
| R3 |
0.8137 |
0.8108 |
0.8040 |
|
| R2 |
0.8082 |
0.8082 |
0.8035 |
|
| R1 |
0.8053 |
0.8053 |
0.8030 |
0.8040 |
| PP |
0.8027 |
0.8027 |
0.8027 |
0.8020 |
| S1 |
0.7998 |
0.7998 |
0.8020 |
0.7985 |
| S2 |
0.7972 |
0.7972 |
0.8015 |
|
| S3 |
0.7917 |
0.7943 |
0.8010 |
|
| S4 |
0.7862 |
0.7888 |
0.7995 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9157 |
0.8938 |
0.8227 |
|
| R3 |
0.8818 |
0.8599 |
0.8134 |
|
| R2 |
0.8479 |
0.8479 |
0.8103 |
|
| R1 |
0.8260 |
0.8260 |
0.8072 |
0.8200 |
| PP |
0.8140 |
0.8140 |
0.8140 |
0.8110 |
| S1 |
0.7921 |
0.7921 |
0.8010 |
0.7861 |
| S2 |
0.7801 |
0.7801 |
0.7979 |
|
| S3 |
0.7462 |
0.7582 |
0.7948 |
|
| S4 |
0.7123 |
0.7243 |
0.7855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8359 |
0.8000 |
0.0359 |
4.5% |
0.0104 |
1.3% |
7% |
False |
True |
71,550 |
| 10 |
0.8460 |
0.8000 |
0.0460 |
5.7% |
0.0093 |
1.2% |
5% |
False |
True |
73,324 |
| 20 |
0.8633 |
0.8000 |
0.0633 |
7.9% |
0.0074 |
0.9% |
4% |
False |
True |
57,785 |
| 40 |
0.8883 |
0.8000 |
0.0883 |
11.0% |
0.0070 |
0.9% |
3% |
False |
True |
44,427 |
| 60 |
0.8955 |
0.8000 |
0.0955 |
11.9% |
0.0069 |
0.9% |
3% |
False |
True |
29,875 |
| 80 |
0.8995 |
0.8000 |
0.0995 |
12.4% |
0.0068 |
0.9% |
3% |
False |
True |
22,504 |
| 100 |
0.9187 |
0.8000 |
0.1187 |
14.8% |
0.0066 |
0.8% |
2% |
False |
True |
18,064 |
| 120 |
0.9205 |
0.8000 |
0.1205 |
15.0% |
0.0058 |
0.7% |
2% |
False |
True |
15,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8289 |
|
2.618 |
0.8199 |
|
1.618 |
0.8144 |
|
1.000 |
0.8110 |
|
0.618 |
0.8089 |
|
HIGH |
0.8055 |
|
0.618 |
0.8034 |
|
0.500 |
0.8028 |
|
0.382 |
0.8021 |
|
LOW |
0.8000 |
|
0.618 |
0.7966 |
|
1.000 |
0.7945 |
|
1.618 |
0.7911 |
|
2.618 |
0.7856 |
|
4.250 |
0.7766 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8028 |
0.8058 |
| PP |
0.8027 |
0.8047 |
| S1 |
0.8026 |
0.8036 |
|