CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8031 |
0.8010 |
-0.0021 |
-0.3% |
0.8337 |
| High |
0.8055 |
0.8071 |
0.0016 |
0.2% |
0.8359 |
| Low |
0.8000 |
0.7993 |
-0.0007 |
-0.1% |
0.8020 |
| Close |
0.8025 |
0.8061 |
0.0036 |
0.4% |
0.8041 |
| Range |
0.0055 |
0.0078 |
0.0023 |
41.8% |
0.0339 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.1% |
0.0000 |
| Volume |
45,366 |
59,511 |
14,145 |
31.2% |
312,386 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8276 |
0.8246 |
0.8104 |
|
| R3 |
0.8198 |
0.8168 |
0.8082 |
|
| R2 |
0.8120 |
0.8120 |
0.8075 |
|
| R1 |
0.8090 |
0.8090 |
0.8068 |
0.8105 |
| PP |
0.8042 |
0.8042 |
0.8042 |
0.8049 |
| S1 |
0.8012 |
0.8012 |
0.8054 |
0.8027 |
| S2 |
0.7964 |
0.7964 |
0.8047 |
|
| S3 |
0.7886 |
0.7934 |
0.8040 |
|
| S4 |
0.7808 |
0.7856 |
0.8018 |
|
|
| 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 |
0.8279 |
0.7993 |
0.0286 |
3.5% |
0.0097 |
1.2% |
24% |
False |
True |
67,629 |
| 10 |
0.8460 |
0.7993 |
0.0467 |
5.8% |
0.0091 |
1.1% |
15% |
False |
True |
74,177 |
| 20 |
0.8633 |
0.7993 |
0.0640 |
7.9% |
0.0076 |
0.9% |
11% |
False |
True |
60,422 |
| 40 |
0.8876 |
0.7993 |
0.0883 |
11.0% |
0.0071 |
0.9% |
8% |
False |
True |
45,885 |
| 60 |
0.8921 |
0.7993 |
0.0928 |
11.5% |
0.0069 |
0.9% |
7% |
False |
True |
30,864 |
| 80 |
0.8995 |
0.7993 |
0.1002 |
12.4% |
0.0069 |
0.9% |
7% |
False |
True |
23,242 |
| 100 |
0.9187 |
0.7993 |
0.1194 |
14.8% |
0.0066 |
0.8% |
6% |
False |
True |
18,656 |
| 120 |
0.9205 |
0.7993 |
0.1212 |
15.0% |
0.0058 |
0.7% |
6% |
False |
True |
15,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8403 |
|
2.618 |
0.8275 |
|
1.618 |
0.8197 |
|
1.000 |
0.8149 |
|
0.618 |
0.8119 |
|
HIGH |
0.8071 |
|
0.618 |
0.8041 |
|
0.500 |
0.8032 |
|
0.382 |
0.8023 |
|
LOW |
0.7993 |
|
0.618 |
0.7945 |
|
1.000 |
0.7915 |
|
1.618 |
0.7867 |
|
2.618 |
0.7789 |
|
4.250 |
0.7662 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8051 |
0.8054 |
| PP |
0.8042 |
0.8046 |
| S1 |
0.8032 |
0.8039 |
|