CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8061 |
0.7973 |
-0.0088 |
-1.1% |
0.8337 |
| High |
0.8062 |
0.7987 |
-0.0075 |
-0.9% |
0.8359 |
| Low |
0.7970 |
0.7883 |
-0.0087 |
-1.1% |
0.8020 |
| Close |
0.7995 |
0.7920 |
-0.0075 |
-0.9% |
0.8041 |
| Range |
0.0092 |
0.0104 |
0.0012 |
13.0% |
0.0339 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
3.1% |
0.0000 |
| Volume |
62,223 |
69,958 |
7,735 |
12.4% |
312,386 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8242 |
0.8185 |
0.7977 |
|
| R3 |
0.8138 |
0.8081 |
0.7949 |
|
| R2 |
0.8034 |
0.8034 |
0.7939 |
|
| R1 |
0.7977 |
0.7977 |
0.7930 |
0.7954 |
| PP |
0.7930 |
0.7930 |
0.7930 |
0.7918 |
| S1 |
0.7873 |
0.7873 |
0.7910 |
0.7850 |
| S2 |
0.7826 |
0.7826 |
0.7901 |
|
| S3 |
0.7722 |
0.7769 |
0.7891 |
|
| S4 |
0.7618 |
0.7665 |
0.7863 |
|
|
| 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 |
0.8084 |
0.7883 |
0.0201 |
2.5% |
0.0079 |
1.0% |
18% |
False |
True |
58,980 |
| 10 |
0.8460 |
0.7883 |
0.0577 |
7.3% |
0.0099 |
1.3% |
6% |
False |
True |
73,828 |
| 20 |
0.8633 |
0.7883 |
0.0750 |
9.5% |
0.0082 |
1.0% |
5% |
False |
True |
64,641 |
| 40 |
0.8813 |
0.7883 |
0.0930 |
11.7% |
0.0069 |
0.9% |
4% |
False |
True |
48,984 |
| 60 |
0.8912 |
0.7883 |
0.1029 |
13.0% |
0.0070 |
0.9% |
4% |
False |
True |
33,052 |
| 80 |
0.8987 |
0.7883 |
0.1104 |
13.9% |
0.0069 |
0.9% |
3% |
False |
True |
24,852 |
| 100 |
0.9145 |
0.7883 |
0.1262 |
15.9% |
0.0067 |
0.9% |
3% |
False |
True |
19,978 |
| 120 |
0.9205 |
0.7883 |
0.1322 |
16.7% |
0.0060 |
0.8% |
3% |
False |
True |
16,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8429 |
|
2.618 |
0.8259 |
|
1.618 |
0.8155 |
|
1.000 |
0.8091 |
|
0.618 |
0.8051 |
|
HIGH |
0.7987 |
|
0.618 |
0.7947 |
|
0.500 |
0.7935 |
|
0.382 |
0.7923 |
|
LOW |
0.7883 |
|
0.618 |
0.7819 |
|
1.000 |
0.7779 |
|
1.618 |
0.7715 |
|
2.618 |
0.7611 |
|
4.250 |
0.7441 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7935 |
0.7977 |
| PP |
0.7930 |
0.7958 |
| S1 |
0.7925 |
0.7939 |
|