CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8563 |
0.8440 |
-0.0123 |
-1.4% |
0.8564 |
High |
0.8563 |
0.8481 |
-0.0082 |
-1.0% |
0.8613 |
Low |
0.8460 |
0.8434 |
-0.0026 |
-0.3% |
0.8460 |
Close |
0.8479 |
0.8472 |
-0.0007 |
-0.1% |
0.8479 |
Range |
0.0103 |
0.0047 |
-0.0056 |
-54.4% |
0.0153 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.6% |
0.0000 |
Volume |
366 |
694 |
328 |
89.6% |
555 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8603 |
0.8585 |
0.8498 |
|
R3 |
0.8556 |
0.8538 |
0.8485 |
|
R2 |
0.8509 |
0.8509 |
0.8481 |
|
R1 |
0.8491 |
0.8491 |
0.8476 |
0.8500 |
PP |
0.8462 |
0.8462 |
0.8462 |
0.8467 |
S1 |
0.8444 |
0.8444 |
0.8468 |
0.8453 |
S2 |
0.8415 |
0.8415 |
0.8463 |
|
S3 |
0.8368 |
0.8397 |
0.8459 |
|
S4 |
0.8321 |
0.8350 |
0.8446 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8976 |
0.8881 |
0.8563 |
|
R3 |
0.8823 |
0.8728 |
0.8521 |
|
R2 |
0.8670 |
0.8670 |
0.8507 |
|
R1 |
0.8575 |
0.8575 |
0.8493 |
0.8546 |
PP |
0.8517 |
0.8517 |
0.8517 |
0.8503 |
S1 |
0.8422 |
0.8422 |
0.8465 |
0.8393 |
S2 |
0.8364 |
0.8364 |
0.8451 |
|
S3 |
0.8211 |
0.8269 |
0.8437 |
|
S4 |
0.8058 |
0.8116 |
0.8395 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8613 |
0.8434 |
0.0179 |
2.1% |
0.0050 |
0.6% |
21% |
False |
True |
249 |
10 |
0.8613 |
0.8434 |
0.0179 |
2.1% |
0.0043 |
0.5% |
21% |
False |
True |
201 |
20 |
0.8730 |
0.8434 |
0.0296 |
3.5% |
0.0045 |
0.5% |
13% |
False |
True |
408 |
40 |
0.8876 |
0.8434 |
0.0442 |
5.2% |
0.0043 |
0.5% |
9% |
False |
True |
243 |
60 |
0.8961 |
0.8434 |
0.0527 |
6.2% |
0.0042 |
0.5% |
7% |
False |
True |
178 |
80 |
0.9120 |
0.8434 |
0.0686 |
8.1% |
0.0038 |
0.5% |
6% |
False |
True |
139 |
100 |
0.9161 |
0.8434 |
0.0727 |
8.6% |
0.0032 |
0.4% |
5% |
False |
True |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8681 |
2.618 |
0.8604 |
1.618 |
0.8557 |
1.000 |
0.8528 |
0.618 |
0.8510 |
HIGH |
0.8481 |
0.618 |
0.8463 |
0.500 |
0.8458 |
0.382 |
0.8452 |
LOW |
0.8434 |
0.618 |
0.8405 |
1.000 |
0.8387 |
1.618 |
0.8358 |
2.618 |
0.8311 |
4.250 |
0.8234 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8467 |
0.8524 |
PP |
0.8462 |
0.8506 |
S1 |
0.8458 |
0.8489 |
|