CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8417 |
0.8426 |
0.0009 |
0.1% |
0.8564 |
High |
0.8432 |
0.8443 |
0.0011 |
0.1% |
0.8613 |
Low |
0.8400 |
0.8413 |
0.0013 |
0.2% |
0.8460 |
Close |
0.8429 |
0.8414 |
-0.0015 |
-0.2% |
0.8479 |
Range |
0.0032 |
0.0030 |
-0.0002 |
-6.3% |
0.0153 |
ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
219 |
141 |
-78 |
-35.6% |
555 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8513 |
0.8494 |
0.8431 |
|
R3 |
0.8483 |
0.8464 |
0.8422 |
|
R2 |
0.8453 |
0.8453 |
0.8420 |
|
R1 |
0.8434 |
0.8434 |
0.8417 |
0.8429 |
PP |
0.8423 |
0.8423 |
0.8423 |
0.8421 |
S1 |
0.8404 |
0.8404 |
0.8411 |
0.8399 |
S2 |
0.8393 |
0.8393 |
0.8409 |
|
S3 |
0.8363 |
0.8374 |
0.8406 |
|
S4 |
0.8333 |
0.8344 |
0.8398 |
|
|
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 |
0.8563 |
0.8400 |
0.0163 |
1.9% |
0.0057 |
0.7% |
9% |
False |
False |
407 |
10 |
0.8613 |
0.8400 |
0.0213 |
2.5% |
0.0042 |
0.5% |
7% |
False |
False |
253 |
20 |
0.8688 |
0.8400 |
0.0288 |
3.4% |
0.0044 |
0.5% |
5% |
False |
False |
442 |
40 |
0.8876 |
0.8400 |
0.0476 |
5.7% |
0.0043 |
0.5% |
3% |
False |
False |
264 |
60 |
0.8928 |
0.8400 |
0.0528 |
6.3% |
0.0042 |
0.5% |
3% |
False |
False |
193 |
80 |
0.9120 |
0.8400 |
0.0720 |
8.6% |
0.0039 |
0.5% |
2% |
False |
False |
149 |
100 |
0.9161 |
0.8400 |
0.0761 |
9.0% |
0.0033 |
0.4% |
2% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8571 |
2.618 |
0.8522 |
1.618 |
0.8492 |
1.000 |
0.8473 |
0.618 |
0.8462 |
HIGH |
0.8443 |
0.618 |
0.8432 |
0.500 |
0.8428 |
0.382 |
0.8424 |
LOW |
0.8413 |
0.618 |
0.8394 |
1.000 |
0.8383 |
1.618 |
0.8364 |
2.618 |
0.8334 |
4.250 |
0.8286 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8428 |
0.8446 |
PP |
0.8423 |
0.8435 |
S1 |
0.8419 |
0.8425 |
|