CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8426 |
0.8429 |
0.0003 |
0.0% |
0.8440 |
High |
0.8443 |
0.8440 |
-0.0003 |
0.0% |
0.8492 |
Low |
0.8413 |
0.8389 |
-0.0024 |
-0.3% |
0.8389 |
Close |
0.8414 |
0.8402 |
-0.0012 |
-0.1% |
0.8402 |
Range |
0.0030 |
0.0051 |
0.0021 |
70.0% |
0.0103 |
ATR |
0.0049 |
0.0049 |
0.0000 |
0.2% |
0.0000 |
Volume |
141 |
175 |
34 |
24.1% |
1,847 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8563 |
0.8534 |
0.8430 |
|
R3 |
0.8512 |
0.8483 |
0.8416 |
|
R2 |
0.8461 |
0.8461 |
0.8411 |
|
R1 |
0.8432 |
0.8432 |
0.8407 |
0.8421 |
PP |
0.8410 |
0.8410 |
0.8410 |
0.8405 |
S1 |
0.8381 |
0.8381 |
0.8397 |
0.8370 |
S2 |
0.8359 |
0.8359 |
0.8393 |
|
S3 |
0.8308 |
0.8330 |
0.8388 |
|
S4 |
0.8257 |
0.8279 |
0.8374 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8737 |
0.8672 |
0.8459 |
|
R3 |
0.8634 |
0.8569 |
0.8430 |
|
R2 |
0.8531 |
0.8531 |
0.8421 |
|
R1 |
0.8466 |
0.8466 |
0.8411 |
0.8447 |
PP |
0.8428 |
0.8428 |
0.8428 |
0.8418 |
S1 |
0.8363 |
0.8363 |
0.8393 |
0.8344 |
S2 |
0.8325 |
0.8325 |
0.8383 |
|
S3 |
0.8222 |
0.8260 |
0.8374 |
|
S4 |
0.8119 |
0.8157 |
0.8345 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8492 |
0.8389 |
0.0103 |
1.2% |
0.0046 |
0.6% |
13% |
False |
True |
369 |
10 |
0.8613 |
0.8389 |
0.0224 |
2.7% |
0.0044 |
0.5% |
6% |
False |
True |
250 |
20 |
0.8661 |
0.8389 |
0.0272 |
3.2% |
0.0045 |
0.5% |
5% |
False |
True |
446 |
40 |
0.8876 |
0.8389 |
0.0487 |
5.8% |
0.0044 |
0.5% |
3% |
False |
True |
268 |
60 |
0.8928 |
0.8389 |
0.0539 |
6.4% |
0.0042 |
0.5% |
2% |
False |
True |
195 |
80 |
0.9120 |
0.8389 |
0.0731 |
8.7% |
0.0040 |
0.5% |
2% |
False |
True |
152 |
100 |
0.9161 |
0.8389 |
0.0772 |
9.2% |
0.0034 |
0.4% |
2% |
False |
True |
124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8657 |
2.618 |
0.8574 |
1.618 |
0.8523 |
1.000 |
0.8491 |
0.618 |
0.8472 |
HIGH |
0.8440 |
0.618 |
0.8421 |
0.500 |
0.8415 |
0.382 |
0.8408 |
LOW |
0.8389 |
0.618 |
0.8357 |
1.000 |
0.8338 |
1.618 |
0.8306 |
2.618 |
0.8255 |
4.250 |
0.8172 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8415 |
0.8416 |
PP |
0.8410 |
0.8411 |
S1 |
0.8406 |
0.8407 |
|