CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8429 |
0.8409 |
-0.0020 |
-0.2% |
0.8440 |
| High |
0.8440 |
0.8416 |
-0.0024 |
-0.3% |
0.8492 |
| Low |
0.8389 |
0.8323 |
-0.0066 |
-0.8% |
0.8389 |
| Close |
0.8402 |
0.8333 |
-0.0069 |
-0.8% |
0.8402 |
| Range |
0.0051 |
0.0093 |
0.0042 |
82.4% |
0.0103 |
| ATR |
0.0049 |
0.0053 |
0.0003 |
6.3% |
0.0000 |
| Volume |
175 |
152 |
-23 |
-13.1% |
1,847 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8636 |
0.8578 |
0.8384 |
|
| R3 |
0.8543 |
0.8485 |
0.8359 |
|
| R2 |
0.8450 |
0.8450 |
0.8350 |
|
| R1 |
0.8392 |
0.8392 |
0.8342 |
0.8375 |
| PP |
0.8357 |
0.8357 |
0.8357 |
0.8349 |
| S1 |
0.8299 |
0.8299 |
0.8324 |
0.8282 |
| S2 |
0.8264 |
0.8264 |
0.8316 |
|
| S3 |
0.8171 |
0.8206 |
0.8307 |
|
| S4 |
0.8078 |
0.8113 |
0.8282 |
|
|
| 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 |
0.8323 |
0.0169 |
2.0% |
0.0056 |
0.7% |
6% |
False |
True |
261 |
| 10 |
0.8613 |
0.8323 |
0.0290 |
3.5% |
0.0053 |
0.6% |
3% |
False |
True |
255 |
| 20 |
0.8641 |
0.8323 |
0.0318 |
3.8% |
0.0047 |
0.6% |
3% |
False |
True |
421 |
| 40 |
0.8876 |
0.8323 |
0.0553 |
6.6% |
0.0046 |
0.5% |
2% |
False |
True |
271 |
| 60 |
0.8928 |
0.8323 |
0.0605 |
7.3% |
0.0043 |
0.5% |
2% |
False |
True |
198 |
| 80 |
0.9120 |
0.8323 |
0.0797 |
9.6% |
0.0040 |
0.5% |
1% |
False |
True |
153 |
| 100 |
0.9161 |
0.8323 |
0.0838 |
10.1% |
0.0034 |
0.4% |
1% |
False |
True |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8811 |
|
2.618 |
0.8659 |
|
1.618 |
0.8566 |
|
1.000 |
0.8509 |
|
0.618 |
0.8473 |
|
HIGH |
0.8416 |
|
0.618 |
0.8380 |
|
0.500 |
0.8370 |
|
0.382 |
0.8359 |
|
LOW |
0.8323 |
|
0.618 |
0.8266 |
|
1.000 |
0.8230 |
|
1.618 |
0.8173 |
|
2.618 |
0.8080 |
|
4.250 |
0.7928 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8370 |
0.8383 |
| PP |
0.8357 |
0.8366 |
| S1 |
0.8345 |
0.8350 |
|