CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8409 |
0.8328 |
-0.0081 |
-1.0% |
0.8440 |
| High |
0.8416 |
0.8349 |
-0.0067 |
-0.8% |
0.8492 |
| Low |
0.8323 |
0.8310 |
-0.0013 |
-0.2% |
0.8389 |
| Close |
0.8333 |
0.8327 |
-0.0006 |
-0.1% |
0.8402 |
| Range |
0.0093 |
0.0039 |
-0.0054 |
-58.1% |
0.0103 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
152 |
248 |
96 |
63.2% |
1,847 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8446 |
0.8425 |
0.8348 |
|
| R3 |
0.8407 |
0.8386 |
0.8338 |
|
| R2 |
0.8368 |
0.8368 |
0.8334 |
|
| R1 |
0.8347 |
0.8347 |
0.8331 |
0.8338 |
| PP |
0.8329 |
0.8329 |
0.8329 |
0.8324 |
| S1 |
0.8308 |
0.8308 |
0.8323 |
0.8299 |
| S2 |
0.8290 |
0.8290 |
0.8320 |
|
| S3 |
0.8251 |
0.8269 |
0.8316 |
|
| S4 |
0.8212 |
0.8230 |
0.8306 |
|
|
| 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 |
0.8443 |
0.8310 |
0.0133 |
1.6% |
0.0049 |
0.6% |
13% |
False |
True |
187 |
| 10 |
0.8613 |
0.8310 |
0.0303 |
3.6% |
0.0055 |
0.7% |
6% |
False |
True |
277 |
| 20 |
0.8613 |
0.8310 |
0.0303 |
3.6% |
0.0047 |
0.6% |
6% |
False |
True |
394 |
| 40 |
0.8876 |
0.8310 |
0.0566 |
6.8% |
0.0046 |
0.6% |
3% |
False |
True |
277 |
| 60 |
0.8928 |
0.8310 |
0.0618 |
7.4% |
0.0042 |
0.5% |
3% |
False |
True |
201 |
| 80 |
0.9120 |
0.8310 |
0.0810 |
9.7% |
0.0041 |
0.5% |
2% |
False |
True |
156 |
| 100 |
0.9161 |
0.8310 |
0.0851 |
10.2% |
0.0035 |
0.4% |
2% |
False |
True |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8515 |
|
2.618 |
0.8451 |
|
1.618 |
0.8412 |
|
1.000 |
0.8388 |
|
0.618 |
0.8373 |
|
HIGH |
0.8349 |
|
0.618 |
0.8334 |
|
0.500 |
0.8330 |
|
0.382 |
0.8325 |
|
LOW |
0.8310 |
|
0.618 |
0.8286 |
|
1.000 |
0.8271 |
|
1.618 |
0.8247 |
|
2.618 |
0.8208 |
|
4.250 |
0.8144 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8330 |
0.8375 |
| PP |
0.8329 |
0.8359 |
| S1 |
0.8328 |
0.8343 |
|