CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8336 |
0.8327 |
-0.0009 |
-0.1% |
0.8409 |
| High |
0.8435 |
0.8333 |
-0.0102 |
-1.2% |
0.8435 |
| Low |
0.8309 |
0.8275 |
-0.0034 |
-0.4% |
0.8275 |
| Close |
0.8327 |
0.8331 |
0.0004 |
0.0% |
0.8331 |
| Range |
0.0126 |
0.0058 |
-0.0068 |
-54.0% |
0.0160 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.1% |
0.0000 |
| Volume |
193 |
469 |
276 |
143.0% |
1,699 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8487 |
0.8467 |
0.8363 |
|
| R3 |
0.8429 |
0.8409 |
0.8347 |
|
| R2 |
0.8371 |
0.8371 |
0.8342 |
|
| R1 |
0.8351 |
0.8351 |
0.8336 |
0.8361 |
| PP |
0.8313 |
0.8313 |
0.8313 |
0.8318 |
| S1 |
0.8293 |
0.8293 |
0.8326 |
0.8303 |
| S2 |
0.8255 |
0.8255 |
0.8320 |
|
| S3 |
0.8197 |
0.8235 |
0.8315 |
|
| S4 |
0.8139 |
0.8177 |
0.8299 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8827 |
0.8739 |
0.8419 |
|
| R3 |
0.8667 |
0.8579 |
0.8375 |
|
| R2 |
0.8507 |
0.8507 |
0.8360 |
|
| R1 |
0.8419 |
0.8419 |
0.8346 |
0.8383 |
| PP |
0.8347 |
0.8347 |
0.8347 |
0.8329 |
| S1 |
0.8259 |
0.8259 |
0.8316 |
0.8223 |
| S2 |
0.8187 |
0.8187 |
0.8302 |
|
| S3 |
0.8027 |
0.8099 |
0.8287 |
|
| S4 |
0.7867 |
0.7939 |
0.8243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8435 |
0.8275 |
0.0160 |
1.9% |
0.0074 |
0.9% |
35% |
False |
True |
339 |
| 10 |
0.8492 |
0.8275 |
0.0217 |
2.6% |
0.0060 |
0.7% |
26% |
False |
True |
354 |
| 20 |
0.8613 |
0.8275 |
0.0338 |
4.1% |
0.0052 |
0.6% |
17% |
False |
True |
437 |
| 40 |
0.8876 |
0.8275 |
0.0601 |
7.2% |
0.0050 |
0.6% |
9% |
False |
True |
308 |
| 60 |
0.8928 |
0.8275 |
0.0653 |
7.8% |
0.0045 |
0.5% |
9% |
False |
True |
218 |
| 80 |
0.8987 |
0.8275 |
0.0712 |
8.5% |
0.0043 |
0.5% |
8% |
False |
True |
172 |
| 100 |
0.9161 |
0.8275 |
0.0886 |
10.6% |
0.0037 |
0.4% |
6% |
False |
True |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8580 |
|
2.618 |
0.8485 |
|
1.618 |
0.8427 |
|
1.000 |
0.8391 |
|
0.618 |
0.8369 |
|
HIGH |
0.8333 |
|
0.618 |
0.8311 |
|
0.500 |
0.8304 |
|
0.382 |
0.8297 |
|
LOW |
0.8275 |
|
0.618 |
0.8239 |
|
1.000 |
0.8217 |
|
1.618 |
0.8181 |
|
2.618 |
0.8123 |
|
4.250 |
0.8029 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8322 |
0.8355 |
| PP |
0.8313 |
0.8347 |
| S1 |
0.8304 |
0.8339 |
|