CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8327 |
0.8320 |
-0.0007 |
-0.1% |
0.8409 |
| High |
0.8333 |
0.8340 |
0.0007 |
0.1% |
0.8435 |
| Low |
0.8275 |
0.8229 |
-0.0046 |
-0.6% |
0.8275 |
| Close |
0.8331 |
0.8239 |
-0.0092 |
-1.1% |
0.8331 |
| Range |
0.0058 |
0.0111 |
0.0053 |
91.4% |
0.0160 |
| ATR |
0.0057 |
0.0061 |
0.0004 |
6.7% |
0.0000 |
| Volume |
469 |
429 |
-40 |
-8.5% |
1,699 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8602 |
0.8532 |
0.8300 |
|
| R3 |
0.8491 |
0.8421 |
0.8270 |
|
| R2 |
0.8380 |
0.8380 |
0.8259 |
|
| R1 |
0.8310 |
0.8310 |
0.8249 |
0.8290 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8259 |
| S1 |
0.8199 |
0.8199 |
0.8229 |
0.8179 |
| S2 |
0.8158 |
0.8158 |
0.8219 |
|
| S3 |
0.8047 |
0.8088 |
0.8208 |
|
| S4 |
0.7936 |
0.7977 |
0.8178 |
|
|
| 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 |
0.8229 |
0.0206 |
2.5% |
0.0078 |
0.9% |
5% |
False |
True |
395 |
| 10 |
0.8492 |
0.8229 |
0.0263 |
3.2% |
0.0067 |
0.8% |
4% |
False |
True |
328 |
| 20 |
0.8613 |
0.8229 |
0.0384 |
4.7% |
0.0055 |
0.7% |
3% |
False |
True |
264 |
| 40 |
0.8876 |
0.8229 |
0.0647 |
7.9% |
0.0052 |
0.6% |
2% |
False |
True |
318 |
| 60 |
0.8928 |
0.8229 |
0.0699 |
8.5% |
0.0045 |
0.5% |
1% |
False |
True |
225 |
| 80 |
0.8966 |
0.8229 |
0.0737 |
8.9% |
0.0044 |
0.5% |
1% |
False |
True |
178 |
| 100 |
0.9161 |
0.8229 |
0.0932 |
11.3% |
0.0038 |
0.5% |
1% |
False |
True |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8812 |
|
2.618 |
0.8631 |
|
1.618 |
0.8520 |
|
1.000 |
0.8451 |
|
0.618 |
0.8409 |
|
HIGH |
0.8340 |
|
0.618 |
0.8298 |
|
0.500 |
0.8285 |
|
0.382 |
0.8271 |
|
LOW |
0.8229 |
|
0.618 |
0.8160 |
|
1.000 |
0.8118 |
|
1.618 |
0.8049 |
|
2.618 |
0.7938 |
|
4.250 |
0.7757 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8285 |
0.8332 |
| PP |
0.8269 |
0.8301 |
| S1 |
0.8254 |
0.8270 |
|