CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8320 |
0.8229 |
-0.0091 |
-1.1% |
0.8409 |
| High |
0.8340 |
0.8275 |
-0.0065 |
-0.8% |
0.8435 |
| Low |
0.8229 |
0.8054 |
-0.0175 |
-2.1% |
0.8275 |
| Close |
0.8239 |
0.8079 |
-0.0160 |
-1.9% |
0.8331 |
| Range |
0.0111 |
0.0221 |
0.0110 |
99.1% |
0.0160 |
| ATR |
0.0061 |
0.0073 |
0.0011 |
18.7% |
0.0000 |
| Volume |
429 |
741 |
312 |
72.7% |
1,699 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8799 |
0.8660 |
0.8201 |
|
| R3 |
0.8578 |
0.8439 |
0.8140 |
|
| R2 |
0.8357 |
0.8357 |
0.8120 |
|
| R1 |
0.8218 |
0.8218 |
0.8099 |
0.8177 |
| PP |
0.8136 |
0.8136 |
0.8136 |
0.8116 |
| S1 |
0.7997 |
0.7997 |
0.8059 |
0.7956 |
| S2 |
0.7915 |
0.7915 |
0.8038 |
|
| S3 |
0.7694 |
0.7776 |
0.8018 |
|
| S4 |
0.7473 |
0.7555 |
0.7957 |
|
|
| 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 |
0.8054 |
0.0381 |
4.7% |
0.0114 |
1.4% |
7% |
False |
True |
493 |
| 10 |
0.8443 |
0.8054 |
0.0389 |
4.8% |
0.0082 |
1.0% |
6% |
False |
True |
340 |
| 20 |
0.8613 |
0.8054 |
0.0559 |
6.9% |
0.0063 |
0.8% |
4% |
False |
True |
294 |
| 40 |
0.8876 |
0.8054 |
0.0822 |
10.2% |
0.0058 |
0.7% |
3% |
False |
True |
335 |
| 60 |
0.8928 |
0.8054 |
0.0874 |
10.8% |
0.0049 |
0.6% |
3% |
False |
True |
236 |
| 80 |
0.8966 |
0.8054 |
0.0912 |
11.3% |
0.0047 |
0.6% |
3% |
False |
True |
187 |
| 100 |
0.9152 |
0.8054 |
0.1098 |
13.6% |
0.0040 |
0.5% |
2% |
False |
True |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9214 |
|
2.618 |
0.8854 |
|
1.618 |
0.8633 |
|
1.000 |
0.8496 |
|
0.618 |
0.8412 |
|
HIGH |
0.8275 |
|
0.618 |
0.8191 |
|
0.500 |
0.8165 |
|
0.382 |
0.8138 |
|
LOW |
0.8054 |
|
0.618 |
0.7917 |
|
1.000 |
0.7833 |
|
1.618 |
0.7696 |
|
2.618 |
0.7475 |
|
4.250 |
0.7115 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8165 |
0.8197 |
| PP |
0.8136 |
0.8158 |
| S1 |
0.8108 |
0.8118 |
|