CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8229 |
0.8091 |
-0.0138 |
-1.7% |
0.8409 |
| High |
0.8275 |
0.8095 |
-0.0180 |
-2.2% |
0.8435 |
| Low |
0.8054 |
0.8039 |
-0.0015 |
-0.2% |
0.8275 |
| Close |
0.8079 |
0.8070 |
-0.0009 |
-0.1% |
0.8331 |
| Range |
0.0221 |
0.0056 |
-0.0165 |
-74.7% |
0.0160 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
741 |
2,273 |
1,532 |
206.7% |
1,699 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8236 |
0.8209 |
0.8101 |
|
| R3 |
0.8180 |
0.8153 |
0.8085 |
|
| R2 |
0.8124 |
0.8124 |
0.8080 |
|
| R1 |
0.8097 |
0.8097 |
0.8075 |
0.8083 |
| PP |
0.8068 |
0.8068 |
0.8068 |
0.8061 |
| S1 |
0.8041 |
0.8041 |
0.8065 |
0.8027 |
| S2 |
0.8012 |
0.8012 |
0.8060 |
|
| S3 |
0.7956 |
0.7985 |
0.8055 |
|
| S4 |
0.7900 |
0.7929 |
0.8039 |
|
|
| 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 |
0.8039 |
0.0396 |
4.9% |
0.0114 |
1.4% |
8% |
False |
True |
821 |
| 10 |
0.8443 |
0.8039 |
0.0404 |
5.0% |
0.0084 |
1.0% |
8% |
False |
True |
545 |
| 20 |
0.8613 |
0.8039 |
0.0574 |
7.1% |
0.0064 |
0.8% |
5% |
False |
True |
401 |
| 40 |
0.8863 |
0.8039 |
0.0824 |
10.2% |
0.0058 |
0.7% |
4% |
False |
True |
391 |
| 60 |
0.8928 |
0.8039 |
0.0889 |
11.0% |
0.0049 |
0.6% |
3% |
False |
True |
273 |
| 80 |
0.8966 |
0.8039 |
0.0927 |
11.5% |
0.0047 |
0.6% |
3% |
False |
True |
215 |
| 100 |
0.9148 |
0.8039 |
0.1109 |
13.7% |
0.0041 |
0.5% |
3% |
False |
True |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8333 |
|
2.618 |
0.8242 |
|
1.618 |
0.8186 |
|
1.000 |
0.8151 |
|
0.618 |
0.8130 |
|
HIGH |
0.8095 |
|
0.618 |
0.8074 |
|
0.500 |
0.8067 |
|
0.382 |
0.8060 |
|
LOW |
0.8039 |
|
0.618 |
0.8004 |
|
1.000 |
0.7983 |
|
1.618 |
0.7948 |
|
2.618 |
0.7892 |
|
4.250 |
0.7801 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8069 |
0.8190 |
| PP |
0.8068 |
0.8150 |
| S1 |
0.8067 |
0.8110 |
|