CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8091 |
0.8064 |
-0.0027 |
-0.3% |
0.8320 |
High |
0.8095 |
0.8070 |
-0.0025 |
-0.3% |
0.8340 |
Low |
0.8039 |
0.8015 |
-0.0024 |
-0.3% |
0.8015 |
Close |
0.8070 |
0.8032 |
-0.0038 |
-0.5% |
0.8032 |
Range |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0325 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
2,273 |
404 |
-1,869 |
-82.2% |
3,847 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8204 |
0.8173 |
0.8062 |
|
R3 |
0.8149 |
0.8118 |
0.8047 |
|
R2 |
0.8094 |
0.8094 |
0.8042 |
|
R1 |
0.8063 |
0.8063 |
0.8037 |
0.8051 |
PP |
0.8039 |
0.8039 |
0.8039 |
0.8033 |
S1 |
0.8008 |
0.8008 |
0.8027 |
0.7996 |
S2 |
0.7984 |
0.7984 |
0.8022 |
|
S3 |
0.7929 |
0.7953 |
0.8017 |
|
S4 |
0.7874 |
0.7898 |
0.8002 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9104 |
0.8893 |
0.8211 |
|
R3 |
0.8779 |
0.8568 |
0.8121 |
|
R2 |
0.8454 |
0.8454 |
0.8092 |
|
R1 |
0.8243 |
0.8243 |
0.8062 |
0.8186 |
PP |
0.8129 |
0.8129 |
0.8129 |
0.8101 |
S1 |
0.7918 |
0.7918 |
0.8002 |
0.7861 |
S2 |
0.7804 |
0.7804 |
0.7972 |
|
S3 |
0.7479 |
0.7593 |
0.7943 |
|
S4 |
0.7154 |
0.7268 |
0.7853 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8340 |
0.8015 |
0.0325 |
4.0% |
0.0100 |
1.2% |
5% |
False |
True |
863 |
10 |
0.8440 |
0.8015 |
0.0425 |
5.3% |
0.0087 |
1.1% |
4% |
False |
True |
572 |
20 |
0.8613 |
0.8015 |
0.0598 |
7.4% |
0.0064 |
0.8% |
3% |
False |
True |
412 |
40 |
0.8863 |
0.8015 |
0.0848 |
10.6% |
0.0058 |
0.7% |
2% |
False |
True |
395 |
60 |
0.8928 |
0.8015 |
0.0913 |
11.4% |
0.0050 |
0.6% |
2% |
False |
True |
279 |
80 |
0.8966 |
0.8015 |
0.0951 |
11.8% |
0.0048 |
0.6% |
2% |
False |
True |
220 |
100 |
0.9129 |
0.8015 |
0.1114 |
13.9% |
0.0041 |
0.5% |
2% |
False |
True |
179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8304 |
2.618 |
0.8214 |
1.618 |
0.8159 |
1.000 |
0.8125 |
0.618 |
0.8104 |
HIGH |
0.8070 |
0.618 |
0.8049 |
0.500 |
0.8043 |
0.382 |
0.8036 |
LOW |
0.8015 |
0.618 |
0.7981 |
1.000 |
0.7960 |
1.618 |
0.7926 |
2.618 |
0.7871 |
4.250 |
0.7781 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8043 |
0.8145 |
PP |
0.8039 |
0.8107 |
S1 |
0.8036 |
0.8070 |
|