CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8064 |
0.8026 |
-0.0038 |
-0.5% |
0.8320 |
| High |
0.8070 |
0.8042 |
-0.0028 |
-0.3% |
0.8340 |
| Low |
0.8015 |
0.7994 |
-0.0021 |
-0.3% |
0.8015 |
| Close |
0.8032 |
0.8016 |
-0.0016 |
-0.2% |
0.8032 |
| Range |
0.0055 |
0.0048 |
-0.0007 |
-12.7% |
0.0325 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
404 |
295 |
-109 |
-27.0% |
3,847 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8161 |
0.8137 |
0.8042 |
|
| R3 |
0.8113 |
0.8089 |
0.8029 |
|
| R2 |
0.8065 |
0.8065 |
0.8025 |
|
| R1 |
0.8041 |
0.8041 |
0.8020 |
0.8029 |
| PP |
0.8017 |
0.8017 |
0.8017 |
0.8012 |
| S1 |
0.7993 |
0.7993 |
0.8012 |
0.7981 |
| S2 |
0.7969 |
0.7969 |
0.8007 |
|
| S3 |
0.7921 |
0.7945 |
0.8003 |
|
| S4 |
0.7873 |
0.7897 |
0.7990 |
|
|
| 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 |
0.7994 |
0.0346 |
4.3% |
0.0098 |
1.2% |
6% |
False |
True |
828 |
| 10 |
0.8435 |
0.7994 |
0.0441 |
5.5% |
0.0086 |
1.1% |
5% |
False |
True |
584 |
| 20 |
0.8613 |
0.7994 |
0.0619 |
7.7% |
0.0065 |
0.8% |
4% |
False |
True |
417 |
| 40 |
0.8863 |
0.7994 |
0.0869 |
10.8% |
0.0059 |
0.7% |
3% |
False |
True |
402 |
| 60 |
0.8928 |
0.7994 |
0.0934 |
11.7% |
0.0050 |
0.6% |
2% |
False |
True |
284 |
| 80 |
0.8966 |
0.7994 |
0.0972 |
12.1% |
0.0048 |
0.6% |
2% |
False |
True |
223 |
| 100 |
0.9129 |
0.7994 |
0.1135 |
14.2% |
0.0042 |
0.5% |
2% |
False |
True |
182 |
| 120 |
0.9161 |
0.7994 |
0.1167 |
14.6% |
0.0036 |
0.4% |
2% |
False |
True |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8246 |
|
2.618 |
0.8168 |
|
1.618 |
0.8120 |
|
1.000 |
0.8090 |
|
0.618 |
0.8072 |
|
HIGH |
0.8042 |
|
0.618 |
0.8024 |
|
0.500 |
0.8018 |
|
0.382 |
0.8012 |
|
LOW |
0.7994 |
|
0.618 |
0.7964 |
|
1.000 |
0.7946 |
|
1.618 |
0.7916 |
|
2.618 |
0.7868 |
|
4.250 |
0.7790 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8018 |
0.8045 |
| PP |
0.8017 |
0.8035 |
| S1 |
0.8017 |
0.8026 |
|