CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.7992 |
0.8044 |
0.0052 |
0.7% |
0.8320 |
High |
0.8061 |
0.8044 |
-0.0017 |
-0.2% |
0.8340 |
Low |
0.7986 |
0.7970 |
-0.0016 |
-0.2% |
0.8015 |
Close |
0.8052 |
0.7987 |
-0.0065 |
-0.8% |
0.8032 |
Range |
0.0075 |
0.0074 |
-0.0001 |
-1.3% |
0.0325 |
ATR |
0.0069 |
0.0070 |
0.0001 |
1.3% |
0.0000 |
Volume |
143 |
637 |
494 |
345.5% |
3,847 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8222 |
0.8179 |
0.8028 |
|
R3 |
0.8148 |
0.8105 |
0.8007 |
|
R2 |
0.8074 |
0.8074 |
0.8001 |
|
R1 |
0.8031 |
0.8031 |
0.7994 |
0.8016 |
PP |
0.8000 |
0.8000 |
0.8000 |
0.7993 |
S1 |
0.7957 |
0.7957 |
0.7980 |
0.7942 |
S2 |
0.7926 |
0.7926 |
0.7973 |
|
S3 |
0.7852 |
0.7883 |
0.7967 |
|
S4 |
0.7778 |
0.7809 |
0.7946 |
|
|
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 |
0.8095 |
0.7970 |
0.0125 |
1.6% |
0.0062 |
0.8% |
14% |
False |
True |
750 |
10 |
0.8435 |
0.7970 |
0.0465 |
5.8% |
0.0088 |
1.1% |
4% |
False |
True |
622 |
20 |
0.8613 |
0.7970 |
0.0643 |
8.1% |
0.0071 |
0.9% |
3% |
False |
True |
449 |
40 |
0.8796 |
0.7970 |
0.0826 |
10.3% |
0.0059 |
0.7% |
2% |
False |
True |
420 |
60 |
0.8876 |
0.7970 |
0.0906 |
11.3% |
0.0052 |
0.6% |
2% |
False |
True |
296 |
80 |
0.8961 |
0.7970 |
0.0991 |
12.4% |
0.0049 |
0.6% |
2% |
False |
True |
233 |
100 |
0.9127 |
0.7970 |
0.1157 |
14.5% |
0.0043 |
0.5% |
1% |
False |
True |
190 |
120 |
0.9161 |
0.7970 |
0.1191 |
14.9% |
0.0037 |
0.5% |
1% |
False |
True |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8359 |
2.618 |
0.8238 |
1.618 |
0.8164 |
1.000 |
0.8118 |
0.618 |
0.8090 |
HIGH |
0.8044 |
0.618 |
0.8016 |
0.500 |
0.8007 |
0.382 |
0.7998 |
LOW |
0.7970 |
0.618 |
0.7924 |
1.000 |
0.7896 |
1.618 |
0.7850 |
2.618 |
0.7776 |
4.250 |
0.7656 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8007 |
0.8016 |
PP |
0.8000 |
0.8006 |
S1 |
0.7994 |
0.7997 |
|