CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.7970 |
0.7919 |
-0.0051 |
-0.6% |
0.8026 |
High |
0.7975 |
0.7919 |
-0.0056 |
-0.7% |
0.8061 |
Low |
0.7878 |
0.7802 |
-0.0076 |
-1.0% |
0.7802 |
Close |
0.7913 |
0.7874 |
-0.0039 |
-0.5% |
0.7874 |
Range |
0.0097 |
0.0117 |
0.0020 |
20.6% |
0.0259 |
ATR |
0.0073 |
0.0076 |
0.0003 |
4.3% |
0.0000 |
Volume |
164 |
351 |
187 |
114.0% |
1,590 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8216 |
0.8162 |
0.7938 |
|
R3 |
0.8099 |
0.8045 |
0.7906 |
|
R2 |
0.7982 |
0.7982 |
0.7895 |
|
R1 |
0.7928 |
0.7928 |
0.7885 |
0.7897 |
PP |
0.7865 |
0.7865 |
0.7865 |
0.7849 |
S1 |
0.7811 |
0.7811 |
0.7863 |
0.7780 |
S2 |
0.7748 |
0.7748 |
0.7853 |
|
S3 |
0.7631 |
0.7694 |
0.7842 |
|
S4 |
0.7514 |
0.7577 |
0.7810 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8689 |
0.8541 |
0.8016 |
|
R3 |
0.8430 |
0.8282 |
0.7945 |
|
R2 |
0.8171 |
0.8171 |
0.7921 |
|
R1 |
0.8023 |
0.8023 |
0.7898 |
0.7968 |
PP |
0.7912 |
0.7912 |
0.7912 |
0.7885 |
S1 |
0.7764 |
0.7764 |
0.7850 |
0.7709 |
S2 |
0.7653 |
0.7653 |
0.7827 |
|
S3 |
0.7394 |
0.7505 |
0.7803 |
|
S4 |
0.7135 |
0.7246 |
0.7732 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8061 |
0.7802 |
0.0259 |
3.3% |
0.0082 |
1.0% |
28% |
False |
True |
318 |
10 |
0.8340 |
0.7802 |
0.0538 |
6.8% |
0.0091 |
1.2% |
13% |
False |
True |
590 |
20 |
0.8563 |
0.7802 |
0.0761 |
9.7% |
0.0078 |
1.0% |
9% |
False |
True |
467 |
40 |
0.8775 |
0.7802 |
0.0973 |
12.4% |
0.0060 |
0.8% |
7% |
False |
True |
418 |
60 |
0.8876 |
0.7802 |
0.1074 |
13.6% |
0.0054 |
0.7% |
7% |
False |
True |
303 |
80 |
0.8961 |
0.7802 |
0.1159 |
14.7% |
0.0050 |
0.6% |
6% |
False |
True |
237 |
100 |
0.9120 |
0.7802 |
0.1318 |
16.7% |
0.0045 |
0.6% |
5% |
False |
True |
195 |
120 |
0.9161 |
0.7802 |
0.1359 |
17.3% |
0.0038 |
0.5% |
5% |
False |
True |
163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8416 |
2.618 |
0.8225 |
1.618 |
0.8108 |
1.000 |
0.8036 |
0.618 |
0.7991 |
HIGH |
0.7919 |
0.618 |
0.7874 |
0.500 |
0.7861 |
0.382 |
0.7847 |
LOW |
0.7802 |
0.618 |
0.7730 |
1.000 |
0.7685 |
1.618 |
0.7613 |
2.618 |
0.7496 |
4.250 |
0.7305 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7870 |
0.7923 |
PP |
0.7865 |
0.7907 |
S1 |
0.7861 |
0.7890 |
|