CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8326 |
0.8291 |
-0.0035 |
-0.4% |
0.8375 |
High |
0.8383 |
0.8315 |
-0.0068 |
-0.8% |
0.8383 |
Low |
0.8310 |
0.8273 |
-0.0037 |
-0.4% |
0.8273 |
Close |
0.8312 |
0.8315 |
0.0003 |
0.0% |
0.8315 |
Range |
0.0073 |
0.0042 |
-0.0031 |
-42.5% |
0.0110 |
ATR |
0.0042 |
0.0042 |
0.0000 |
-0.1% |
0.0000 |
Volume |
4 |
18 |
14 |
350.0% |
88 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8427 |
0.8413 |
0.8338 |
|
R3 |
0.8385 |
0.8371 |
0.8327 |
|
R2 |
0.8343 |
0.8343 |
0.8323 |
|
R1 |
0.8329 |
0.8329 |
0.8319 |
0.8336 |
PP |
0.8301 |
0.8301 |
0.8301 |
0.8305 |
S1 |
0.8287 |
0.8287 |
0.8311 |
0.8294 |
S2 |
0.8259 |
0.8259 |
0.8307 |
|
S3 |
0.8217 |
0.8245 |
0.8303 |
|
S4 |
0.8175 |
0.8203 |
0.8292 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8654 |
0.8594 |
0.8376 |
|
R3 |
0.8544 |
0.8484 |
0.8345 |
|
R2 |
0.8434 |
0.8434 |
0.8335 |
|
R1 |
0.8374 |
0.8374 |
0.8325 |
0.8349 |
PP |
0.8324 |
0.8324 |
0.8324 |
0.8311 |
S1 |
0.8264 |
0.8264 |
0.8305 |
0.8239 |
S2 |
0.8214 |
0.8214 |
0.8295 |
|
S3 |
0.8104 |
0.8154 |
0.8285 |
|
S4 |
0.7994 |
0.8044 |
0.8255 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8494 |
2.618 |
0.8425 |
1.618 |
0.8383 |
1.000 |
0.8357 |
0.618 |
0.8341 |
HIGH |
0.8315 |
0.618 |
0.8299 |
0.500 |
0.8294 |
0.382 |
0.8289 |
LOW |
0.8273 |
0.618 |
0.8247 |
1.000 |
0.8231 |
1.618 |
0.8205 |
2.618 |
0.8163 |
4.250 |
0.8095 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8308 |
0.8328 |
PP |
0.8301 |
0.8324 |
S1 |
0.8294 |
0.8319 |
|