CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8216 |
0.8070 |
-0.0146 |
-1.8% |
0.8375 |
High |
0.8250 |
0.8072 |
-0.0178 |
-2.2% |
0.8383 |
Low |
0.8050 |
0.8043 |
-0.0007 |
-0.1% |
0.8273 |
Close |
0.8070 |
0.8061 |
-0.0009 |
-0.1% |
0.8315 |
Range |
0.0200 |
0.0029 |
-0.0171 |
-85.5% |
0.0110 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
53 |
201 |
148 |
279.2% |
88 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8146 |
0.8132 |
0.8077 |
|
R3 |
0.8117 |
0.8103 |
0.8069 |
|
R2 |
0.8088 |
0.8088 |
0.8066 |
|
R1 |
0.8074 |
0.8074 |
0.8064 |
0.8067 |
PP |
0.8059 |
0.8059 |
0.8059 |
0.8055 |
S1 |
0.8045 |
0.8045 |
0.8058 |
0.8038 |
S2 |
0.8030 |
0.8030 |
0.8056 |
|
S3 |
0.8001 |
0.8016 |
0.8053 |
|
S4 |
0.7972 |
0.7987 |
0.8045 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8383 |
0.8043 |
0.0340 |
4.2% |
0.0080 |
1.0% |
5% |
False |
True |
58 |
10 |
0.8421 |
0.8043 |
0.0378 |
4.7% |
0.0059 |
0.7% |
5% |
False |
True |
44 |
20 |
0.8581 |
0.8043 |
0.0538 |
6.7% |
0.0041 |
0.5% |
3% |
False |
True |
33 |
40 |
0.8843 |
0.8043 |
0.0800 |
9.9% |
0.0030 |
0.4% |
2% |
False |
True |
40 |
60 |
0.8911 |
0.8043 |
0.0868 |
10.8% |
0.0024 |
0.3% |
2% |
False |
True |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8195 |
2.618 |
0.8148 |
1.618 |
0.8119 |
1.000 |
0.8101 |
0.618 |
0.8090 |
HIGH |
0.8072 |
0.618 |
0.8061 |
0.500 |
0.8058 |
0.382 |
0.8054 |
LOW |
0.8043 |
0.618 |
0.8025 |
1.000 |
0.8014 |
1.618 |
0.7996 |
2.618 |
0.7967 |
4.250 |
0.7920 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8060 |
0.8162 |
PP |
0.8059 |
0.8128 |
S1 |
0.8058 |
0.8095 |
|