CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8070 |
0.8065 |
-0.0005 |
-0.1% |
0.8281 |
High |
0.8072 |
0.8065 |
-0.0007 |
-0.1% |
0.8281 |
Low |
0.8043 |
0.8005 |
-0.0038 |
-0.5% |
0.8005 |
Close |
0.8061 |
0.8024 |
-0.0037 |
-0.5% |
0.8024 |
Range |
0.0029 |
0.0060 |
0.0031 |
106.9% |
0.0276 |
ATR |
0.0055 |
0.0055 |
0.0000 |
0.7% |
0.0000 |
Volume |
201 |
11 |
-190 |
-94.5% |
283 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8211 |
0.8178 |
0.8057 |
|
R3 |
0.8151 |
0.8118 |
0.8041 |
|
R2 |
0.8091 |
0.8091 |
0.8035 |
|
R1 |
0.8058 |
0.8058 |
0.8030 |
0.8045 |
PP |
0.8031 |
0.8031 |
0.8031 |
0.8025 |
S1 |
0.7998 |
0.7998 |
0.8019 |
0.7985 |
S2 |
0.7971 |
0.7971 |
0.8013 |
|
S3 |
0.7911 |
0.7938 |
0.8008 |
|
S4 |
0.7851 |
0.7878 |
0.7991 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8931 |
0.8754 |
0.8176 |
|
R3 |
0.8655 |
0.8478 |
0.8100 |
|
R2 |
0.8379 |
0.8379 |
0.8075 |
|
R1 |
0.8202 |
0.8202 |
0.8049 |
0.8153 |
PP |
0.8103 |
0.8103 |
0.8103 |
0.8079 |
S1 |
0.7926 |
0.7926 |
0.7999 |
0.7877 |
S2 |
0.7827 |
0.7827 |
0.7973 |
|
S3 |
0.7551 |
0.7650 |
0.7948 |
|
S4 |
0.7275 |
0.7374 |
0.7872 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8315 |
0.8005 |
0.0310 |
3.9% |
0.0078 |
1.0% |
6% |
False |
True |
60 |
10 |
0.8388 |
0.8005 |
0.0383 |
4.8% |
0.0063 |
0.8% |
5% |
False |
True |
41 |
20 |
0.8581 |
0.8005 |
0.0576 |
7.2% |
0.0042 |
0.5% |
3% |
False |
True |
32 |
40 |
0.8843 |
0.8005 |
0.0838 |
10.4% |
0.0032 |
0.4% |
2% |
False |
True |
38 |
60 |
0.8911 |
0.8005 |
0.0906 |
11.3% |
0.0025 |
0.3% |
2% |
False |
True |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8320 |
2.618 |
0.8222 |
1.618 |
0.8162 |
1.000 |
0.8125 |
0.618 |
0.8102 |
HIGH |
0.8065 |
0.618 |
0.8042 |
0.500 |
0.8035 |
0.382 |
0.8028 |
LOW |
0.8005 |
0.618 |
0.7968 |
1.000 |
0.7945 |
1.618 |
0.7908 |
2.618 |
0.7848 |
4.250 |
0.7750 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8035 |
0.8128 |
PP |
0.8031 |
0.8093 |
S1 |
0.8028 |
0.8059 |
|