CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8459 |
0.8488 |
0.0029 |
0.3% |
0.8586 |
| High |
0.8502 |
0.8511 |
0.0009 |
0.1% |
0.8633 |
| Low |
0.8451 |
0.8433 |
-0.0018 |
-0.2% |
0.8469 |
| Close |
0.8490 |
0.8449 |
-0.0041 |
-0.5% |
0.8497 |
| Range |
0.0051 |
0.0078 |
0.0027 |
52.9% |
0.0164 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.0% |
0.0000 |
| Volume |
54,213 |
58,986 |
4,773 |
8.8% |
125,602 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8698 |
0.8652 |
0.8492 |
|
| R3 |
0.8620 |
0.8574 |
0.8470 |
|
| R2 |
0.8542 |
0.8542 |
0.8463 |
|
| R1 |
0.8496 |
0.8496 |
0.8456 |
0.8480 |
| PP |
0.8464 |
0.8464 |
0.8464 |
0.8457 |
| S1 |
0.8418 |
0.8418 |
0.8442 |
0.8402 |
| S2 |
0.8386 |
0.8386 |
0.8435 |
|
| S3 |
0.8308 |
0.8340 |
0.8428 |
|
| S4 |
0.8230 |
0.8262 |
0.8406 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9025 |
0.8925 |
0.8587 |
|
| R3 |
0.8861 |
0.8761 |
0.8542 |
|
| R2 |
0.8697 |
0.8697 |
0.8527 |
|
| R1 |
0.8597 |
0.8597 |
0.8512 |
0.8565 |
| PP |
0.8533 |
0.8533 |
0.8533 |
0.8517 |
| S1 |
0.8433 |
0.8433 |
0.8482 |
0.8401 |
| S2 |
0.8369 |
0.8369 |
0.8467 |
|
| S3 |
0.8205 |
0.8269 |
0.8452 |
|
| S4 |
0.8041 |
0.8105 |
0.8407 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8633 |
0.8433 |
0.0200 |
2.4% |
0.0070 |
0.8% |
8% |
False |
True |
43,218 |
| 10 |
0.8633 |
0.8433 |
0.0200 |
2.4% |
0.0055 |
0.6% |
8% |
False |
True |
32,642 |
| 20 |
0.8752 |
0.8433 |
0.0319 |
3.8% |
0.0059 |
0.7% |
5% |
False |
True |
41,909 |
| 40 |
0.8912 |
0.8433 |
0.0479 |
5.7% |
0.0065 |
0.8% |
3% |
False |
True |
21,964 |
| 60 |
0.8955 |
0.8433 |
0.0522 |
6.2% |
0.0064 |
0.8% |
3% |
False |
True |
14,752 |
| 80 |
0.9145 |
0.8433 |
0.0712 |
8.4% |
0.0065 |
0.8% |
2% |
False |
True |
11,184 |
| 100 |
0.9205 |
0.8433 |
0.0772 |
9.1% |
0.0057 |
0.7% |
2% |
False |
True |
8,970 |
| 120 |
0.9270 |
0.8433 |
0.0837 |
9.9% |
0.0050 |
0.6% |
2% |
False |
True |
7,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8843 |
|
2.618 |
0.8715 |
|
1.618 |
0.8637 |
|
1.000 |
0.8589 |
|
0.618 |
0.8559 |
|
HIGH |
0.8511 |
|
0.618 |
0.8481 |
|
0.500 |
0.8472 |
|
0.382 |
0.8463 |
|
LOW |
0.8433 |
|
0.618 |
0.8385 |
|
1.000 |
0.8355 |
|
1.618 |
0.8307 |
|
2.618 |
0.8229 |
|
4.250 |
0.8102 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8472 |
0.8518 |
| PP |
0.8464 |
0.8495 |
| S1 |
0.8457 |
0.8472 |
|