CME Canadian Dollar Future March 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 |
0.8103 |
0.8063 |
-0.0040 |
-0.5% |
0.8337 |
| High |
0.8115 |
0.8084 |
-0.0031 |
-0.4% |
0.8359 |
| Low |
0.8045 |
0.8020 |
-0.0025 |
-0.3% |
0.8020 |
| Close |
0.8080 |
0.8041 |
-0.0039 |
-0.5% |
0.8041 |
| Range |
0.0070 |
0.0064 |
-0.0006 |
-8.6% |
0.0339 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
67,772 |
57,843 |
-9,929 |
-14.7% |
312,386 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8240 |
0.8205 |
0.8076 |
|
| R3 |
0.8176 |
0.8141 |
0.8059 |
|
| R2 |
0.8112 |
0.8112 |
0.8053 |
|
| R1 |
0.8077 |
0.8077 |
0.8047 |
0.8063 |
| PP |
0.8048 |
0.8048 |
0.8048 |
0.8041 |
| S1 |
0.8013 |
0.8013 |
0.8035 |
0.7999 |
| S2 |
0.7984 |
0.7984 |
0.8029 |
|
| S3 |
0.7920 |
0.7949 |
0.8023 |
|
| S4 |
0.7856 |
0.7885 |
0.8006 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9157 |
0.8938 |
0.8227 |
|
| R3 |
0.8818 |
0.8599 |
0.8134 |
|
| R2 |
0.8479 |
0.8479 |
0.8103 |
|
| R1 |
0.8260 |
0.8260 |
0.8072 |
0.8200 |
| PP |
0.8140 |
0.8140 |
0.8140 |
0.8110 |
| S1 |
0.7921 |
0.7921 |
0.8010 |
0.7861 |
| S2 |
0.7801 |
0.7801 |
0.7979 |
|
| S3 |
0.7462 |
0.7582 |
0.7948 |
|
| S4 |
0.7123 |
0.7243 |
0.7855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8359 |
0.8020 |
0.0339 |
4.2% |
0.0106 |
1.3% |
6% |
False |
True |
75,756 |
| 10 |
0.8460 |
0.8020 |
0.0440 |
5.5% |
0.0093 |
1.2% |
5% |
False |
True |
75,324 |
| 20 |
0.8633 |
0.8020 |
0.0613 |
7.6% |
0.0073 |
0.9% |
3% |
False |
True |
56,296 |
| 40 |
0.8883 |
0.8020 |
0.0863 |
10.7% |
0.0070 |
0.9% |
2% |
False |
True |
43,335 |
| 60 |
0.8955 |
0.8020 |
0.0935 |
11.6% |
0.0069 |
0.9% |
2% |
False |
True |
29,120 |
| 80 |
0.8995 |
0.8020 |
0.0975 |
12.1% |
0.0068 |
0.9% |
2% |
False |
True |
21,941 |
| 100 |
0.9187 |
0.8020 |
0.1167 |
14.5% |
0.0065 |
0.8% |
2% |
False |
True |
17,610 |
| 120 |
0.9205 |
0.8020 |
0.1185 |
14.7% |
0.0057 |
0.7% |
2% |
False |
True |
14,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8356 |
|
2.618 |
0.8252 |
|
1.618 |
0.8188 |
|
1.000 |
0.8148 |
|
0.618 |
0.8124 |
|
HIGH |
0.8084 |
|
0.618 |
0.8060 |
|
0.500 |
0.8052 |
|
0.382 |
0.8044 |
|
LOW |
0.8020 |
|
0.618 |
0.7980 |
|
1.000 |
0.7956 |
|
1.618 |
0.7916 |
|
2.618 |
0.7852 |
|
4.250 |
0.7748 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8052 |
0.8150 |
| PP |
0.8048 |
0.8113 |
| S1 |
0.8045 |
0.8077 |
|