CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8010 |
0.8061 |
0.0051 |
0.6% |
0.8337 |
| High |
0.8071 |
0.8062 |
-0.0009 |
-0.1% |
0.8359 |
| Low |
0.7993 |
0.7970 |
-0.0023 |
-0.3% |
0.8020 |
| Close |
0.8061 |
0.7995 |
-0.0066 |
-0.8% |
0.8041 |
| Range |
0.0078 |
0.0092 |
0.0014 |
17.9% |
0.0339 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.4% |
0.0000 |
| Volume |
59,511 |
62,223 |
2,712 |
4.6% |
312,386 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8285 |
0.8232 |
0.8046 |
|
| R3 |
0.8193 |
0.8140 |
0.8020 |
|
| R2 |
0.8101 |
0.8101 |
0.8012 |
|
| R1 |
0.8048 |
0.8048 |
0.8003 |
0.8029 |
| PP |
0.8009 |
0.8009 |
0.8009 |
0.7999 |
| S1 |
0.7956 |
0.7956 |
0.7987 |
0.7937 |
| S2 |
0.7917 |
0.7917 |
0.7978 |
|
| S3 |
0.7825 |
0.7864 |
0.7970 |
|
| S4 |
0.7733 |
0.7772 |
0.7944 |
|
|
| 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 |
0.8115 |
0.7970 |
0.0145 |
1.8% |
0.0072 |
0.9% |
17% |
False |
True |
58,543 |
| 10 |
0.8460 |
0.7970 |
0.0490 |
6.1% |
0.0095 |
1.2% |
5% |
False |
True |
73,680 |
| 20 |
0.8633 |
0.7970 |
0.0663 |
8.3% |
0.0079 |
1.0% |
4% |
False |
True |
62,398 |
| 40 |
0.8815 |
0.7970 |
0.0845 |
10.6% |
0.0069 |
0.9% |
3% |
False |
True |
47,346 |
| 60 |
0.8912 |
0.7970 |
0.0942 |
11.8% |
0.0070 |
0.9% |
3% |
False |
True |
31,888 |
| 80 |
0.8987 |
0.7970 |
0.1017 |
12.7% |
0.0069 |
0.9% |
2% |
False |
True |
23,985 |
| 100 |
0.9145 |
0.7970 |
0.1175 |
14.7% |
0.0066 |
0.8% |
2% |
False |
True |
19,278 |
| 120 |
0.9205 |
0.7970 |
0.1235 |
15.4% |
0.0059 |
0.7% |
2% |
False |
True |
16,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8453 |
|
2.618 |
0.8303 |
|
1.618 |
0.8211 |
|
1.000 |
0.8154 |
|
0.618 |
0.8119 |
|
HIGH |
0.8062 |
|
0.618 |
0.8027 |
|
0.500 |
0.8016 |
|
0.382 |
0.8005 |
|
LOW |
0.7970 |
|
0.618 |
0.7913 |
|
1.000 |
0.7878 |
|
1.618 |
0.7821 |
|
2.618 |
0.7729 |
|
4.250 |
0.7579 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8016 |
0.8021 |
| PP |
0.8009 |
0.8012 |
| S1 |
0.8002 |
0.8004 |
|