CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8584 |
0.8563 |
-0.0021 |
-0.2% |
0.8564 |
| High |
0.8613 |
0.8563 |
-0.0050 |
-0.6% |
0.8613 |
| Low |
0.8568 |
0.8460 |
-0.0108 |
-1.3% |
0.8460 |
| Close |
0.8579 |
0.8479 |
-0.0100 |
-1.2% |
0.8479 |
| Range |
0.0045 |
0.0103 |
0.0058 |
128.9% |
0.0153 |
| ATR |
0.0046 |
0.0051 |
0.0005 |
11.4% |
0.0000 |
| Volume |
118 |
366 |
248 |
210.2% |
555 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8810 |
0.8747 |
0.8536 |
|
| R3 |
0.8707 |
0.8644 |
0.8507 |
|
| R2 |
0.8604 |
0.8604 |
0.8498 |
|
| R1 |
0.8541 |
0.8541 |
0.8488 |
0.8521 |
| PP |
0.8501 |
0.8501 |
0.8501 |
0.8491 |
| S1 |
0.8438 |
0.8438 |
0.8470 |
0.8418 |
| S2 |
0.8398 |
0.8398 |
0.8460 |
|
| S3 |
0.8295 |
0.8335 |
0.8451 |
|
| S4 |
0.8192 |
0.8232 |
0.8422 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8976 |
0.8881 |
0.8563 |
|
| R3 |
0.8823 |
0.8728 |
0.8521 |
|
| R2 |
0.8670 |
0.8670 |
0.8507 |
|
| R1 |
0.8575 |
0.8575 |
0.8493 |
0.8546 |
| PP |
0.8517 |
0.8517 |
0.8517 |
0.8503 |
| S1 |
0.8422 |
0.8422 |
0.8465 |
0.8393 |
| S2 |
0.8364 |
0.8364 |
0.8451 |
|
| S3 |
0.8211 |
0.8269 |
0.8437 |
|
| S4 |
0.8058 |
0.8116 |
0.8395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8613 |
0.8460 |
0.0153 |
1.8% |
0.0042 |
0.5% |
12% |
False |
True |
132 |
| 10 |
0.8613 |
0.8460 |
0.0153 |
1.8% |
0.0043 |
0.5% |
12% |
False |
True |
519 |
| 20 |
0.8775 |
0.8460 |
0.0315 |
3.7% |
0.0044 |
0.5% |
6% |
False |
True |
384 |
| 40 |
0.8876 |
0.8460 |
0.0416 |
4.9% |
0.0043 |
0.5% |
5% |
False |
True |
228 |
| 60 |
0.8961 |
0.8460 |
0.0501 |
5.9% |
0.0042 |
0.5% |
4% |
False |
True |
167 |
| 80 |
0.9120 |
0.8460 |
0.0660 |
7.8% |
0.0038 |
0.4% |
3% |
False |
True |
131 |
| 100 |
0.9161 |
0.8460 |
0.0701 |
8.3% |
0.0031 |
0.4% |
3% |
False |
True |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9001 |
|
2.618 |
0.8833 |
|
1.618 |
0.8730 |
|
1.000 |
0.8666 |
|
0.618 |
0.8627 |
|
HIGH |
0.8563 |
|
0.618 |
0.8524 |
|
0.500 |
0.8512 |
|
0.382 |
0.8499 |
|
LOW |
0.8460 |
|
0.618 |
0.8396 |
|
1.000 |
0.8357 |
|
1.618 |
0.8293 |
|
2.618 |
0.8190 |
|
4.250 |
0.8022 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8512 |
0.8537 |
| PP |
0.8501 |
0.8517 |
| S1 |
0.8490 |
0.8498 |
|