CME Canadian Dollar Future June 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 |
0.8440 |
0.8472 |
0.0032 |
0.4% |
0.8564 |
| High |
0.8481 |
0.8492 |
0.0011 |
0.1% |
0.8613 |
| Low |
0.8434 |
0.8420 |
-0.0014 |
-0.2% |
0.8460 |
| Close |
0.8472 |
0.8431 |
-0.0041 |
-0.5% |
0.8479 |
| Range |
0.0047 |
0.0072 |
0.0025 |
53.2% |
0.0153 |
| ATR |
0.0051 |
0.0052 |
0.0002 |
3.0% |
0.0000 |
| Volume |
694 |
618 |
-76 |
-11.0% |
555 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8664 |
0.8619 |
0.8471 |
|
| R3 |
0.8592 |
0.8547 |
0.8451 |
|
| R2 |
0.8520 |
0.8520 |
0.8444 |
|
| R1 |
0.8475 |
0.8475 |
0.8438 |
0.8462 |
| PP |
0.8448 |
0.8448 |
0.8448 |
0.8441 |
| S1 |
0.8403 |
0.8403 |
0.8424 |
0.8390 |
| S2 |
0.8376 |
0.8376 |
0.8418 |
|
| S3 |
0.8304 |
0.8331 |
0.8411 |
|
| S4 |
0.8232 |
0.8259 |
0.8391 |
|
|
| 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 |
0.8420 |
0.0193 |
2.3% |
0.0061 |
0.7% |
6% |
False |
True |
367 |
| 10 |
0.8613 |
0.8420 |
0.0193 |
2.3% |
0.0045 |
0.5% |
6% |
False |
True |
248 |
| 20 |
0.8724 |
0.8420 |
0.0304 |
3.6% |
0.0045 |
0.5% |
4% |
False |
True |
433 |
| 40 |
0.8876 |
0.8420 |
0.0456 |
5.4% |
0.0044 |
0.5% |
2% |
False |
True |
257 |
| 60 |
0.8928 |
0.8420 |
0.0508 |
6.0% |
0.0042 |
0.5% |
2% |
False |
True |
188 |
| 80 |
0.9120 |
0.8420 |
0.0700 |
8.3% |
0.0039 |
0.5% |
2% |
False |
True |
145 |
| 100 |
0.9161 |
0.8420 |
0.0741 |
8.8% |
0.0033 |
0.4% |
1% |
False |
True |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8798 |
|
2.618 |
0.8680 |
|
1.618 |
0.8608 |
|
1.000 |
0.8564 |
|
0.618 |
0.8536 |
|
HIGH |
0.8492 |
|
0.618 |
0.8464 |
|
0.500 |
0.8456 |
|
0.382 |
0.8448 |
|
LOW |
0.8420 |
|
0.618 |
0.8376 |
|
1.000 |
0.8348 |
|
1.618 |
0.8304 |
|
2.618 |
0.8232 |
|
4.250 |
0.8114 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8456 |
0.8492 |
| PP |
0.8448 |
0.8471 |
| S1 |
0.8439 |
0.8451 |
|