CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8472 |
0.8417 |
-0.0055 |
-0.6% |
0.8564 |
| High |
0.8492 |
0.8432 |
-0.0060 |
-0.7% |
0.8613 |
| Low |
0.8420 |
0.8400 |
-0.0020 |
-0.2% |
0.8460 |
| Close |
0.8431 |
0.8429 |
-0.0002 |
0.0% |
0.8479 |
| Range |
0.0072 |
0.0032 |
-0.0040 |
-55.6% |
0.0153 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
618 |
219 |
-399 |
-64.6% |
555 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8516 |
0.8505 |
0.8447 |
|
| R3 |
0.8484 |
0.8473 |
0.8438 |
|
| R2 |
0.8452 |
0.8452 |
0.8435 |
|
| R1 |
0.8441 |
0.8441 |
0.8432 |
0.8447 |
| PP |
0.8420 |
0.8420 |
0.8420 |
0.8423 |
| S1 |
0.8409 |
0.8409 |
0.8426 |
0.8415 |
| S2 |
0.8388 |
0.8388 |
0.8423 |
|
| S3 |
0.8356 |
0.8377 |
0.8420 |
|
| S4 |
0.8324 |
0.8345 |
0.8411 |
|
|
| 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 |
0.8400 |
0.0213 |
2.5% |
0.0060 |
0.7% |
14% |
False |
True |
403 |
| 10 |
0.8613 |
0.8400 |
0.0213 |
2.5% |
0.0044 |
0.5% |
14% |
False |
True |
257 |
| 20 |
0.8724 |
0.8400 |
0.0324 |
3.8% |
0.0046 |
0.5% |
9% |
False |
True |
439 |
| 40 |
0.8876 |
0.8400 |
0.0476 |
5.6% |
0.0043 |
0.5% |
6% |
False |
True |
261 |
| 60 |
0.8928 |
0.8400 |
0.0528 |
6.3% |
0.0042 |
0.5% |
5% |
False |
True |
191 |
| 80 |
0.9120 |
0.8400 |
0.0720 |
8.5% |
0.0039 |
0.5% |
4% |
False |
True |
148 |
| 100 |
0.9161 |
0.8400 |
0.0761 |
9.0% |
0.0033 |
0.4% |
4% |
False |
True |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8568 |
|
2.618 |
0.8516 |
|
1.618 |
0.8484 |
|
1.000 |
0.8464 |
|
0.618 |
0.8452 |
|
HIGH |
0.8432 |
|
0.618 |
0.8420 |
|
0.500 |
0.8416 |
|
0.382 |
0.8412 |
|
LOW |
0.8400 |
|
0.618 |
0.8380 |
|
1.000 |
0.8368 |
|
1.618 |
0.8348 |
|
2.618 |
0.8316 |
|
4.250 |
0.8264 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8425 |
0.8446 |
| PP |
0.8420 |
0.8440 |
| S1 |
0.8416 |
0.8435 |
|