CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8417 |
0.8426 |
0.0009 |
0.1% |
0.8564 |
| High |
0.8432 |
0.8443 |
0.0011 |
0.1% |
0.8613 |
| Low |
0.8400 |
0.8413 |
0.0013 |
0.2% |
0.8460 |
| Close |
0.8429 |
0.8414 |
-0.0015 |
-0.2% |
0.8479 |
| Range |
0.0032 |
0.0030 |
-0.0002 |
-6.3% |
0.0153 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
219 |
141 |
-78 |
-35.6% |
555 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8513 |
0.8494 |
0.8431 |
|
| R3 |
0.8483 |
0.8464 |
0.8422 |
|
| R2 |
0.8453 |
0.8453 |
0.8420 |
|
| R1 |
0.8434 |
0.8434 |
0.8417 |
0.8429 |
| PP |
0.8423 |
0.8423 |
0.8423 |
0.8421 |
| S1 |
0.8404 |
0.8404 |
0.8411 |
0.8399 |
| S2 |
0.8393 |
0.8393 |
0.8409 |
|
| S3 |
0.8363 |
0.8374 |
0.8406 |
|
| S4 |
0.8333 |
0.8344 |
0.8398 |
|
|
| 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 |
0.8563 |
0.8400 |
0.0163 |
1.9% |
0.0057 |
0.7% |
9% |
False |
False |
407 |
| 10 |
0.8613 |
0.8400 |
0.0213 |
2.5% |
0.0042 |
0.5% |
7% |
False |
False |
253 |
| 20 |
0.8688 |
0.8400 |
0.0288 |
3.4% |
0.0044 |
0.5% |
5% |
False |
False |
442 |
| 40 |
0.8876 |
0.8400 |
0.0476 |
5.7% |
0.0043 |
0.5% |
3% |
False |
False |
264 |
| 60 |
0.8928 |
0.8400 |
0.0528 |
6.3% |
0.0042 |
0.5% |
3% |
False |
False |
193 |
| 80 |
0.9120 |
0.8400 |
0.0720 |
8.6% |
0.0039 |
0.5% |
2% |
False |
False |
149 |
| 100 |
0.9161 |
0.8400 |
0.0761 |
9.0% |
0.0033 |
0.4% |
2% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8571 |
|
2.618 |
0.8522 |
|
1.618 |
0.8492 |
|
1.000 |
0.8473 |
|
0.618 |
0.8462 |
|
HIGH |
0.8443 |
|
0.618 |
0.8432 |
|
0.500 |
0.8428 |
|
0.382 |
0.8424 |
|
LOW |
0.8413 |
|
0.618 |
0.8394 |
|
1.000 |
0.8383 |
|
1.618 |
0.8364 |
|
2.618 |
0.8334 |
|
4.250 |
0.8286 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8428 |
0.8446 |
| PP |
0.8423 |
0.8435 |
| S1 |
0.8419 |
0.8425 |
|