CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8328 |
0.8331 |
0.0003 |
0.0% |
0.8440 |
| High |
0.8349 |
0.8350 |
0.0001 |
0.0% |
0.8492 |
| Low |
0.8310 |
0.8294 |
-0.0016 |
-0.2% |
0.8389 |
| Close |
0.8327 |
0.8333 |
0.0006 |
0.1% |
0.8402 |
| Range |
0.0039 |
0.0056 |
0.0017 |
43.6% |
0.0103 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.6% |
0.0000 |
| Volume |
248 |
637 |
389 |
156.9% |
1,847 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8494 |
0.8469 |
0.8364 |
|
| R3 |
0.8438 |
0.8413 |
0.8348 |
|
| R2 |
0.8382 |
0.8382 |
0.8343 |
|
| R1 |
0.8357 |
0.8357 |
0.8338 |
0.8370 |
| PP |
0.8326 |
0.8326 |
0.8326 |
0.8332 |
| S1 |
0.8301 |
0.8301 |
0.8328 |
0.8314 |
| S2 |
0.8270 |
0.8270 |
0.8323 |
|
| S3 |
0.8214 |
0.8245 |
0.8318 |
|
| S4 |
0.8158 |
0.8189 |
0.8302 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8737 |
0.8672 |
0.8459 |
|
| R3 |
0.8634 |
0.8569 |
0.8430 |
|
| R2 |
0.8531 |
0.8531 |
0.8421 |
|
| R1 |
0.8466 |
0.8466 |
0.8411 |
0.8447 |
| PP |
0.8428 |
0.8428 |
0.8428 |
0.8418 |
| S1 |
0.8363 |
0.8363 |
0.8393 |
0.8344 |
| S2 |
0.8325 |
0.8325 |
0.8383 |
|
| S3 |
0.8222 |
0.8260 |
0.8374 |
|
| S4 |
0.8119 |
0.8157 |
0.8345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8443 |
0.8294 |
0.0149 |
1.8% |
0.0054 |
0.6% |
26% |
False |
True |
270 |
| 10 |
0.8613 |
0.8294 |
0.0319 |
3.8% |
0.0057 |
0.7% |
12% |
False |
True |
336 |
| 20 |
0.8613 |
0.8294 |
0.0319 |
3.8% |
0.0048 |
0.6% |
12% |
False |
True |
420 |
| 40 |
0.8876 |
0.8294 |
0.0582 |
7.0% |
0.0046 |
0.6% |
7% |
False |
True |
292 |
| 60 |
0.8928 |
0.8294 |
0.0634 |
7.6% |
0.0043 |
0.5% |
6% |
False |
True |
210 |
| 80 |
0.9011 |
0.8294 |
0.0717 |
8.6% |
0.0041 |
0.5% |
5% |
False |
True |
164 |
| 100 |
0.9161 |
0.8294 |
0.0867 |
10.4% |
0.0035 |
0.4% |
4% |
False |
True |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8588 |
|
2.618 |
0.8497 |
|
1.618 |
0.8441 |
|
1.000 |
0.8406 |
|
0.618 |
0.8385 |
|
HIGH |
0.8350 |
|
0.618 |
0.8329 |
|
0.500 |
0.8322 |
|
0.382 |
0.8315 |
|
LOW |
0.8294 |
|
0.618 |
0.8259 |
|
1.000 |
0.8238 |
|
1.618 |
0.8203 |
|
2.618 |
0.8147 |
|
4.250 |
0.8056 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8329 |
0.8355 |
| PP |
0.8326 |
0.8348 |
| S1 |
0.8322 |
0.8340 |
|