CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8044 |
0.7970 |
-0.0074 |
-0.9% |
0.8320 |
| High |
0.8044 |
0.7975 |
-0.0069 |
-0.9% |
0.8340 |
| Low |
0.7970 |
0.7878 |
-0.0092 |
-1.2% |
0.8015 |
| Close |
0.7987 |
0.7913 |
-0.0074 |
-0.9% |
0.8032 |
| Range |
0.0074 |
0.0097 |
0.0023 |
31.1% |
0.0325 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.0% |
0.0000 |
| Volume |
637 |
164 |
-473 |
-74.3% |
3,847 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8213 |
0.8160 |
0.7966 |
|
| R3 |
0.8116 |
0.8063 |
0.7940 |
|
| R2 |
0.8019 |
0.8019 |
0.7931 |
|
| R1 |
0.7966 |
0.7966 |
0.7922 |
0.7944 |
| PP |
0.7922 |
0.7922 |
0.7922 |
0.7911 |
| S1 |
0.7869 |
0.7869 |
0.7904 |
0.7847 |
| S2 |
0.7825 |
0.7825 |
0.7895 |
|
| S3 |
0.7728 |
0.7772 |
0.7886 |
|
| S4 |
0.7631 |
0.7675 |
0.7860 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9104 |
0.8893 |
0.8211 |
|
| R3 |
0.8779 |
0.8568 |
0.8121 |
|
| R2 |
0.8454 |
0.8454 |
0.8092 |
|
| R1 |
0.8243 |
0.8243 |
0.8062 |
0.8186 |
| PP |
0.8129 |
0.8129 |
0.8129 |
0.8101 |
| S1 |
0.7918 |
0.7918 |
0.8002 |
0.7861 |
| S2 |
0.7804 |
0.7804 |
0.7972 |
|
| S3 |
0.7479 |
0.7593 |
0.7943 |
|
| S4 |
0.7154 |
0.7268 |
0.7853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8070 |
0.7878 |
0.0192 |
2.4% |
0.0070 |
0.9% |
18% |
False |
True |
328 |
| 10 |
0.8435 |
0.7878 |
0.0557 |
7.0% |
0.0092 |
1.2% |
6% |
False |
True |
574 |
| 20 |
0.8613 |
0.7878 |
0.0735 |
9.3% |
0.0074 |
0.9% |
5% |
False |
True |
455 |
| 40 |
0.8789 |
0.7878 |
0.0911 |
11.5% |
0.0058 |
0.7% |
4% |
False |
True |
421 |
| 60 |
0.8876 |
0.7878 |
0.0998 |
12.6% |
0.0053 |
0.7% |
4% |
False |
True |
298 |
| 80 |
0.8961 |
0.7878 |
0.1083 |
13.7% |
0.0049 |
0.6% |
3% |
False |
True |
234 |
| 100 |
0.9120 |
0.7878 |
0.1242 |
15.7% |
0.0044 |
0.6% |
3% |
False |
True |
191 |
| 120 |
0.9161 |
0.7878 |
0.1283 |
16.2% |
0.0037 |
0.5% |
3% |
False |
True |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8387 |
|
2.618 |
0.8229 |
|
1.618 |
0.8132 |
|
1.000 |
0.8072 |
|
0.618 |
0.8035 |
|
HIGH |
0.7975 |
|
0.618 |
0.7938 |
|
0.500 |
0.7927 |
|
0.382 |
0.7915 |
|
LOW |
0.7878 |
|
0.618 |
0.7818 |
|
1.000 |
0.7781 |
|
1.618 |
0.7721 |
|
2.618 |
0.7624 |
|
4.250 |
0.7466 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7927 |
0.7970 |
| PP |
0.7922 |
0.7951 |
| S1 |
0.7918 |
0.7932 |
|