CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8405 |
0.8375 |
-0.0030 |
-0.4% |
0.8443 |
| High |
0.8421 |
0.8388 |
-0.0033 |
-0.4% |
0.8460 |
| Low |
0.8398 |
0.8370 |
-0.0028 |
-0.3% |
0.8370 |
| Close |
0.8398 |
0.8386 |
-0.0012 |
-0.1% |
0.8386 |
| Range |
0.0023 |
0.0018 |
-0.0005 |
-21.7% |
0.0090 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
39 |
43 |
4 |
10.3% |
256 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8435 |
0.8429 |
0.8396 |
|
| R3 |
0.8417 |
0.8411 |
0.8391 |
|
| R2 |
0.8399 |
0.8399 |
0.8389 |
|
| R1 |
0.8393 |
0.8393 |
0.8388 |
0.8396 |
| PP |
0.8381 |
0.8381 |
0.8381 |
0.8383 |
| S1 |
0.8375 |
0.8375 |
0.8384 |
0.8378 |
| S2 |
0.8363 |
0.8363 |
0.8383 |
|
| S3 |
0.8345 |
0.8357 |
0.8381 |
|
| S4 |
0.8327 |
0.8339 |
0.8376 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8675 |
0.8621 |
0.8436 |
|
| R3 |
0.8585 |
0.8531 |
0.8411 |
|
| R2 |
0.8495 |
0.8495 |
0.8403 |
|
| R1 |
0.8441 |
0.8441 |
0.8394 |
0.8423 |
| PP |
0.8405 |
0.8405 |
0.8405 |
0.8397 |
| S1 |
0.8351 |
0.8351 |
0.8378 |
0.8333 |
| S2 |
0.8315 |
0.8315 |
0.8370 |
|
| S3 |
0.8225 |
0.8261 |
0.8361 |
|
| S4 |
0.8135 |
0.8171 |
0.8337 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8465 |
|
2.618 |
0.8435 |
|
1.618 |
0.8417 |
|
1.000 |
0.8406 |
|
0.618 |
0.8399 |
|
HIGH |
0.8388 |
|
0.618 |
0.8381 |
|
0.500 |
0.8379 |
|
0.382 |
0.8377 |
|
LOW |
0.8370 |
|
0.618 |
0.8359 |
|
1.000 |
0.8352 |
|
1.618 |
0.8341 |
|
2.618 |
0.8323 |
|
4.250 |
0.8294 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8384 |
0.8396 |
| PP |
0.8381 |
0.8392 |
| S1 |
0.8379 |
0.8389 |
|