CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 17-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8120 |
0.8171 |
0.0051 |
0.6% |
0.7917 |
High |
0.8191 |
0.8250 |
0.0059 |
0.7% |
0.8250 |
Low |
0.8120 |
0.8140 |
0.0020 |
0.2% |
0.7917 |
Close |
0.8191 |
0.8145 |
-0.0046 |
-0.6% |
0.8145 |
Range |
0.0071 |
0.0110 |
0.0039 |
54.9% |
0.0333 |
ATR |
0.0058 |
0.0062 |
0.0004 |
6.3% |
0.0000 |
Volume |
21 |
28 |
7 |
33.3% |
58 |
|
Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8508 |
0.8437 |
0.8206 |
|
R3 |
0.8398 |
0.8327 |
0.8175 |
|
R2 |
0.8288 |
0.8288 |
0.8165 |
|
R1 |
0.8217 |
0.8217 |
0.8155 |
0.8198 |
PP |
0.8178 |
0.8178 |
0.8178 |
0.8169 |
S1 |
0.8107 |
0.8107 |
0.8135 |
0.8088 |
S2 |
0.8068 |
0.8068 |
0.8125 |
|
S3 |
0.7958 |
0.7997 |
0.8115 |
|
S4 |
0.7848 |
0.7887 |
0.8085 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9103 |
0.8957 |
0.8328 |
|
R3 |
0.8770 |
0.8624 |
0.8237 |
|
R2 |
0.8437 |
0.8437 |
0.8206 |
|
R1 |
0.8291 |
0.8291 |
0.8176 |
0.8364 |
PP |
0.8104 |
0.8104 |
0.8104 |
0.8141 |
S1 |
0.7958 |
0.7958 |
0.8114 |
0.8031 |
S2 |
0.7771 |
0.7771 |
0.8084 |
|
S3 |
0.7438 |
0.7625 |
0.8053 |
|
S4 |
0.7105 |
0.7292 |
0.7962 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8718 |
2.618 |
0.8538 |
1.618 |
0.8428 |
1.000 |
0.8360 |
0.618 |
0.8318 |
HIGH |
0.8250 |
0.618 |
0.8208 |
0.500 |
0.8195 |
0.382 |
0.8182 |
LOW |
0.8140 |
0.618 |
0.8072 |
1.000 |
0.8030 |
1.618 |
0.7962 |
2.618 |
0.7852 |
4.250 |
0.7673 |
|
|
Fisher Pivots for day following 17-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8195 |
0.8139 |
PP |
0.8178 |
0.8132 |
S1 |
0.8162 |
0.8126 |
|