CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 22-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8129 |
0.8140 |
0.0011 |
0.1% |
0.7917 |
High |
0.8129 |
0.8156 |
0.0027 |
0.3% |
0.8250 |
Low |
0.8108 |
0.8140 |
0.0032 |
0.4% |
0.7917 |
Close |
0.8113 |
0.8150 |
0.0037 |
0.5% |
0.8145 |
Range |
0.0021 |
0.0016 |
-0.0005 |
-23.8% |
0.0333 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
22 |
29 |
7 |
31.8% |
58 |
|
Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8197 |
0.8189 |
0.8159 |
|
R3 |
0.8181 |
0.8173 |
0.8154 |
|
R2 |
0.8165 |
0.8165 |
0.8153 |
|
R1 |
0.8157 |
0.8157 |
0.8151 |
0.8161 |
PP |
0.8149 |
0.8149 |
0.8149 |
0.8151 |
S1 |
0.8141 |
0.8141 |
0.8149 |
0.8145 |
S2 |
0.8133 |
0.8133 |
0.8147 |
|
S3 |
0.8117 |
0.8125 |
0.8146 |
|
S4 |
0.8101 |
0.8109 |
0.8141 |
|
|
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 |
0.8224 |
2.618 |
0.8198 |
1.618 |
0.8182 |
1.000 |
0.8172 |
0.618 |
0.8166 |
HIGH |
0.8156 |
0.618 |
0.8150 |
0.500 |
0.8148 |
0.382 |
0.8146 |
LOW |
0.8140 |
0.618 |
0.8130 |
1.000 |
0.8124 |
1.618 |
0.8114 |
2.618 |
0.8098 |
4.250 |
0.8072 |
|
|
Fisher Pivots for day following 22-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8149 |
0.8149 |
PP |
0.8149 |
0.8148 |
S1 |
0.8148 |
0.8147 |
|