CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8256 |
0.8267 |
0.0011 |
0.1% |
0.8238 |
High |
0.8262 |
0.8320 |
0.0058 |
0.7% |
0.8340 |
Low |
0.8239 |
0.8267 |
0.0028 |
0.3% |
0.8201 |
Close |
0.8244 |
0.8311 |
0.0067 |
0.8% |
0.8244 |
Range |
0.0023 |
0.0053 |
0.0030 |
130.4% |
0.0139 |
ATR |
0.0055 |
0.0057 |
0.0001 |
2.7% |
0.0000 |
Volume |
29 |
40 |
11 |
37.9% |
174 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8458 |
0.8438 |
0.8340 |
|
R3 |
0.8405 |
0.8385 |
0.8326 |
|
R2 |
0.8352 |
0.8352 |
0.8321 |
|
R1 |
0.8332 |
0.8332 |
0.8316 |
0.8342 |
PP |
0.8299 |
0.8299 |
0.8299 |
0.8305 |
S1 |
0.8279 |
0.8279 |
0.8306 |
0.8289 |
S2 |
0.8246 |
0.8246 |
0.8301 |
|
S3 |
0.8193 |
0.8226 |
0.8296 |
|
S4 |
0.8140 |
0.8173 |
0.8282 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8679 |
0.8600 |
0.8320 |
|
R3 |
0.8540 |
0.8461 |
0.8282 |
|
R2 |
0.8401 |
0.8401 |
0.8269 |
|
R1 |
0.8322 |
0.8322 |
0.8257 |
0.8362 |
PP |
0.8262 |
0.8262 |
0.8262 |
0.8281 |
S1 |
0.8183 |
0.8183 |
0.8231 |
0.8223 |
S2 |
0.8123 |
0.8123 |
0.8219 |
|
S3 |
0.7984 |
0.8044 |
0.8206 |
|
S4 |
0.7845 |
0.7905 |
0.8168 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8340 |
0.8201 |
0.0139 |
1.7% |
0.0042 |
0.5% |
79% |
False |
False |
42 |
10 |
0.8342 |
0.8192 |
0.0150 |
1.8% |
0.0040 |
0.5% |
79% |
False |
False |
30 |
20 |
0.8342 |
0.8001 |
0.0341 |
4.1% |
0.0046 |
0.6% |
91% |
False |
False |
52 |
40 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0044 |
0.5% |
94% |
False |
False |
39 |
60 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0039 |
0.5% |
94% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8545 |
2.618 |
0.8459 |
1.618 |
0.8406 |
1.000 |
0.8373 |
0.618 |
0.8353 |
HIGH |
0.8320 |
0.618 |
0.8300 |
0.500 |
0.8294 |
0.382 |
0.8287 |
LOW |
0.8267 |
0.618 |
0.8234 |
1.000 |
0.8214 |
1.618 |
0.8181 |
2.618 |
0.8128 |
4.250 |
0.8042 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8305 |
0.8298 |
PP |
0.8299 |
0.8285 |
S1 |
0.8294 |
0.8273 |
|