CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8007 |
0.7985 |
-0.0022 |
-0.3% |
0.7926 |
| High |
0.8021 |
0.8065 |
0.0044 |
0.5% |
0.7955 |
| Low |
0.7978 |
0.7955 |
-0.0023 |
-0.3% |
0.7814 |
| Close |
0.7996 |
0.7967 |
-0.0029 |
-0.4% |
0.7951 |
| Range |
0.0043 |
0.0110 |
0.0067 |
155.8% |
0.0141 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.6% |
0.0000 |
| Volume |
49,469 |
79,297 |
29,828 |
60.3% |
236,999 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8326 |
0.8256 |
0.8028 |
|
| R3 |
0.8216 |
0.8146 |
0.7997 |
|
| R2 |
0.8106 |
0.8106 |
0.7987 |
|
| R1 |
0.8036 |
0.8036 |
0.7977 |
0.8016 |
| PP |
0.7996 |
0.7996 |
0.7996 |
0.7986 |
| S1 |
0.7926 |
0.7926 |
0.7957 |
0.7906 |
| S2 |
0.7886 |
0.7886 |
0.7947 |
|
| S3 |
0.7776 |
0.7816 |
0.7937 |
|
| S4 |
0.7666 |
0.7706 |
0.7907 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8330 |
0.8281 |
0.8029 |
|
| R3 |
0.8189 |
0.8140 |
0.7990 |
|
| R2 |
0.8048 |
0.8048 |
0.7977 |
|
| R1 |
0.7999 |
0.7999 |
0.7964 |
0.8024 |
| PP |
0.7907 |
0.7907 |
0.7907 |
0.7919 |
| S1 |
0.7858 |
0.7858 |
0.7938 |
0.7883 |
| S2 |
0.7766 |
0.7766 |
0.7925 |
|
| S3 |
0.7625 |
0.7717 |
0.7912 |
|
| S4 |
0.7484 |
0.7576 |
0.7873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8065 |
0.7860 |
0.0205 |
2.6% |
0.0069 |
0.9% |
52% |
True |
False |
55,342 |
| 10 |
0.8065 |
0.7814 |
0.0251 |
3.2% |
0.0071 |
0.9% |
61% |
True |
False |
60,365 |
| 20 |
0.8065 |
0.7781 |
0.0284 |
3.6% |
0.0086 |
1.1% |
65% |
True |
False |
66,409 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0080 |
1.0% |
63% |
False |
False |
35,632 |
| 60 |
0.8435 |
0.7781 |
0.0654 |
8.2% |
0.0086 |
1.1% |
28% |
False |
False |
23,963 |
| 80 |
0.8661 |
0.7781 |
0.0880 |
11.0% |
0.0075 |
0.9% |
21% |
False |
False |
18,084 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.7% |
0.0069 |
0.9% |
17% |
False |
False |
14,485 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.4% |
0.0064 |
0.8% |
16% |
False |
False |
12,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8533 |
|
2.618 |
0.8353 |
|
1.618 |
0.8243 |
|
1.000 |
0.8175 |
|
0.618 |
0.8133 |
|
HIGH |
0.8065 |
|
0.618 |
0.8023 |
|
0.500 |
0.8010 |
|
0.382 |
0.7997 |
|
LOW |
0.7955 |
|
0.618 |
0.7887 |
|
1.000 |
0.7845 |
|
1.618 |
0.7777 |
|
2.618 |
0.7667 |
|
4.250 |
0.7488 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8010 |
0.8010 |
| PP |
0.7996 |
0.7996 |
| S1 |
0.7981 |
0.7981 |
|