CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7985 |
0.7965 |
-0.0020 |
-0.3% |
0.7926 |
| High |
0.8065 |
0.7987 |
-0.0078 |
-1.0% |
0.7955 |
| Low |
0.7955 |
0.7921 |
-0.0034 |
-0.4% |
0.7814 |
| Close |
0.7967 |
0.7930 |
-0.0037 |
-0.5% |
0.7951 |
| Range |
0.0110 |
0.0066 |
-0.0044 |
-40.0% |
0.0141 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
79,297 |
51,520 |
-27,777 |
-35.0% |
236,999 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8144 |
0.8103 |
0.7966 |
|
| R3 |
0.8078 |
0.8037 |
0.7948 |
|
| R2 |
0.8012 |
0.8012 |
0.7942 |
|
| R1 |
0.7971 |
0.7971 |
0.7936 |
0.7959 |
| PP |
0.7946 |
0.7946 |
0.7946 |
0.7940 |
| S1 |
0.7905 |
0.7905 |
0.7924 |
0.7893 |
| S2 |
0.7880 |
0.7880 |
0.7918 |
|
| S3 |
0.7814 |
0.7839 |
0.7912 |
|
| S4 |
0.7748 |
0.7773 |
0.7894 |
|
|
| 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 |
0.7894 |
0.0171 |
2.2% |
0.0065 |
0.8% |
21% |
False |
False |
53,720 |
| 10 |
0.8065 |
0.7814 |
0.0251 |
3.2% |
0.0073 |
0.9% |
46% |
False |
False |
59,583 |
| 20 |
0.8065 |
0.7781 |
0.0284 |
3.6% |
0.0086 |
1.1% |
52% |
False |
False |
65,806 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0079 |
1.0% |
51% |
False |
False |
36,914 |
| 60 |
0.8435 |
0.7781 |
0.0654 |
8.2% |
0.0085 |
1.1% |
23% |
False |
False |
24,819 |
| 80 |
0.8641 |
0.7781 |
0.0860 |
10.8% |
0.0076 |
1.0% |
17% |
False |
False |
18,720 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.8% |
0.0069 |
0.9% |
14% |
False |
False |
15,000 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.5% |
0.0064 |
0.8% |
13% |
False |
False |
12,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8268 |
|
2.618 |
0.8160 |
|
1.618 |
0.8094 |
|
1.000 |
0.8053 |
|
0.618 |
0.8028 |
|
HIGH |
0.7987 |
|
0.618 |
0.7962 |
|
0.500 |
0.7954 |
|
0.382 |
0.7946 |
|
LOW |
0.7921 |
|
0.618 |
0.7880 |
|
1.000 |
0.7855 |
|
1.618 |
0.7814 |
|
2.618 |
0.7748 |
|
4.250 |
0.7641 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7954 |
0.7993 |
| PP |
0.7946 |
0.7972 |
| S1 |
0.7938 |
0.7951 |
|