CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8203 |
0.8267 |
0.0064 |
0.8% |
0.8175 |
| High |
0.8272 |
0.8318 |
0.0046 |
0.6% |
0.8256 |
| Low |
0.8194 |
0.8247 |
0.0053 |
0.6% |
0.8120 |
| Close |
0.8266 |
0.8306 |
0.0040 |
0.5% |
0.8211 |
| Range |
0.0078 |
0.0071 |
-0.0007 |
-9.0% |
0.0136 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
51,228 |
58,875 |
7,647 |
14.9% |
273,061 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8503 |
0.8476 |
0.8345 |
|
| R3 |
0.8432 |
0.8405 |
0.8326 |
|
| R2 |
0.8361 |
0.8361 |
0.8319 |
|
| R1 |
0.8334 |
0.8334 |
0.8313 |
0.8348 |
| PP |
0.8290 |
0.8290 |
0.8290 |
0.8297 |
| S1 |
0.8263 |
0.8263 |
0.8299 |
0.8277 |
| S2 |
0.8219 |
0.8219 |
0.8293 |
|
| S3 |
0.8148 |
0.8192 |
0.8286 |
|
| S4 |
0.8077 |
0.8121 |
0.8267 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8604 |
0.8543 |
0.8286 |
|
| R3 |
0.8468 |
0.8407 |
0.8248 |
|
| R2 |
0.8332 |
0.8332 |
0.8236 |
|
| R1 |
0.8271 |
0.8271 |
0.8223 |
0.8302 |
| PP |
0.8196 |
0.8196 |
0.8196 |
0.8211 |
| S1 |
0.8135 |
0.8135 |
0.8199 |
0.8166 |
| S2 |
0.8060 |
0.8060 |
0.8186 |
|
| S3 |
0.7924 |
0.7999 |
0.8174 |
|
| S4 |
0.7788 |
0.7863 |
0.8136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8318 |
0.8132 |
0.0186 |
2.2% |
0.0072 |
0.9% |
94% |
True |
False |
54,589 |
| 10 |
0.8318 |
0.7948 |
0.0370 |
4.5% |
0.0091 |
1.1% |
97% |
True |
False |
71,848 |
| 20 |
0.8318 |
0.7814 |
0.0504 |
6.1% |
0.0081 |
1.0% |
98% |
True |
False |
64,670 |
| 40 |
0.8318 |
0.7781 |
0.0537 |
6.5% |
0.0084 |
1.0% |
98% |
True |
False |
58,767 |
| 60 |
0.8318 |
0.7781 |
0.0537 |
6.5% |
0.0085 |
1.0% |
98% |
True |
False |
39,472 |
| 80 |
0.8563 |
0.7781 |
0.0782 |
9.4% |
0.0083 |
1.0% |
67% |
False |
False |
29,721 |
| 100 |
0.8775 |
0.7781 |
0.0994 |
12.0% |
0.0075 |
0.9% |
53% |
False |
False |
23,850 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.2% |
0.0070 |
0.8% |
48% |
False |
False |
19,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8620 |
|
2.618 |
0.8504 |
|
1.618 |
0.8433 |
|
1.000 |
0.8389 |
|
0.618 |
0.8362 |
|
HIGH |
0.8318 |
|
0.618 |
0.8291 |
|
0.500 |
0.8283 |
|
0.382 |
0.8274 |
|
LOW |
0.8247 |
|
0.618 |
0.8203 |
|
1.000 |
0.8176 |
|
1.618 |
0.8132 |
|
2.618 |
0.8061 |
|
4.250 |
0.7945 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8298 |
0.8289 |
| PP |
0.8290 |
0.8273 |
| S1 |
0.8283 |
0.8256 |
|