CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8267 |
0.8311 |
0.0044 |
0.5% |
0.8175 |
| High |
0.8318 |
0.8366 |
0.0048 |
0.6% |
0.8256 |
| Low |
0.8247 |
0.8277 |
0.0030 |
0.4% |
0.8120 |
| Close |
0.8306 |
0.8318 |
0.0012 |
0.1% |
0.8211 |
| Range |
0.0071 |
0.0089 |
0.0018 |
25.4% |
0.0136 |
| ATR |
0.0083 |
0.0084 |
0.0000 |
0.5% |
0.0000 |
| Volume |
58,875 |
79,515 |
20,640 |
35.1% |
273,061 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8587 |
0.8542 |
0.8367 |
|
| R3 |
0.8498 |
0.8453 |
0.8342 |
|
| R2 |
0.8409 |
0.8409 |
0.8334 |
|
| R1 |
0.8364 |
0.8364 |
0.8326 |
0.8387 |
| PP |
0.8320 |
0.8320 |
0.8320 |
0.8332 |
| S1 |
0.8275 |
0.8275 |
0.8310 |
0.8298 |
| S2 |
0.8231 |
0.8231 |
0.8302 |
|
| S3 |
0.8142 |
0.8186 |
0.8294 |
|
| S4 |
0.8053 |
0.8097 |
0.8269 |
|
|
| 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 |
0.8366 |
0.8144 |
0.0222 |
2.7% |
0.0079 |
0.9% |
78% |
True |
False |
61,157 |
| 10 |
0.8366 |
0.8105 |
0.0261 |
3.1% |
0.0081 |
1.0% |
82% |
True |
False |
67,252 |
| 20 |
0.8366 |
0.7860 |
0.0506 |
6.1% |
0.0081 |
1.0% |
91% |
True |
False |
64,694 |
| 40 |
0.8366 |
0.7781 |
0.0585 |
7.0% |
0.0084 |
1.0% |
92% |
True |
False |
60,731 |
| 60 |
0.8366 |
0.7781 |
0.0585 |
7.0% |
0.0085 |
1.0% |
92% |
True |
False |
40,779 |
| 80 |
0.8492 |
0.7781 |
0.0711 |
8.5% |
0.0083 |
1.0% |
76% |
False |
False |
30,710 |
| 100 |
0.8775 |
0.7781 |
0.0994 |
11.9% |
0.0075 |
0.9% |
54% |
False |
False |
24,645 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.2% |
0.0070 |
0.8% |
49% |
False |
False |
20,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8744 |
|
2.618 |
0.8599 |
|
1.618 |
0.8510 |
|
1.000 |
0.8455 |
|
0.618 |
0.8421 |
|
HIGH |
0.8366 |
|
0.618 |
0.8332 |
|
0.500 |
0.8322 |
|
0.382 |
0.8311 |
|
LOW |
0.8277 |
|
0.618 |
0.8222 |
|
1.000 |
0.8188 |
|
1.618 |
0.8133 |
|
2.618 |
0.8044 |
|
4.250 |
0.7899 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8322 |
0.8305 |
| PP |
0.8320 |
0.8293 |
| S1 |
0.8319 |
0.8280 |
|