CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7959 |
0.7931 |
-0.0028 |
-0.4% |
0.7990 |
| High |
0.7972 |
0.7955 |
-0.0017 |
-0.2% |
0.8055 |
| Low |
0.7915 |
0.7880 |
-0.0035 |
-0.4% |
0.7880 |
| Close |
0.7921 |
0.7929 |
0.0008 |
0.1% |
0.7929 |
| Range |
0.0057 |
0.0075 |
0.0018 |
31.6% |
0.0175 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.3% |
0.0000 |
| Volume |
743 |
251 |
-492 |
-66.2% |
1,667 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8146 |
0.8113 |
0.7970 |
|
| R3 |
0.8071 |
0.8038 |
0.7950 |
|
| R2 |
0.7996 |
0.7996 |
0.7943 |
|
| R1 |
0.7963 |
0.7963 |
0.7936 |
0.7942 |
| PP |
0.7921 |
0.7921 |
0.7921 |
0.7911 |
| S1 |
0.7888 |
0.7888 |
0.7922 |
0.7867 |
| S2 |
0.7846 |
0.7846 |
0.7915 |
|
| S3 |
0.7771 |
0.7813 |
0.7908 |
|
| S4 |
0.7696 |
0.7738 |
0.7888 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8480 |
0.8379 |
0.8025 |
|
| R3 |
0.8305 |
0.8204 |
0.7977 |
|
| R2 |
0.8130 |
0.8130 |
0.7961 |
|
| R1 |
0.8029 |
0.8029 |
0.7945 |
0.7992 |
| PP |
0.7955 |
0.7955 |
0.7955 |
0.7936 |
| S1 |
0.7854 |
0.7854 |
0.7913 |
0.7817 |
| S2 |
0.7780 |
0.7780 |
0.7897 |
|
| S3 |
0.7605 |
0.7679 |
0.7881 |
|
| S4 |
0.7430 |
0.7504 |
0.7833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8055 |
0.7880 |
0.0175 |
2.2% |
0.0062 |
0.8% |
28% |
False |
True |
333 |
| 10 |
0.8055 |
0.7809 |
0.0246 |
3.1% |
0.0066 |
0.8% |
49% |
False |
False |
308 |
| 20 |
0.8055 |
0.7777 |
0.0278 |
3.5% |
0.0076 |
1.0% |
55% |
False |
False |
242 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.8% |
0.0065 |
0.8% |
51% |
False |
False |
218 |
| 60 |
0.8383 |
0.7777 |
0.0606 |
7.6% |
0.0067 |
0.8% |
25% |
False |
False |
170 |
| 80 |
0.8586 |
0.7777 |
0.0809 |
10.2% |
0.0057 |
0.7% |
19% |
False |
False |
135 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.4% |
0.0048 |
0.6% |
14% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8274 |
|
2.618 |
0.8151 |
|
1.618 |
0.8076 |
|
1.000 |
0.8030 |
|
0.618 |
0.8001 |
|
HIGH |
0.7955 |
|
0.618 |
0.7926 |
|
0.500 |
0.7918 |
|
0.382 |
0.7909 |
|
LOW |
0.7880 |
|
0.618 |
0.7834 |
|
1.000 |
0.7805 |
|
1.618 |
0.7759 |
|
2.618 |
0.7684 |
|
4.250 |
0.7561 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7925 |
0.7968 |
| PP |
0.7921 |
0.7955 |
| S1 |
0.7918 |
0.7942 |
|