CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7923 |
0.7971 |
0.0048 |
0.6% |
0.7990 |
| High |
0.8020 |
0.8125 |
0.0105 |
1.3% |
0.8055 |
| Low |
0.7922 |
0.7947 |
0.0025 |
0.3% |
0.7880 |
| Close |
0.7992 |
0.8111 |
0.0119 |
1.5% |
0.7929 |
| Range |
0.0098 |
0.0178 |
0.0080 |
81.6% |
0.0175 |
| ATR |
0.0072 |
0.0080 |
0.0008 |
10.5% |
0.0000 |
| Volume |
163 |
171 |
8 |
4.9% |
1,667 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8595 |
0.8531 |
0.8209 |
|
| R3 |
0.8417 |
0.8353 |
0.8160 |
|
| R2 |
0.8239 |
0.8239 |
0.8144 |
|
| R1 |
0.8175 |
0.8175 |
0.8127 |
0.8207 |
| PP |
0.8061 |
0.8061 |
0.8061 |
0.8077 |
| S1 |
0.7997 |
0.7997 |
0.8095 |
0.8029 |
| S2 |
0.7883 |
0.7883 |
0.8078 |
|
| S3 |
0.7705 |
0.7819 |
0.8062 |
|
| S4 |
0.7527 |
0.7641 |
0.8013 |
|
|
| 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 |
0.8125 |
0.7880 |
0.0245 |
3.0% |
0.0091 |
1.1% |
94% |
True |
False |
319 |
| 10 |
0.8125 |
0.7880 |
0.0245 |
3.0% |
0.0077 |
1.0% |
94% |
True |
False |
267 |
| 20 |
0.8125 |
0.7809 |
0.0316 |
3.9% |
0.0078 |
1.0% |
96% |
True |
False |
254 |
| 40 |
0.8125 |
0.7777 |
0.0348 |
4.3% |
0.0070 |
0.9% |
96% |
True |
False |
228 |
| 60 |
0.8250 |
0.7777 |
0.0473 |
5.8% |
0.0069 |
0.9% |
71% |
False |
False |
179 |
| 80 |
0.8581 |
0.7777 |
0.0804 |
9.9% |
0.0060 |
0.7% |
42% |
False |
False |
140 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.1% |
0.0052 |
0.6% |
31% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8882 |
|
2.618 |
0.8591 |
|
1.618 |
0.8413 |
|
1.000 |
0.8303 |
|
0.618 |
0.8235 |
|
HIGH |
0.8125 |
|
0.618 |
0.8057 |
|
0.500 |
0.8036 |
|
0.382 |
0.8015 |
|
LOW |
0.7947 |
|
0.618 |
0.7837 |
|
1.000 |
0.7769 |
|
1.618 |
0.7659 |
|
2.618 |
0.7481 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8086 |
0.8077 |
| PP |
0.8061 |
0.8044 |
| S1 |
0.8036 |
0.8010 |
|