CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7971 |
0.8135 |
0.0164 |
2.1% |
0.7990 |
| High |
0.8125 |
0.8218 |
0.0093 |
1.1% |
0.8055 |
| Low |
0.7947 |
0.8107 |
0.0160 |
2.0% |
0.7880 |
| Close |
0.8111 |
0.8199 |
0.0088 |
1.1% |
0.7929 |
| Range |
0.0178 |
0.0111 |
-0.0067 |
-37.6% |
0.0175 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.8% |
0.0000 |
| Volume |
171 |
852 |
681 |
398.2% |
1,667 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8508 |
0.8464 |
0.8260 |
|
| R3 |
0.8397 |
0.8353 |
0.8230 |
|
| R2 |
0.8286 |
0.8286 |
0.8219 |
|
| R1 |
0.8242 |
0.8242 |
0.8209 |
0.8264 |
| PP |
0.8175 |
0.8175 |
0.8175 |
0.8186 |
| S1 |
0.8131 |
0.8131 |
0.8189 |
0.8153 |
| S2 |
0.8064 |
0.8064 |
0.8179 |
|
| S3 |
0.7953 |
0.8020 |
0.8168 |
|
| S4 |
0.7842 |
0.7909 |
0.8138 |
|
|
| 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 |
0.8218 |
0.7880 |
0.0338 |
4.1% |
0.0102 |
1.2% |
94% |
True |
False |
340 |
| 10 |
0.8218 |
0.7880 |
0.0338 |
4.1% |
0.0083 |
1.0% |
94% |
True |
False |
330 |
| 20 |
0.8218 |
0.7809 |
0.0409 |
5.0% |
0.0076 |
0.9% |
95% |
True |
False |
275 |
| 40 |
0.8218 |
0.7777 |
0.0441 |
5.4% |
0.0072 |
0.9% |
96% |
True |
False |
249 |
| 60 |
0.8218 |
0.7777 |
0.0441 |
5.4% |
0.0068 |
0.8% |
96% |
True |
False |
193 |
| 80 |
0.8581 |
0.7777 |
0.0804 |
9.8% |
0.0061 |
0.7% |
52% |
False |
False |
150 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.0% |
0.0053 |
0.6% |
40% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8690 |
|
2.618 |
0.8509 |
|
1.618 |
0.8398 |
|
1.000 |
0.8329 |
|
0.618 |
0.8287 |
|
HIGH |
0.8218 |
|
0.618 |
0.8176 |
|
0.500 |
0.8163 |
|
0.382 |
0.8149 |
|
LOW |
0.8107 |
|
0.618 |
0.8038 |
|
1.000 |
0.7996 |
|
1.618 |
0.7927 |
|
2.618 |
0.7816 |
|
4.250 |
0.7635 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8187 |
0.8156 |
| PP |
0.8175 |
0.8113 |
| S1 |
0.8163 |
0.8070 |
|