CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8166 |
0.8160 |
-0.0006 |
-0.1% |
0.7939 |
| High |
0.8192 |
0.8170 |
-0.0022 |
-0.3% |
0.8252 |
| Low |
0.8147 |
0.8112 |
-0.0035 |
-0.4% |
0.7895 |
| Close |
0.8160 |
0.8121 |
-0.0039 |
-0.5% |
0.8153 |
| Range |
0.0045 |
0.0058 |
0.0013 |
28.9% |
0.0357 |
| ATR |
0.0081 |
0.0080 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
673 |
178 |
-495 |
-73.6% |
2,454 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8308 |
0.8273 |
0.8153 |
|
| R3 |
0.8250 |
0.8215 |
0.8137 |
|
| R2 |
0.8192 |
0.8192 |
0.8132 |
|
| R1 |
0.8157 |
0.8157 |
0.8126 |
0.8146 |
| PP |
0.8134 |
0.8134 |
0.8134 |
0.8129 |
| S1 |
0.8099 |
0.8099 |
0.8116 |
0.8088 |
| S2 |
0.8076 |
0.8076 |
0.8110 |
|
| S3 |
0.8018 |
0.8041 |
0.8105 |
|
| S4 |
0.7960 |
0.7983 |
0.8089 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9171 |
0.9019 |
0.8349 |
|
| R3 |
0.8814 |
0.8662 |
0.8251 |
|
| R2 |
0.8457 |
0.8457 |
0.8218 |
|
| R1 |
0.8305 |
0.8305 |
0.8186 |
0.8381 |
| PP |
0.8100 |
0.8100 |
0.8100 |
0.8138 |
| S1 |
0.7948 |
0.7948 |
0.8120 |
0.8024 |
| S2 |
0.7743 |
0.7743 |
0.8088 |
|
| S3 |
0.7386 |
0.7591 |
0.8055 |
|
| S4 |
0.7029 |
0.7234 |
0.7957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8252 |
0.7947 |
0.0305 |
3.8% |
0.0101 |
1.2% |
57% |
False |
False |
575 |
| 10 |
0.8252 |
0.7880 |
0.0372 |
4.6% |
0.0089 |
1.1% |
65% |
False |
False |
462 |
| 20 |
0.8252 |
0.7809 |
0.0443 |
5.5% |
0.0075 |
0.9% |
70% |
False |
False |
355 |
| 40 |
0.8252 |
0.7777 |
0.0475 |
5.8% |
0.0073 |
0.9% |
72% |
False |
False |
285 |
| 60 |
0.8252 |
0.7777 |
0.0475 |
5.8% |
0.0069 |
0.9% |
72% |
False |
False |
219 |
| 80 |
0.8581 |
0.7777 |
0.0804 |
9.9% |
0.0063 |
0.8% |
43% |
False |
False |
173 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.1% |
0.0055 |
0.7% |
32% |
False |
False |
146 |
| 120 |
0.8911 |
0.7777 |
0.1134 |
14.0% |
0.0047 |
0.6% |
30% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8417 |
|
2.618 |
0.8322 |
|
1.618 |
0.8264 |
|
1.000 |
0.8228 |
|
0.618 |
0.8206 |
|
HIGH |
0.8170 |
|
0.618 |
0.8148 |
|
0.500 |
0.8141 |
|
0.382 |
0.8134 |
|
LOW |
0.8112 |
|
0.618 |
0.8076 |
|
1.000 |
0.8054 |
|
1.618 |
0.8018 |
|
2.618 |
0.7960 |
|
4.250 |
0.7866 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8141 |
0.8182 |
| PP |
0.8134 |
0.8162 |
| S1 |
0.8128 |
0.8141 |
|