CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8315 |
0.8349 |
0.0034 |
0.4% |
0.8200 |
| High |
0.8365 |
0.8375 |
0.0010 |
0.1% |
0.8357 |
| Low |
0.8308 |
0.8315 |
0.0007 |
0.1% |
0.8198 |
| Close |
0.8338 |
0.8322 |
-0.0016 |
-0.2% |
0.8253 |
| Range |
0.0057 |
0.0060 |
0.0003 |
5.3% |
0.0159 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
235 |
278 |
43 |
18.3% |
1,381 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8517 |
0.8480 |
0.8355 |
|
| R3 |
0.8457 |
0.8420 |
0.8339 |
|
| R2 |
0.8397 |
0.8397 |
0.8333 |
|
| R1 |
0.8360 |
0.8360 |
0.8328 |
0.8349 |
| PP |
0.8337 |
0.8337 |
0.8337 |
0.8332 |
| S1 |
0.8300 |
0.8300 |
0.8317 |
0.8289 |
| S2 |
0.8277 |
0.8277 |
0.8311 |
|
| S3 |
0.8217 |
0.8240 |
0.8306 |
|
| S4 |
0.8157 |
0.8180 |
0.8289 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8746 |
0.8659 |
0.8340 |
|
| R3 |
0.8587 |
0.8500 |
0.8297 |
|
| R2 |
0.8428 |
0.8428 |
0.8282 |
|
| R1 |
0.8341 |
0.8341 |
0.8268 |
0.8385 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8291 |
| S1 |
0.8182 |
0.8182 |
0.8238 |
0.8226 |
| S2 |
0.8110 |
0.8110 |
0.8224 |
|
| S3 |
0.7951 |
0.8023 |
0.8209 |
|
| S4 |
0.7792 |
0.7864 |
0.8166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8375 |
0.8223 |
0.0152 |
1.8% |
0.0055 |
0.7% |
65% |
True |
False |
294 |
| 10 |
0.8375 |
0.8185 |
0.0190 |
2.3% |
0.0067 |
0.8% |
72% |
True |
False |
258 |
| 20 |
0.8375 |
0.8112 |
0.0263 |
3.2% |
0.0068 |
0.8% |
80% |
True |
False |
329 |
| 40 |
0.8375 |
0.7809 |
0.0566 |
6.8% |
0.0072 |
0.9% |
91% |
True |
False |
302 |
| 60 |
0.8375 |
0.7777 |
0.0598 |
7.2% |
0.0071 |
0.9% |
91% |
True |
False |
276 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.2% |
0.0068 |
0.8% |
91% |
True |
False |
227 |
| 100 |
0.8581 |
0.7777 |
0.0804 |
9.7% |
0.0063 |
0.8% |
68% |
False |
False |
186 |
| 120 |
0.8843 |
0.7777 |
0.1066 |
12.8% |
0.0055 |
0.7% |
51% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8630 |
|
2.618 |
0.8532 |
|
1.618 |
0.8472 |
|
1.000 |
0.8435 |
|
0.618 |
0.8412 |
|
HIGH |
0.8375 |
|
0.618 |
0.8352 |
|
0.500 |
0.8345 |
|
0.382 |
0.8338 |
|
LOW |
0.8315 |
|
0.618 |
0.8278 |
|
1.000 |
0.8255 |
|
1.618 |
0.8218 |
|
2.618 |
0.8158 |
|
4.250 |
0.8060 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8345 |
0.8325 |
| PP |
0.8337 |
0.8324 |
| S1 |
0.8330 |
0.8323 |
|