CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8185 |
0.8124 |
-0.0061 |
-0.7% |
0.8289 |
| High |
0.8198 |
0.8132 |
-0.0066 |
-0.8% |
0.8292 |
| Low |
0.8101 |
0.8020 |
-0.0081 |
-1.0% |
0.8101 |
| Close |
0.8115 |
0.8030 |
-0.0085 |
-1.0% |
0.8115 |
| Range |
0.0097 |
0.0112 |
0.0015 |
15.5% |
0.0191 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
4.1% |
0.0000 |
| Volume |
243 |
694 |
451 |
185.6% |
3,159 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8397 |
0.8325 |
0.8092 |
|
| R3 |
0.8285 |
0.8213 |
0.8061 |
|
| R2 |
0.8173 |
0.8173 |
0.8051 |
|
| R1 |
0.8101 |
0.8101 |
0.8040 |
0.8081 |
| PP |
0.8061 |
0.8061 |
0.8061 |
0.8051 |
| S1 |
0.7989 |
0.7989 |
0.8020 |
0.7969 |
| S2 |
0.7949 |
0.7949 |
0.8009 |
|
| S3 |
0.7837 |
0.7877 |
0.7999 |
|
| S4 |
0.7725 |
0.7765 |
0.7968 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8742 |
0.8620 |
0.8220 |
|
| R3 |
0.8551 |
0.8429 |
0.8168 |
|
| R2 |
0.8360 |
0.8360 |
0.8150 |
|
| R1 |
0.8238 |
0.8238 |
0.8133 |
0.8204 |
| PP |
0.8169 |
0.8169 |
0.8169 |
0.8152 |
| S1 |
0.8047 |
0.8047 |
0.8097 |
0.8013 |
| S2 |
0.7978 |
0.7978 |
0.8080 |
|
| S3 |
0.7787 |
0.7856 |
0.8062 |
|
| S4 |
0.7596 |
0.7665 |
0.8010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8229 |
0.8020 |
0.0209 |
2.6% |
0.0075 |
0.9% |
5% |
False |
True |
688 |
| 10 |
0.8375 |
0.8020 |
0.0355 |
4.4% |
0.0068 |
0.8% |
3% |
False |
True |
488 |
| 20 |
0.8375 |
0.8020 |
0.0355 |
4.4% |
0.0070 |
0.9% |
3% |
False |
True |
378 |
| 40 |
0.8375 |
0.7809 |
0.0566 |
7.0% |
0.0073 |
0.9% |
39% |
False |
False |
375 |
| 60 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0073 |
0.9% |
42% |
False |
False |
327 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0069 |
0.9% |
42% |
False |
False |
274 |
| 100 |
0.8505 |
0.7777 |
0.0728 |
9.1% |
0.0067 |
0.8% |
35% |
False |
False |
228 |
| 120 |
0.8747 |
0.7777 |
0.0970 |
12.1% |
0.0059 |
0.7% |
26% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8608 |
|
2.618 |
0.8425 |
|
1.618 |
0.8313 |
|
1.000 |
0.8244 |
|
0.618 |
0.8201 |
|
HIGH |
0.8132 |
|
0.618 |
0.8089 |
|
0.500 |
0.8076 |
|
0.382 |
0.8063 |
|
LOW |
0.8020 |
|
0.618 |
0.7951 |
|
1.000 |
0.7908 |
|
1.618 |
0.7839 |
|
2.618 |
0.7727 |
|
4.250 |
0.7544 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8076 |
0.8109 |
| PP |
0.8061 |
0.8083 |
| S1 |
0.8045 |
0.8056 |
|