CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7917 |
0.7986 |
0.0069 |
0.9% |
0.8001 |
| High |
0.7917 |
0.7986 |
0.0069 |
0.9% |
0.8038 |
| Low |
0.7917 |
0.7986 |
0.0069 |
0.9% |
0.7916 |
| Close |
0.7917 |
0.7986 |
0.0069 |
0.9% |
0.7924 |
| Range |
|
|
|
|
|
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.8% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
122 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7986 |
0.7986 |
0.7986 |
|
| R3 |
0.7986 |
0.7986 |
0.7986 |
|
| R2 |
0.7986 |
0.7986 |
0.7986 |
|
| R1 |
0.7986 |
0.7986 |
0.7986 |
0.7986 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7986 |
| S1 |
0.7986 |
0.7986 |
0.7986 |
0.7986 |
| S2 |
0.7986 |
0.7986 |
0.7986 |
|
| S3 |
0.7986 |
0.7986 |
0.7986 |
|
| S4 |
0.7986 |
0.7986 |
0.7986 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8325 |
0.8247 |
0.7991 |
|
| R3 |
0.8203 |
0.8125 |
0.7958 |
|
| R2 |
0.8081 |
0.8081 |
0.7946 |
|
| R1 |
0.8003 |
0.8003 |
0.7935 |
0.7981 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7949 |
| S1 |
0.7881 |
0.7881 |
0.7913 |
0.7859 |
| S2 |
0.7837 |
0.7837 |
0.7902 |
|
| S3 |
0.7715 |
0.7759 |
0.7890 |
|
| S4 |
0.7593 |
0.7637 |
0.7857 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7986 |
|
2.618 |
0.7986 |
|
1.618 |
0.7986 |
|
1.000 |
0.7986 |
|
0.618 |
0.7986 |
|
HIGH |
0.7986 |
|
0.618 |
0.7986 |
|
0.500 |
0.7986 |
|
0.382 |
0.7986 |
|
LOW |
0.7986 |
|
0.618 |
0.7986 |
|
1.000 |
0.7986 |
|
1.618 |
0.7986 |
|
2.618 |
0.7986 |
|
4.250 |
0.7986 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7986 |
0.7975 |
| PP |
0.7986 |
0.7963 |
| S1 |
0.7986 |
0.7952 |
|