CME Canadian Dollar Future December 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 |
0.8006 |
0.8120 |
0.0114 |
1.4% |
0.8001 |
High |
0.8112 |
0.8191 |
0.0079 |
1.0% |
0.8038 |
Low |
0.8001 |
0.8120 |
0.0119 |
1.5% |
0.7916 |
Close |
0.8104 |
0.8191 |
0.0087 |
1.1% |
0.7924 |
Range |
0.0111 |
0.0071 |
-0.0040 |
-36.0% |
0.0122 |
ATR |
0.0056 |
0.0058 |
0.0002 |
3.9% |
0.0000 |
Volume |
3 |
21 |
18 |
600.0% |
122 |
|
Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8380 |
0.8357 |
0.8230 |
|
R3 |
0.8309 |
0.8286 |
0.8211 |
|
R2 |
0.8238 |
0.8238 |
0.8204 |
|
R1 |
0.8215 |
0.8215 |
0.8198 |
0.8227 |
PP |
0.8167 |
0.8167 |
0.8167 |
0.8173 |
S1 |
0.8144 |
0.8144 |
0.8184 |
0.8156 |
S2 |
0.8096 |
0.8096 |
0.8178 |
|
S3 |
0.8025 |
0.8073 |
0.8171 |
|
S4 |
0.7954 |
0.8002 |
0.8152 |
|
|
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 |
0.8493 |
2.618 |
0.8377 |
1.618 |
0.8306 |
1.000 |
0.8262 |
0.618 |
0.8235 |
HIGH |
0.8191 |
0.618 |
0.8164 |
0.500 |
0.8156 |
0.382 |
0.8147 |
LOW |
0.8120 |
0.618 |
0.8076 |
1.000 |
0.8049 |
1.618 |
0.8005 |
2.618 |
0.7934 |
4.250 |
0.7818 |
|
|
Fisher Pivots for day following 16-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8179 |
0.8157 |
PP |
0.8167 |
0.8123 |
S1 |
0.8156 |
0.8089 |
|