CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8171 |
0.8150 |
-0.0021 |
-0.3% |
0.7917 |
| High |
0.8250 |
0.8185 |
-0.0065 |
-0.8% |
0.8250 |
| Low |
0.8140 |
0.8150 |
0.0010 |
0.1% |
0.7917 |
| Close |
0.8145 |
0.8152 |
0.0007 |
0.1% |
0.8145 |
| Range |
0.0110 |
0.0035 |
-0.0075 |
-68.2% |
0.0333 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
28 |
40 |
12 |
42.9% |
58 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8267 |
0.8245 |
0.8171 |
|
| R3 |
0.8232 |
0.8210 |
0.8162 |
|
| R2 |
0.8197 |
0.8197 |
0.8158 |
|
| R1 |
0.8175 |
0.8175 |
0.8155 |
0.8186 |
| PP |
0.8162 |
0.8162 |
0.8162 |
0.8168 |
| S1 |
0.8140 |
0.8140 |
0.8149 |
0.8151 |
| S2 |
0.8127 |
0.8127 |
0.8146 |
|
| S3 |
0.8092 |
0.8105 |
0.8142 |
|
| S4 |
0.8057 |
0.8070 |
0.8133 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9103 |
0.8957 |
0.8328 |
|
| R3 |
0.8770 |
0.8624 |
0.8237 |
|
| R2 |
0.8437 |
0.8437 |
0.8206 |
|
| R1 |
0.8291 |
0.8291 |
0.8176 |
0.8364 |
| PP |
0.8104 |
0.8104 |
0.8104 |
0.8141 |
| S1 |
0.7958 |
0.7958 |
0.8114 |
0.8031 |
| S2 |
0.7771 |
0.7771 |
0.8084 |
|
| S3 |
0.7438 |
0.7625 |
0.8053 |
|
| S4 |
0.7105 |
0.7292 |
0.7962 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8334 |
|
2.618 |
0.8277 |
|
1.618 |
0.8242 |
|
1.000 |
0.8220 |
|
0.618 |
0.8207 |
|
HIGH |
0.8185 |
|
0.618 |
0.8172 |
|
0.500 |
0.8168 |
|
0.382 |
0.8163 |
|
LOW |
0.8150 |
|
0.618 |
0.8128 |
|
1.000 |
0.8115 |
|
1.618 |
0.8093 |
|
2.618 |
0.8058 |
|
4.250 |
0.8001 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8168 |
0.8185 |
| PP |
0.8162 |
0.8174 |
| S1 |
0.8157 |
0.8163 |
|