CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8150 |
0.8129 |
-0.0021 |
-0.3% |
0.7917 |
High |
0.8185 |
0.8129 |
-0.0056 |
-0.7% |
0.8250 |
Low |
0.8150 |
0.8108 |
-0.0042 |
-0.5% |
0.7917 |
Close |
0.8152 |
0.8113 |
-0.0039 |
-0.5% |
0.8145 |
Range |
0.0035 |
0.0021 |
-0.0014 |
-40.0% |
0.0333 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
40 |
22 |
-18 |
-45.0% |
58 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8180 |
0.8167 |
0.8125 |
|
R3 |
0.8159 |
0.8146 |
0.8119 |
|
R2 |
0.8138 |
0.8138 |
0.8117 |
|
R1 |
0.8125 |
0.8125 |
0.8115 |
0.8121 |
PP |
0.8117 |
0.8117 |
0.8117 |
0.8115 |
S1 |
0.8104 |
0.8104 |
0.8111 |
0.8100 |
S2 |
0.8096 |
0.8096 |
0.8109 |
|
S3 |
0.8075 |
0.8083 |
0.8107 |
|
S4 |
0.8054 |
0.8062 |
0.8101 |
|
|
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 |
0.8218 |
2.618 |
0.8184 |
1.618 |
0.8163 |
1.000 |
0.8150 |
0.618 |
0.8142 |
HIGH |
0.8129 |
0.618 |
0.8121 |
0.500 |
0.8119 |
0.382 |
0.8116 |
LOW |
0.8108 |
0.618 |
0.8095 |
1.000 |
0.8087 |
1.618 |
0.8074 |
2.618 |
0.8053 |
4.250 |
0.8019 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8119 |
0.8179 |
PP |
0.8117 |
0.8157 |
S1 |
0.8115 |
0.8135 |
|