CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8140 |
0.8154 |
0.0014 |
0.2% |
0.7917 |
High |
0.8156 |
0.8213 |
0.0057 |
0.7% |
0.8250 |
Low |
0.8140 |
0.8154 |
0.0014 |
0.2% |
0.7917 |
Close |
0.8150 |
0.8213 |
0.0063 |
0.8% |
0.8145 |
Range |
0.0016 |
0.0059 |
0.0043 |
268.8% |
0.0333 |
ATR |
0.0058 |
0.0058 |
0.0000 |
0.6% |
0.0000 |
Volume |
29 |
167 |
138 |
475.9% |
58 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8370 |
0.8351 |
0.8245 |
|
R3 |
0.8311 |
0.8292 |
0.8229 |
|
R2 |
0.8252 |
0.8252 |
0.8224 |
|
R1 |
0.8233 |
0.8233 |
0.8218 |
0.8243 |
PP |
0.8193 |
0.8193 |
0.8193 |
0.8198 |
S1 |
0.8174 |
0.8174 |
0.8208 |
0.8184 |
S2 |
0.8134 |
0.8134 |
0.8202 |
|
S3 |
0.8075 |
0.8115 |
0.8197 |
|
S4 |
0.8016 |
0.8056 |
0.8181 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8250 |
0.8108 |
0.0142 |
1.7% |
0.0048 |
0.6% |
74% |
False |
False |
57 |
10 |
0.8250 |
0.7917 |
0.0333 |
4.1% |
0.0042 |
0.5% |
89% |
False |
False |
32 |
20 |
0.8250 |
0.7810 |
0.0440 |
5.4% |
0.0041 |
0.5% |
92% |
False |
False |
37 |
40 |
0.8250 |
0.7780 |
0.0470 |
5.7% |
0.0040 |
0.5% |
92% |
False |
False |
35 |
60 |
0.8250 |
0.7780 |
0.0470 |
5.7% |
0.0039 |
0.5% |
92% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8464 |
2.618 |
0.8367 |
1.618 |
0.8308 |
1.000 |
0.8272 |
0.618 |
0.8249 |
HIGH |
0.8213 |
0.618 |
0.8190 |
0.500 |
0.8184 |
0.382 |
0.8177 |
LOW |
0.8154 |
0.618 |
0.8118 |
1.000 |
0.8095 |
1.618 |
0.8059 |
2.618 |
0.8000 |
4.250 |
0.7903 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8203 |
0.8196 |
PP |
0.8193 |
0.8178 |
S1 |
0.8184 |
0.8161 |
|