CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8260 |
0.8315 |
0.0055 |
0.7% |
0.8150 |
High |
0.8290 |
0.8342 |
0.0052 |
0.6% |
0.8223 |
Low |
0.8252 |
0.8295 |
0.0043 |
0.5% |
0.8108 |
Close |
0.8287 |
0.8299 |
0.0012 |
0.1% |
0.8192 |
Range |
0.0038 |
0.0047 |
0.0009 |
23.7% |
0.0115 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.1% |
0.0000 |
Volume |
29 |
17 |
-12 |
-41.4% |
661 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8453 |
0.8423 |
0.8325 |
|
R3 |
0.8406 |
0.8376 |
0.8312 |
|
R2 |
0.8359 |
0.8359 |
0.8308 |
|
R1 |
0.8329 |
0.8329 |
0.8303 |
0.8321 |
PP |
0.8312 |
0.8312 |
0.8312 |
0.8308 |
S1 |
0.8282 |
0.8282 |
0.8295 |
0.8274 |
S2 |
0.8265 |
0.8265 |
0.8290 |
|
S3 |
0.8218 |
0.8235 |
0.8286 |
|
S4 |
0.8171 |
0.8188 |
0.8273 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8519 |
0.8471 |
0.8255 |
|
R3 |
0.8404 |
0.8356 |
0.8224 |
|
R2 |
0.8289 |
0.8289 |
0.8213 |
|
R1 |
0.8241 |
0.8241 |
0.8203 |
0.8265 |
PP |
0.8174 |
0.8174 |
0.8174 |
0.8187 |
S1 |
0.8126 |
0.8126 |
0.8181 |
0.8150 |
S2 |
0.8059 |
0.8059 |
0.8171 |
|
S3 |
0.7944 |
0.8011 |
0.8160 |
|
S4 |
0.7829 |
0.7896 |
0.8129 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8342 |
0.8154 |
0.0188 |
2.3% |
0.0042 |
0.5% |
77% |
True |
False |
124 |
10 |
0.8342 |
0.8108 |
0.0234 |
2.8% |
0.0046 |
0.6% |
82% |
True |
False |
76 |
20 |
0.8342 |
0.7907 |
0.0435 |
5.2% |
0.0040 |
0.5% |
90% |
True |
False |
46 |
40 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0041 |
0.5% |
92% |
True |
False |
45 |
60 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0037 |
0.4% |
92% |
True |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8542 |
2.618 |
0.8465 |
1.618 |
0.8418 |
1.000 |
0.8389 |
0.618 |
0.8371 |
HIGH |
0.8342 |
0.618 |
0.8324 |
0.500 |
0.8319 |
0.382 |
0.8313 |
LOW |
0.8295 |
0.618 |
0.8266 |
1.000 |
0.8248 |
1.618 |
0.8219 |
2.618 |
0.8172 |
4.250 |
0.8095 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8319 |
0.8292 |
PP |
0.8312 |
0.8284 |
S1 |
0.8306 |
0.8277 |
|