CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 01-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8263 |
0.8232 |
-0.0031 |
-0.4% |
0.8212 |
High |
0.8263 |
0.8232 |
-0.0031 |
-0.4% |
0.8342 |
Low |
0.8221 |
0.8192 |
-0.0029 |
-0.4% |
0.8192 |
Close |
0.8249 |
0.8192 |
-0.0057 |
-0.7% |
0.8192 |
Range |
0.0042 |
0.0040 |
-0.0002 |
-4.8% |
0.0150 |
ATR |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0000 |
Volume |
18 |
23 |
5 |
27.8% |
93 |
|
Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8325 |
0.8299 |
0.8214 |
|
R3 |
0.8285 |
0.8259 |
0.8203 |
|
R2 |
0.8245 |
0.8245 |
0.8199 |
|
R1 |
0.8219 |
0.8219 |
0.8196 |
0.8212 |
PP |
0.8205 |
0.8205 |
0.8205 |
0.8202 |
S1 |
0.8179 |
0.8179 |
0.8188 |
0.8172 |
S2 |
0.8165 |
0.8165 |
0.8185 |
|
S3 |
0.8125 |
0.8139 |
0.8181 |
|
S4 |
0.8085 |
0.8099 |
0.8170 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8692 |
0.8592 |
0.8275 |
|
R3 |
0.8542 |
0.8442 |
0.8233 |
|
R2 |
0.8392 |
0.8392 |
0.8220 |
|
R1 |
0.8292 |
0.8292 |
0.8206 |
0.8267 |
PP |
0.8242 |
0.8242 |
0.8242 |
0.8230 |
S1 |
0.8142 |
0.8142 |
0.8178 |
0.8117 |
S2 |
0.8092 |
0.8092 |
0.8165 |
|
S3 |
0.7942 |
0.7992 |
0.8151 |
|
S4 |
0.7792 |
0.7842 |
0.8110 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8342 |
0.8192 |
0.0150 |
1.8% |
0.0040 |
0.5% |
0% |
False |
True |
18 |
10 |
0.8342 |
0.8108 |
0.0234 |
2.9% |
0.0036 |
0.4% |
36% |
False |
False |
75 |
20 |
0.8342 |
0.7916 |
0.0426 |
5.2% |
0.0040 |
0.5% |
65% |
False |
False |
46 |
40 |
0.8342 |
0.7780 |
0.0562 |
6.9% |
0.0041 |
0.5% |
73% |
False |
False |
45 |
60 |
0.8342 |
0.7780 |
0.0562 |
6.9% |
0.0037 |
0.5% |
73% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8402 |
2.618 |
0.8337 |
1.618 |
0.8297 |
1.000 |
0.8272 |
0.618 |
0.8257 |
HIGH |
0.8232 |
0.618 |
0.8217 |
0.500 |
0.8212 |
0.382 |
0.8207 |
LOW |
0.8192 |
0.618 |
0.8167 |
1.000 |
0.8152 |
1.618 |
0.8127 |
2.618 |
0.8087 |
4.250 |
0.8022 |
|
|
Fisher Pivots for day following 01-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8212 |
0.8267 |
PP |
0.8205 |
0.8242 |
S1 |
0.8199 |
0.8217 |
|