CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 04-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8232 |
0.8238 |
0.0006 |
0.1% |
0.8212 |
High |
0.8232 |
0.8241 |
0.0009 |
0.1% |
0.8342 |
Low |
0.8192 |
0.8235 |
0.0043 |
0.5% |
0.8192 |
Close |
0.8192 |
0.8241 |
0.0049 |
0.6% |
0.8192 |
Range |
0.0040 |
0.0006 |
-0.0034 |
-85.0% |
0.0150 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
23 |
26 |
3 |
13.0% |
93 |
|
Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8257 |
0.8255 |
0.8244 |
|
R3 |
0.8251 |
0.8249 |
0.8243 |
|
R2 |
0.8245 |
0.8245 |
0.8242 |
|
R1 |
0.8243 |
0.8243 |
0.8242 |
0.8244 |
PP |
0.8239 |
0.8239 |
0.8239 |
0.8240 |
S1 |
0.8237 |
0.8237 |
0.8240 |
0.8238 |
S2 |
0.8233 |
0.8233 |
0.8240 |
|
S3 |
0.8227 |
0.8231 |
0.8239 |
|
S4 |
0.8221 |
0.8225 |
0.8238 |
|
|
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% |
0.0035 |
0.4% |
33% |
False |
False |
22 |
10 |
0.8342 |
0.8108 |
0.0234 |
2.8% |
0.0034 |
0.4% |
57% |
False |
False |
74 |
20 |
0.8342 |
0.7916 |
0.0426 |
5.2% |
0.0039 |
0.5% |
76% |
False |
False |
47 |
40 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0042 |
0.5% |
82% |
False |
False |
43 |
60 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0037 |
0.4% |
82% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8267 |
2.618 |
0.8257 |
1.618 |
0.8251 |
1.000 |
0.8247 |
0.618 |
0.8245 |
HIGH |
0.8241 |
0.618 |
0.8239 |
0.500 |
0.8238 |
0.382 |
0.8237 |
LOW |
0.8235 |
0.618 |
0.8231 |
1.000 |
0.8229 |
1.618 |
0.8225 |
2.618 |
0.8219 |
4.250 |
0.8210 |
|
|
Fisher Pivots for day following 04-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8240 |
0.8237 |
PP |
0.8239 |
0.8232 |
S1 |
0.8238 |
0.8228 |
|