CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8247 |
0.8225 |
-0.0022 |
-0.3% |
0.8238 |
| High |
0.8247 |
0.8252 |
0.0005 |
0.1% |
0.8340 |
| Low |
0.8201 |
0.8225 |
0.0024 |
0.3% |
0.8201 |
| Close |
0.8216 |
0.8244 |
0.0028 |
0.3% |
0.8244 |
| Range |
0.0046 |
0.0027 |
-0.0019 |
-41.3% |
0.0139 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
73 |
41 |
-32 |
-43.8% |
174 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8321 |
0.8310 |
0.8259 |
|
| R3 |
0.8294 |
0.8283 |
0.8251 |
|
| R2 |
0.8267 |
0.8267 |
0.8249 |
|
| R1 |
0.8256 |
0.8256 |
0.8246 |
0.8262 |
| PP |
0.8240 |
0.8240 |
0.8240 |
0.8243 |
| S1 |
0.8229 |
0.8229 |
0.8242 |
0.8235 |
| S2 |
0.8213 |
0.8213 |
0.8239 |
|
| S3 |
0.8186 |
0.8202 |
0.8237 |
|
| S4 |
0.8159 |
0.8175 |
0.8229 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8679 |
0.8600 |
0.8320 |
|
| R3 |
0.8540 |
0.8461 |
0.8282 |
|
| R2 |
0.8401 |
0.8401 |
0.8269 |
|
| R1 |
0.8322 |
0.8322 |
0.8257 |
0.8362 |
| PP |
0.8262 |
0.8262 |
0.8262 |
0.8281 |
| S1 |
0.8183 |
0.8183 |
0.8231 |
0.8223 |
| S2 |
0.8123 |
0.8123 |
0.8219 |
|
| S3 |
0.7984 |
0.8044 |
0.8206 |
|
| S4 |
0.7845 |
0.7905 |
0.8168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8340 |
0.8201 |
0.0139 |
1.7% |
0.0039 |
0.5% |
31% |
False |
False |
34 |
| 10 |
0.8342 |
0.8192 |
0.0150 |
1.8% |
0.0040 |
0.5% |
35% |
False |
False |
26 |
| 20 |
0.8342 |
0.7917 |
0.0425 |
5.2% |
0.0042 |
0.5% |
77% |
False |
False |
49 |
| 40 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0043 |
0.5% |
83% |
False |
False |
42 |
| 60 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0039 |
0.5% |
83% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8367 |
|
2.618 |
0.8323 |
|
1.618 |
0.8296 |
|
1.000 |
0.8279 |
|
0.618 |
0.8269 |
|
HIGH |
0.8252 |
|
0.618 |
0.8242 |
|
0.500 |
0.8239 |
|
0.382 |
0.8235 |
|
LOW |
0.8225 |
|
0.618 |
0.8208 |
|
1.000 |
0.8198 |
|
1.618 |
0.8181 |
|
2.618 |
0.8154 |
|
4.250 |
0.8110 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8242 |
0.8271 |
| PP |
0.8240 |
0.8262 |
| S1 |
0.8239 |
0.8253 |
|