CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8225 |
0.8256 |
0.0031 |
0.4% |
0.8238 |
High |
0.8252 |
0.8262 |
0.0010 |
0.1% |
0.8340 |
Low |
0.8225 |
0.8239 |
0.0014 |
0.2% |
0.8201 |
Close |
0.8244 |
0.8244 |
0.0000 |
0.0% |
0.8244 |
Range |
0.0027 |
0.0023 |
-0.0004 |
-14.8% |
0.0139 |
ATR |
0.0058 |
0.0055 |
-0.0002 |
-4.3% |
0.0000 |
Volume |
41 |
29 |
-12 |
-29.3% |
174 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8317 |
0.8304 |
0.8257 |
|
R3 |
0.8294 |
0.8281 |
0.8250 |
|
R2 |
0.8271 |
0.8271 |
0.8248 |
|
R1 |
0.8258 |
0.8258 |
0.8246 |
0.8253 |
PP |
0.8248 |
0.8248 |
0.8248 |
0.8246 |
S1 |
0.8235 |
0.8235 |
0.8242 |
0.8230 |
S2 |
0.8225 |
0.8225 |
0.8240 |
|
S3 |
0.8202 |
0.8212 |
0.8238 |
|
S4 |
0.8179 |
0.8189 |
0.8231 |
|
|
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% |
0.0042 |
0.5% |
31% |
False |
False |
35 |
10 |
0.8342 |
0.8192 |
0.0150 |
1.8% |
0.0038 |
0.5% |
35% |
False |
False |
29 |
20 |
0.8342 |
0.7986 |
0.0356 |
4.3% |
0.0044 |
0.5% |
72% |
False |
False |
50 |
40 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0042 |
0.5% |
83% |
False |
False |
39 |
60 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0039 |
0.5% |
83% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8360 |
2.618 |
0.8322 |
1.618 |
0.8299 |
1.000 |
0.8285 |
0.618 |
0.8276 |
HIGH |
0.8262 |
0.618 |
0.8253 |
0.500 |
0.8251 |
0.382 |
0.8248 |
LOW |
0.8239 |
0.618 |
0.8225 |
1.000 |
0.8216 |
1.618 |
0.8202 |
2.618 |
0.8179 |
4.250 |
0.8141 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8251 |
0.8240 |
PP |
0.8248 |
0.8236 |
S1 |
0.8246 |
0.8232 |
|