CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8267 |
0.8343 |
0.0076 |
0.9% |
0.8238 |
| High |
0.8320 |
0.8364 |
0.0044 |
0.5% |
0.8340 |
| Low |
0.8267 |
0.8327 |
0.0060 |
0.7% |
0.8201 |
| Close |
0.8311 |
0.8329 |
0.0018 |
0.2% |
0.8244 |
| Range |
0.0053 |
0.0037 |
-0.0016 |
-30.2% |
0.0139 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
40 |
29 |
-11 |
-27.5% |
174 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8451 |
0.8427 |
0.8349 |
|
| R3 |
0.8414 |
0.8390 |
0.8339 |
|
| R2 |
0.8377 |
0.8377 |
0.8336 |
|
| R1 |
0.8353 |
0.8353 |
0.8332 |
0.8347 |
| PP |
0.8340 |
0.8340 |
0.8340 |
0.8337 |
| S1 |
0.8316 |
0.8316 |
0.8326 |
0.8310 |
| S2 |
0.8303 |
0.8303 |
0.8322 |
|
| S3 |
0.8266 |
0.8279 |
0.8319 |
|
| S4 |
0.8229 |
0.8242 |
0.8309 |
|
|
| 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 |
0.8364 |
0.8201 |
0.0163 |
2.0% |
0.0037 |
0.4% |
79% |
True |
False |
42 |
| 10 |
0.8364 |
0.8192 |
0.0172 |
2.1% |
0.0039 |
0.5% |
80% |
True |
False |
31 |
| 20 |
0.8364 |
0.8108 |
0.0256 |
3.1% |
0.0043 |
0.5% |
86% |
True |
False |
53 |
| 40 |
0.8364 |
0.7810 |
0.0554 |
6.7% |
0.0040 |
0.5% |
94% |
True |
False |
40 |
| 60 |
0.8364 |
0.7780 |
0.0584 |
7.0% |
0.0039 |
0.5% |
94% |
True |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8521 |
|
2.618 |
0.8461 |
|
1.618 |
0.8424 |
|
1.000 |
0.8401 |
|
0.618 |
0.8387 |
|
HIGH |
0.8364 |
|
0.618 |
0.8350 |
|
0.500 |
0.8346 |
|
0.382 |
0.8341 |
|
LOW |
0.8327 |
|
0.618 |
0.8304 |
|
1.000 |
0.8290 |
|
1.618 |
0.8267 |
|
2.618 |
0.8230 |
|
4.250 |
0.8170 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8346 |
0.8320 |
| PP |
0.8340 |
0.8311 |
| S1 |
0.8335 |
0.8302 |
|