CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8172 |
0.8155 |
-0.0017 |
-0.2% |
0.8256 |
High |
0.8172 |
0.8180 |
0.0008 |
0.1% |
0.8364 |
Low |
0.8148 |
0.8155 |
0.0007 |
0.1% |
0.8239 |
Close |
0.8159 |
0.8180 |
0.0021 |
0.3% |
0.8304 |
Range |
0.0024 |
0.0025 |
0.0001 |
4.2% |
0.0125 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
17 |
31 |
14 |
82.4% |
188 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8247 |
0.8238 |
0.8194 |
|
R3 |
0.8222 |
0.8213 |
0.8187 |
|
R2 |
0.8197 |
0.8197 |
0.8185 |
|
R1 |
0.8188 |
0.8188 |
0.8182 |
0.8193 |
PP |
0.8172 |
0.8172 |
0.8172 |
0.8174 |
S1 |
0.8163 |
0.8163 |
0.8178 |
0.8168 |
S2 |
0.8147 |
0.8147 |
0.8175 |
|
S3 |
0.8122 |
0.8138 |
0.8173 |
|
S4 |
0.8097 |
0.8113 |
0.8166 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8677 |
0.8616 |
0.8373 |
|
R3 |
0.8552 |
0.8491 |
0.8338 |
|
R2 |
0.8427 |
0.8427 |
0.8327 |
|
R1 |
0.8366 |
0.8366 |
0.8315 |
0.8397 |
PP |
0.8302 |
0.8302 |
0.8302 |
0.8318 |
S1 |
0.8241 |
0.8241 |
0.8293 |
0.8272 |
S2 |
0.8177 |
0.8177 |
0.8281 |
|
S3 |
0.8052 |
0.8116 |
0.8270 |
|
S4 |
0.7927 |
0.7991 |
0.8235 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8349 |
0.8148 |
0.0201 |
2.5% |
0.0040 |
0.5% |
16% |
False |
False |
37 |
10 |
0.8364 |
0.8148 |
0.0216 |
2.6% |
0.0039 |
0.5% |
15% |
False |
False |
39 |
20 |
0.8364 |
0.8148 |
0.0216 |
2.6% |
0.0040 |
0.5% |
15% |
False |
False |
56 |
40 |
0.8364 |
0.7810 |
0.0554 |
6.8% |
0.0040 |
0.5% |
67% |
False |
False |
42 |
60 |
0.8364 |
0.7780 |
0.0584 |
7.1% |
0.0039 |
0.5% |
68% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8286 |
2.618 |
0.8245 |
1.618 |
0.8220 |
1.000 |
0.8205 |
0.618 |
0.8195 |
HIGH |
0.8180 |
0.618 |
0.8170 |
0.500 |
0.8168 |
0.382 |
0.8165 |
LOW |
0.8155 |
0.618 |
0.8140 |
1.000 |
0.8130 |
1.618 |
0.8115 |
2.618 |
0.8090 |
4.250 |
0.8049 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8176 |
0.8209 |
PP |
0.8172 |
0.8199 |
S1 |
0.8168 |
0.8190 |
|