CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8155 |
0.8163 |
0.0008 |
0.1% |
0.8256 |
| High |
0.8180 |
0.8175 |
-0.0005 |
-0.1% |
0.8364 |
| Low |
0.8155 |
0.8163 |
0.0008 |
0.1% |
0.8239 |
| Close |
0.8180 |
0.8169 |
-0.0011 |
-0.1% |
0.8304 |
| Range |
0.0025 |
0.0012 |
-0.0013 |
-52.0% |
0.0125 |
| ATR |
0.0055 |
0.0052 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
31 |
8 |
-23 |
-74.2% |
188 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8205 |
0.8199 |
0.8176 |
|
| R3 |
0.8193 |
0.8187 |
0.8172 |
|
| R2 |
0.8181 |
0.8181 |
0.8171 |
|
| R1 |
0.8175 |
0.8175 |
0.8170 |
0.8178 |
| PP |
0.8169 |
0.8169 |
0.8169 |
0.8171 |
| S1 |
0.8163 |
0.8163 |
0.8168 |
0.8166 |
| S2 |
0.8157 |
0.8157 |
0.8167 |
|
| S3 |
0.8145 |
0.8151 |
0.8166 |
|
| S4 |
0.8133 |
0.8139 |
0.8162 |
|
|
| 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 |
0.8311 |
0.8148 |
0.0163 |
2.0% |
0.0034 |
0.4% |
13% |
False |
False |
27 |
| 10 |
0.8364 |
0.8148 |
0.0216 |
2.6% |
0.0035 |
0.4% |
10% |
False |
False |
33 |
| 20 |
0.8364 |
0.8148 |
0.0216 |
2.6% |
0.0038 |
0.5% |
10% |
False |
False |
48 |
| 40 |
0.8364 |
0.7810 |
0.0554 |
6.8% |
0.0039 |
0.5% |
65% |
False |
False |
42 |
| 60 |
0.8364 |
0.7780 |
0.0584 |
7.1% |
0.0039 |
0.5% |
67% |
False |
False |
39 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.1% |
0.0039 |
0.5% |
67% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8226 |
|
2.618 |
0.8206 |
|
1.618 |
0.8194 |
|
1.000 |
0.8187 |
|
0.618 |
0.8182 |
|
HIGH |
0.8175 |
|
0.618 |
0.8170 |
|
0.500 |
0.8169 |
|
0.382 |
0.8168 |
|
LOW |
0.8163 |
|
0.618 |
0.8156 |
|
1.000 |
0.8151 |
|
1.618 |
0.8144 |
|
2.618 |
0.8132 |
|
4.250 |
0.8112 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8169 |
0.8167 |
| PP |
0.8169 |
0.8166 |
| S1 |
0.8169 |
0.8164 |
|