CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7914 |
0.8020 |
0.0106 |
1.3% |
0.7926 |
| High |
0.7955 |
0.8033 |
0.0078 |
1.0% |
0.7955 |
| Low |
0.7894 |
0.7988 |
0.0094 |
1.2% |
0.7814 |
| Close |
0.7951 |
0.8013 |
0.0062 |
0.8% |
0.7951 |
| Range |
0.0061 |
0.0045 |
-0.0016 |
-26.2% |
0.0141 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
51,768 |
36,546 |
-15,222 |
-29.4% |
236,999 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8146 |
0.8125 |
0.8038 |
|
| R3 |
0.8101 |
0.8080 |
0.8025 |
|
| R2 |
0.8056 |
0.8056 |
0.8021 |
|
| R1 |
0.8035 |
0.8035 |
0.8017 |
0.8023 |
| PP |
0.8011 |
0.8011 |
0.8011 |
0.8006 |
| S1 |
0.7990 |
0.7990 |
0.8009 |
0.7978 |
| S2 |
0.7966 |
0.7966 |
0.8005 |
|
| S3 |
0.7921 |
0.7945 |
0.8001 |
|
| S4 |
0.7876 |
0.7900 |
0.7988 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8330 |
0.8281 |
0.8029 |
|
| R3 |
0.8189 |
0.8140 |
0.7990 |
|
| R2 |
0.8048 |
0.8048 |
0.7977 |
|
| R1 |
0.7999 |
0.7999 |
0.7964 |
0.8024 |
| PP |
0.7907 |
0.7907 |
0.7907 |
0.7919 |
| S1 |
0.7858 |
0.7858 |
0.7938 |
0.7883 |
| S2 |
0.7766 |
0.7766 |
0.7925 |
|
| S3 |
0.7625 |
0.7717 |
0.7912 |
|
| S4 |
0.7484 |
0.7576 |
0.7873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8033 |
0.7814 |
0.0219 |
2.7% |
0.0068 |
0.8% |
91% |
True |
False |
54,709 |
| 10 |
0.8049 |
0.7814 |
0.0235 |
2.9% |
0.0071 |
0.9% |
85% |
False |
False |
59,507 |
| 20 |
0.8049 |
0.7781 |
0.0268 |
3.3% |
0.0083 |
1.0% |
87% |
False |
False |
63,019 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0081 |
1.0% |
79% |
False |
False |
32,451 |
| 60 |
0.8443 |
0.7781 |
0.0662 |
8.3% |
0.0085 |
1.1% |
35% |
False |
False |
21,822 |
| 80 |
0.8724 |
0.7781 |
0.0943 |
11.8% |
0.0075 |
0.9% |
25% |
False |
False |
16,477 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.7% |
0.0068 |
0.8% |
21% |
False |
False |
13,198 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.3% |
0.0063 |
0.8% |
20% |
False |
False |
11,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8224 |
|
2.618 |
0.8151 |
|
1.618 |
0.8106 |
|
1.000 |
0.8078 |
|
0.618 |
0.8061 |
|
HIGH |
0.8033 |
|
0.618 |
0.8016 |
|
0.500 |
0.8011 |
|
0.382 |
0.8005 |
|
LOW |
0.7988 |
|
0.618 |
0.7960 |
|
1.000 |
0.7943 |
|
1.618 |
0.7915 |
|
2.618 |
0.7870 |
|
4.250 |
0.7797 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8012 |
0.7991 |
| PP |
0.8011 |
0.7969 |
| S1 |
0.8011 |
0.7947 |
|