CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 07-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8020 |
0.8007 |
-0.0013 |
-0.2% |
0.7926 |
High |
0.8033 |
0.8021 |
-0.0012 |
-0.1% |
0.7955 |
Low |
0.7988 |
0.7978 |
-0.0010 |
-0.1% |
0.7814 |
Close |
0.8013 |
0.7996 |
-0.0017 |
-0.2% |
0.7951 |
Range |
0.0045 |
0.0043 |
-0.0002 |
-4.4% |
0.0141 |
ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
36,546 |
49,469 |
12,923 |
35.4% |
236,999 |
|
Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8127 |
0.8105 |
0.8020 |
|
R3 |
0.8084 |
0.8062 |
0.8008 |
|
R2 |
0.8041 |
0.8041 |
0.8004 |
|
R1 |
0.8019 |
0.8019 |
0.8000 |
0.8009 |
PP |
0.7998 |
0.7998 |
0.7998 |
0.7993 |
S1 |
0.7976 |
0.7976 |
0.7992 |
0.7966 |
S2 |
0.7955 |
0.7955 |
0.7988 |
|
S3 |
0.7912 |
0.7933 |
0.7984 |
|
S4 |
0.7869 |
0.7890 |
0.7972 |
|
|
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% |
0.0063 |
0.8% |
83% |
False |
False |
55,289 |
10 |
0.8049 |
0.7814 |
0.0235 |
2.9% |
0.0068 |
0.8% |
77% |
False |
False |
58,985 |
20 |
0.8049 |
0.7781 |
0.0268 |
3.4% |
0.0084 |
1.0% |
80% |
False |
False |
64,006 |
40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0079 |
1.0% |
73% |
False |
False |
33,662 |
60 |
0.8440 |
0.7781 |
0.0659 |
8.2% |
0.0085 |
1.1% |
33% |
False |
False |
22,644 |
80 |
0.8688 |
0.7781 |
0.0907 |
11.3% |
0.0074 |
0.9% |
24% |
False |
False |
17,094 |
100 |
0.8876 |
0.7781 |
0.1095 |
13.7% |
0.0068 |
0.8% |
20% |
False |
False |
13,692 |
120 |
0.8928 |
0.7781 |
0.1147 |
14.3% |
0.0063 |
0.8% |
19% |
False |
False |
11,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8204 |
2.618 |
0.8134 |
1.618 |
0.8091 |
1.000 |
0.8064 |
0.618 |
0.8048 |
HIGH |
0.8021 |
0.618 |
0.8005 |
0.500 |
0.8000 |
0.382 |
0.7994 |
LOW |
0.7978 |
0.618 |
0.7951 |
1.000 |
0.7935 |
1.618 |
0.7908 |
2.618 |
0.7865 |
4.250 |
0.7795 |
|
|
Fisher Pivots for day following 07-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8000 |
0.7985 |
PP |
0.7998 |
0.7974 |
S1 |
0.7997 |
0.7964 |
|