CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7965 |
0.7940 |
-0.0025 |
-0.3% |
0.8020 |
| High |
0.7987 |
0.7949 |
-0.0038 |
-0.5% |
0.8065 |
| Low |
0.7921 |
0.7888 |
-0.0033 |
-0.4% |
0.7888 |
| Close |
0.7930 |
0.7938 |
0.0008 |
0.1% |
0.7938 |
| Range |
0.0066 |
0.0061 |
-0.0005 |
-7.6% |
0.0177 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
51,520 |
57,322 |
5,802 |
11.3% |
274,154 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8108 |
0.8084 |
0.7972 |
|
| R3 |
0.8047 |
0.8023 |
0.7955 |
|
| R2 |
0.7986 |
0.7986 |
0.7949 |
|
| R1 |
0.7962 |
0.7962 |
0.7944 |
0.7944 |
| PP |
0.7925 |
0.7925 |
0.7925 |
0.7916 |
| S1 |
0.7901 |
0.7901 |
0.7932 |
0.7883 |
| S2 |
0.7864 |
0.7864 |
0.7927 |
|
| S3 |
0.7803 |
0.7840 |
0.7921 |
|
| S4 |
0.7742 |
0.7779 |
0.7904 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8495 |
0.8393 |
0.8035 |
|
| R3 |
0.8318 |
0.8216 |
0.7987 |
|
| R2 |
0.8141 |
0.8141 |
0.7970 |
|
| R1 |
0.8039 |
0.8039 |
0.7954 |
0.8002 |
| PP |
0.7964 |
0.7964 |
0.7964 |
0.7945 |
| S1 |
0.7862 |
0.7862 |
0.7922 |
0.7825 |
| S2 |
0.7787 |
0.7787 |
0.7906 |
|
| S3 |
0.7610 |
0.7685 |
0.7889 |
|
| S4 |
0.7433 |
0.7508 |
0.7841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8065 |
0.7888 |
0.0177 |
2.2% |
0.0065 |
0.8% |
28% |
False |
True |
54,830 |
| 10 |
0.8065 |
0.7814 |
0.0251 |
3.2% |
0.0072 |
0.9% |
49% |
False |
False |
57,436 |
| 20 |
0.8065 |
0.7781 |
0.0284 |
3.6% |
0.0084 |
1.1% |
55% |
False |
False |
66,508 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0079 |
1.0% |
53% |
False |
False |
38,332 |
| 60 |
0.8435 |
0.7781 |
0.0654 |
8.2% |
0.0086 |
1.1% |
24% |
False |
False |
25,771 |
| 80 |
0.8613 |
0.7781 |
0.0832 |
10.5% |
0.0076 |
1.0% |
19% |
False |
False |
19,426 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.8% |
0.0070 |
0.9% |
14% |
False |
False |
15,573 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.4% |
0.0064 |
0.8% |
14% |
False |
False |
12,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8208 |
|
2.618 |
0.8109 |
|
1.618 |
0.8048 |
|
1.000 |
0.8010 |
|
0.618 |
0.7987 |
|
HIGH |
0.7949 |
|
0.618 |
0.7926 |
|
0.500 |
0.7919 |
|
0.382 |
0.7911 |
|
LOW |
0.7888 |
|
0.618 |
0.7850 |
|
1.000 |
0.7827 |
|
1.618 |
0.7789 |
|
2.618 |
0.7728 |
|
4.250 |
0.7629 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7932 |
0.7977 |
| PP |
0.7925 |
0.7964 |
| S1 |
0.7919 |
0.7951 |
|