CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7941 |
0.7932 |
-0.0009 |
-0.1% |
0.8020 |
| High |
0.7953 |
0.8029 |
0.0076 |
1.0% |
0.8065 |
| Low |
0.7900 |
0.7928 |
0.0028 |
0.4% |
0.7888 |
| Close |
0.7931 |
0.8000 |
0.0069 |
0.9% |
0.7938 |
| Range |
0.0053 |
0.0101 |
0.0048 |
90.6% |
0.0177 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.1% |
0.0000 |
| Volume |
49,693 |
60,641 |
10,948 |
22.0% |
274,154 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8289 |
0.8245 |
0.8056 |
|
| R3 |
0.8188 |
0.8144 |
0.8028 |
|
| R2 |
0.8087 |
0.8087 |
0.8019 |
|
| R1 |
0.8043 |
0.8043 |
0.8009 |
0.8065 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7997 |
| S1 |
0.7942 |
0.7942 |
0.7991 |
0.7964 |
| S2 |
0.7885 |
0.7885 |
0.7981 |
|
| S3 |
0.7784 |
0.7841 |
0.7972 |
|
| S4 |
0.7683 |
0.7740 |
0.7944 |
|
|
| 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% |
0.0078 |
1.0% |
63% |
False |
False |
59,694 |
| 10 |
0.8065 |
0.7814 |
0.0251 |
3.1% |
0.0071 |
0.9% |
74% |
False |
False |
57,492 |
| 20 |
0.8065 |
0.7781 |
0.0284 |
3.6% |
0.0084 |
1.1% |
77% |
False |
False |
63,628 |
| 40 |
0.8076 |
0.7781 |
0.0295 |
3.7% |
0.0078 |
1.0% |
74% |
False |
False |
41,068 |
| 60 |
0.8340 |
0.7781 |
0.0559 |
7.0% |
0.0085 |
1.1% |
39% |
False |
False |
27,596 |
| 80 |
0.8613 |
0.7781 |
0.0832 |
10.4% |
0.0077 |
1.0% |
26% |
False |
False |
20,802 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.7% |
0.0071 |
0.9% |
20% |
False |
False |
16,676 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.3% |
0.0065 |
0.8% |
19% |
False |
False |
13,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8458 |
|
2.618 |
0.8293 |
|
1.618 |
0.8192 |
|
1.000 |
0.8130 |
|
0.618 |
0.8091 |
|
HIGH |
0.8029 |
|
0.618 |
0.7990 |
|
0.500 |
0.7979 |
|
0.382 |
0.7967 |
|
LOW |
0.7928 |
|
0.618 |
0.7866 |
|
1.000 |
0.7827 |
|
1.618 |
0.7765 |
|
2.618 |
0.7664 |
|
4.250 |
0.7499 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7993 |
0.7986 |
| PP |
0.7986 |
0.7972 |
| S1 |
0.7979 |
0.7959 |
|