CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7932 |
0.8000 |
0.0068 |
0.9% |
0.8020 |
| High |
0.8029 |
0.8136 |
0.0107 |
1.3% |
0.8065 |
| Low |
0.7928 |
0.7948 |
0.0020 |
0.3% |
0.7888 |
| Close |
0.8000 |
0.8121 |
0.0121 |
1.5% |
0.7938 |
| Range |
0.0101 |
0.0188 |
0.0087 |
86.1% |
0.0177 |
| ATR |
0.0080 |
0.0088 |
0.0008 |
9.6% |
0.0000 |
| Volume |
60,641 |
125,478 |
64,837 |
106.9% |
274,154 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8632 |
0.8565 |
0.8224 |
|
| R3 |
0.8444 |
0.8377 |
0.8173 |
|
| R2 |
0.8256 |
0.8256 |
0.8155 |
|
| R1 |
0.8189 |
0.8189 |
0.8138 |
0.8223 |
| PP |
0.8068 |
0.8068 |
0.8068 |
0.8085 |
| S1 |
0.8001 |
0.8001 |
0.8104 |
0.8035 |
| S2 |
0.7880 |
0.7880 |
0.8087 |
|
| S3 |
0.7692 |
0.7813 |
0.8069 |
|
| S4 |
0.7504 |
0.7625 |
0.8018 |
|
|
| 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 |
0.8136 |
0.7888 |
0.0248 |
3.1% |
0.0094 |
1.2% |
94% |
True |
False |
68,930 |
| 10 |
0.8136 |
0.7860 |
0.0276 |
3.4% |
0.0081 |
1.0% |
95% |
True |
False |
62,136 |
| 20 |
0.8136 |
0.7781 |
0.0355 |
4.4% |
0.0092 |
1.1% |
96% |
True |
False |
67,177 |
| 40 |
0.8136 |
0.7781 |
0.0355 |
4.4% |
0.0081 |
1.0% |
96% |
True |
False |
44,177 |
| 60 |
0.8340 |
0.7781 |
0.0559 |
6.9% |
0.0087 |
1.1% |
61% |
False |
False |
29,679 |
| 80 |
0.8613 |
0.7781 |
0.0832 |
10.2% |
0.0078 |
1.0% |
41% |
False |
False |
22,369 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.5% |
0.0072 |
0.9% |
31% |
False |
False |
17,931 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.1% |
0.0066 |
0.8% |
30% |
False |
False |
14,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8935 |
|
2.618 |
0.8628 |
|
1.618 |
0.8440 |
|
1.000 |
0.8324 |
|
0.618 |
0.8252 |
|
HIGH |
0.8136 |
|
0.618 |
0.8064 |
|
0.500 |
0.8042 |
|
0.382 |
0.8020 |
|
LOW |
0.7948 |
|
0.618 |
0.7832 |
|
1.000 |
0.7760 |
|
1.618 |
0.7644 |
|
2.618 |
0.7456 |
|
4.250 |
0.7149 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8095 |
0.8087 |
| PP |
0.8068 |
0.8052 |
| S1 |
0.8042 |
0.8018 |
|