CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.8129 |
0.0129 |
1.6% |
0.8020 |
| High |
0.8136 |
0.8229 |
0.0093 |
1.1% |
0.8065 |
| Low |
0.7948 |
0.8105 |
0.0157 |
2.0% |
0.7888 |
| Close |
0.8121 |
0.8209 |
0.0088 |
1.1% |
0.7938 |
| Range |
0.0188 |
0.0124 |
-0.0064 |
-34.0% |
0.0177 |
| ATR |
0.0088 |
0.0090 |
0.0003 |
3.0% |
0.0000 |
| Volume |
125,478 |
112,646 |
-12,832 |
-10.2% |
274,154 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8553 |
0.8505 |
0.8277 |
|
| R3 |
0.8429 |
0.8381 |
0.8243 |
|
| R2 |
0.8305 |
0.8305 |
0.8232 |
|
| R1 |
0.8257 |
0.8257 |
0.8220 |
0.8281 |
| PP |
0.8181 |
0.8181 |
0.8181 |
0.8193 |
| S1 |
0.8133 |
0.8133 |
0.8198 |
0.8157 |
| S2 |
0.8057 |
0.8057 |
0.8186 |
|
| S3 |
0.7933 |
0.8009 |
0.8175 |
|
| S4 |
0.7809 |
0.7885 |
0.8141 |
|
|
| 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 |
0.8229 |
0.7888 |
0.0341 |
4.2% |
0.0105 |
1.3% |
94% |
True |
False |
81,156 |
| 10 |
0.8229 |
0.7888 |
0.0341 |
4.2% |
0.0085 |
1.0% |
94% |
True |
False |
67,438 |
| 20 |
0.8229 |
0.7814 |
0.0415 |
5.1% |
0.0086 |
1.1% |
95% |
True |
False |
67,139 |
| 40 |
0.8229 |
0.7781 |
0.0448 |
5.5% |
0.0083 |
1.0% |
96% |
True |
False |
46,986 |
| 60 |
0.8275 |
0.7781 |
0.0494 |
6.0% |
0.0088 |
1.1% |
87% |
False |
False |
31,549 |
| 80 |
0.8613 |
0.7781 |
0.0832 |
10.1% |
0.0079 |
1.0% |
51% |
False |
False |
23,728 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.3% |
0.0073 |
0.9% |
39% |
False |
False |
19,057 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.0% |
0.0066 |
0.8% |
37% |
False |
False |
15,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8756 |
|
2.618 |
0.8554 |
|
1.618 |
0.8430 |
|
1.000 |
0.8353 |
|
0.618 |
0.8306 |
|
HIGH |
0.8229 |
|
0.618 |
0.8182 |
|
0.500 |
0.8167 |
|
0.382 |
0.8152 |
|
LOW |
0.8105 |
|
0.618 |
0.8028 |
|
1.000 |
0.7981 |
|
1.618 |
0.7904 |
|
2.618 |
0.7780 |
|
4.250 |
0.7578 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8195 |
0.8166 |
| PP |
0.8181 |
0.8122 |
| S1 |
0.8167 |
0.8079 |
|