CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8129 |
0.8197 |
0.0068 |
0.8% |
0.7941 |
| High |
0.8229 |
0.8267 |
0.0038 |
0.5% |
0.8267 |
| Low |
0.8105 |
0.8142 |
0.0037 |
0.5% |
0.7900 |
| Close |
0.8209 |
0.8163 |
-0.0046 |
-0.6% |
0.8163 |
| Range |
0.0124 |
0.0125 |
0.0001 |
0.8% |
0.0367 |
| ATR |
0.0090 |
0.0093 |
0.0002 |
2.7% |
0.0000 |
| Volume |
112,646 |
97,197 |
-15,449 |
-13.7% |
445,655 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8566 |
0.8489 |
0.8232 |
|
| R3 |
0.8441 |
0.8364 |
0.8197 |
|
| R2 |
0.8316 |
0.8316 |
0.8186 |
|
| R1 |
0.8239 |
0.8239 |
0.8174 |
0.8215 |
| PP |
0.8191 |
0.8191 |
0.8191 |
0.8179 |
| S1 |
0.8114 |
0.8114 |
0.8152 |
0.8090 |
| S2 |
0.8066 |
0.8066 |
0.8140 |
|
| S3 |
0.7941 |
0.7989 |
0.8129 |
|
| S4 |
0.7816 |
0.7864 |
0.8094 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9211 |
0.9054 |
0.8365 |
|
| R3 |
0.8844 |
0.8687 |
0.8264 |
|
| R2 |
0.8477 |
0.8477 |
0.8230 |
|
| R1 |
0.8320 |
0.8320 |
0.8197 |
0.8399 |
| PP |
0.8110 |
0.8110 |
0.8110 |
0.8149 |
| S1 |
0.7953 |
0.7953 |
0.8129 |
0.8032 |
| S2 |
0.7743 |
0.7743 |
0.8096 |
|
| S3 |
0.7376 |
0.7586 |
0.8062 |
|
| S4 |
0.7009 |
0.7219 |
0.7961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8267 |
0.7900 |
0.0367 |
4.5% |
0.0118 |
1.4% |
72% |
True |
False |
89,131 |
| 10 |
0.8267 |
0.7888 |
0.0379 |
4.6% |
0.0092 |
1.1% |
73% |
True |
False |
71,980 |
| 20 |
0.8267 |
0.7814 |
0.0453 |
5.5% |
0.0085 |
1.0% |
77% |
True |
False |
68,250 |
| 40 |
0.8267 |
0.7781 |
0.0486 |
6.0% |
0.0084 |
1.0% |
79% |
True |
False |
49,400 |
| 60 |
0.8267 |
0.7781 |
0.0486 |
6.0% |
0.0086 |
1.1% |
79% |
True |
False |
33,157 |
| 80 |
0.8613 |
0.7781 |
0.0832 |
10.2% |
0.0080 |
1.0% |
46% |
False |
False |
24,941 |
| 100 |
0.8876 |
0.7781 |
0.1095 |
13.4% |
0.0075 |
0.9% |
35% |
False |
False |
20,028 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.1% |
0.0067 |
0.8% |
33% |
False |
False |
16,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8798 |
|
2.618 |
0.8594 |
|
1.618 |
0.8469 |
|
1.000 |
0.8392 |
|
0.618 |
0.8344 |
|
HIGH |
0.8267 |
|
0.618 |
0.8219 |
|
0.500 |
0.8205 |
|
0.382 |
0.8190 |
|
LOW |
0.8142 |
|
0.618 |
0.8065 |
|
1.000 |
0.8017 |
|
1.618 |
0.7940 |
|
2.618 |
0.7815 |
|
4.250 |
0.7611 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8205 |
0.8145 |
| PP |
0.8191 |
0.8126 |
| S1 |
0.8177 |
0.8108 |
|