CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8197 |
0.8175 |
-0.0022 |
-0.3% |
0.7941 |
| High |
0.8267 |
0.8203 |
-0.0064 |
-0.8% |
0.8267 |
| Low |
0.8142 |
0.8150 |
0.0008 |
0.1% |
0.7900 |
| Close |
0.8163 |
0.8170 |
0.0007 |
0.1% |
0.8163 |
| Range |
0.0125 |
0.0053 |
-0.0072 |
-57.6% |
0.0367 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
97,197 |
49,514 |
-47,683 |
-49.1% |
445,655 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8333 |
0.8305 |
0.8199 |
|
| R3 |
0.8280 |
0.8252 |
0.8185 |
|
| R2 |
0.8227 |
0.8227 |
0.8180 |
|
| R1 |
0.8199 |
0.8199 |
0.8175 |
0.8187 |
| PP |
0.8174 |
0.8174 |
0.8174 |
0.8168 |
| S1 |
0.8146 |
0.8146 |
0.8165 |
0.8134 |
| S2 |
0.8121 |
0.8121 |
0.8160 |
|
| S3 |
0.8068 |
0.8093 |
0.8155 |
|
| S4 |
0.8015 |
0.8040 |
0.8141 |
|
|
| 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 |
0.7928 |
0.0339 |
4.1% |
0.0118 |
1.4% |
71% |
False |
False |
89,095 |
| 10 |
0.8267 |
0.7888 |
0.0379 |
4.6% |
0.0092 |
1.1% |
74% |
False |
False |
73,277 |
| 20 |
0.8267 |
0.7814 |
0.0453 |
5.5% |
0.0082 |
1.0% |
79% |
False |
False |
66,392 |
| 40 |
0.8267 |
0.7781 |
0.0486 |
5.9% |
0.0084 |
1.0% |
80% |
False |
False |
50,582 |
| 60 |
0.8267 |
0.7781 |
0.0486 |
5.9% |
0.0086 |
1.1% |
80% |
False |
False |
33,944 |
| 80 |
0.8613 |
0.7781 |
0.0832 |
10.2% |
0.0080 |
1.0% |
47% |
False |
False |
25,559 |
| 100 |
0.8863 |
0.7781 |
0.1082 |
13.2% |
0.0075 |
0.9% |
36% |
False |
False |
20,523 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.0% |
0.0068 |
0.8% |
34% |
False |
False |
17,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8428 |
|
2.618 |
0.8342 |
|
1.618 |
0.8289 |
|
1.000 |
0.8256 |
|
0.618 |
0.8236 |
|
HIGH |
0.8203 |
|
0.618 |
0.8183 |
|
0.500 |
0.8177 |
|
0.382 |
0.8170 |
|
LOW |
0.8150 |
|
0.618 |
0.8117 |
|
1.000 |
0.8097 |
|
1.618 |
0.8064 |
|
2.618 |
0.8011 |
|
4.250 |
0.7925 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8177 |
0.8186 |
| PP |
0.8174 |
0.8181 |
| S1 |
0.8172 |
0.8175 |
|