CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 21-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8175 |
0.8173 |
-0.0002 |
0.0% |
0.7941 |
High |
0.8203 |
0.8181 |
-0.0022 |
-0.3% |
0.8267 |
Low |
0.8150 |
0.8120 |
-0.0030 |
-0.4% |
0.7900 |
Close |
0.8170 |
0.8131 |
-0.0039 |
-0.5% |
0.8163 |
Range |
0.0053 |
0.0061 |
0.0008 |
15.1% |
0.0367 |
ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
49,514 |
60,704 |
11,190 |
22.6% |
445,655 |
|
Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8327 |
0.8290 |
0.8165 |
|
R3 |
0.8266 |
0.8229 |
0.8148 |
|
R2 |
0.8205 |
0.8205 |
0.8142 |
|
R1 |
0.8168 |
0.8168 |
0.8137 |
0.8156 |
PP |
0.8144 |
0.8144 |
0.8144 |
0.8138 |
S1 |
0.8107 |
0.8107 |
0.8125 |
0.8095 |
S2 |
0.8083 |
0.8083 |
0.8120 |
|
S3 |
0.8022 |
0.8046 |
0.8114 |
|
S4 |
0.7961 |
0.7985 |
0.8097 |
|
|
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 |
0.7948 |
0.0319 |
3.9% |
0.0110 |
1.4% |
57% |
False |
False |
89,107 |
10 |
0.8267 |
0.7888 |
0.0379 |
4.7% |
0.0094 |
1.2% |
64% |
False |
False |
74,401 |
20 |
0.8267 |
0.7814 |
0.0453 |
5.6% |
0.0081 |
1.0% |
70% |
False |
False |
66,693 |
40 |
0.8267 |
0.7781 |
0.0486 |
6.0% |
0.0084 |
1.0% |
72% |
False |
False |
52,082 |
60 |
0.8267 |
0.7781 |
0.0486 |
6.0% |
0.0086 |
1.1% |
72% |
False |
False |
34,949 |
80 |
0.8613 |
0.7781 |
0.0832 |
10.2% |
0.0081 |
1.0% |
42% |
False |
False |
26,315 |
100 |
0.8863 |
0.7781 |
0.1082 |
13.3% |
0.0075 |
0.9% |
32% |
False |
False |
21,128 |
120 |
0.8928 |
0.7781 |
0.1147 |
14.1% |
0.0068 |
0.8% |
31% |
False |
False |
17,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8440 |
2.618 |
0.8341 |
1.618 |
0.8280 |
1.000 |
0.8242 |
0.618 |
0.8219 |
HIGH |
0.8181 |
0.618 |
0.8158 |
0.500 |
0.8151 |
0.382 |
0.8143 |
LOW |
0.8120 |
0.618 |
0.8082 |
1.000 |
0.8059 |
1.618 |
0.8021 |
2.618 |
0.7960 |
4.250 |
0.7861 |
|
|
Fisher Pivots for day following 21-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8151 |
0.8194 |
PP |
0.8144 |
0.8173 |
S1 |
0.8138 |
0.8152 |
|