CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8138 |
0.8162 |
0.0024 |
0.3% |
0.7941 |
High |
0.8188 |
0.8244 |
0.0056 |
0.7% |
0.8267 |
Low |
0.8132 |
0.8144 |
0.0012 |
0.1% |
0.7900 |
Close |
0.8168 |
0.8231 |
0.0063 |
0.8% |
0.8163 |
Range |
0.0056 |
0.0100 |
0.0044 |
78.6% |
0.0367 |
ATR |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0000 |
Volume |
46,676 |
62,154 |
15,478 |
33.2% |
445,655 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8506 |
0.8469 |
0.8286 |
|
R3 |
0.8406 |
0.8369 |
0.8259 |
|
R2 |
0.8306 |
0.8306 |
0.8249 |
|
R1 |
0.8269 |
0.8269 |
0.8240 |
0.8288 |
PP |
0.8206 |
0.8206 |
0.8206 |
0.8216 |
S1 |
0.8169 |
0.8169 |
0.8222 |
0.8188 |
S2 |
0.8106 |
0.8106 |
0.8213 |
|
S3 |
0.8006 |
0.8069 |
0.8204 |
|
S4 |
0.7906 |
0.7969 |
0.8176 |
|
|
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 |
0.8120 |
0.0147 |
1.8% |
0.0079 |
1.0% |
76% |
False |
False |
63,249 |
10 |
0.8267 |
0.7888 |
0.0379 |
4.6% |
0.0092 |
1.1% |
91% |
False |
False |
72,202 |
20 |
0.8267 |
0.7814 |
0.0453 |
5.5% |
0.0083 |
1.0% |
92% |
False |
False |
65,892 |
40 |
0.8267 |
0.7781 |
0.0486 |
5.9% |
0.0083 |
1.0% |
93% |
False |
False |
54,738 |
60 |
0.8267 |
0.7781 |
0.0486 |
5.9% |
0.0087 |
1.1% |
93% |
False |
False |
36,756 |
80 |
0.8613 |
0.7781 |
0.0832 |
10.1% |
0.0082 |
1.0% |
54% |
False |
False |
27,672 |
100 |
0.8810 |
0.7781 |
0.1029 |
12.5% |
0.0076 |
0.9% |
44% |
False |
False |
22,215 |
120 |
0.8892 |
0.7781 |
0.1111 |
13.5% |
0.0069 |
0.8% |
41% |
False |
False |
18,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8669 |
2.618 |
0.8506 |
1.618 |
0.8406 |
1.000 |
0.8344 |
0.618 |
0.8306 |
HIGH |
0.8244 |
0.618 |
0.8206 |
0.500 |
0.8194 |
0.382 |
0.8182 |
LOW |
0.8144 |
0.618 |
0.8082 |
1.000 |
0.8044 |
1.618 |
0.7982 |
2.618 |
0.7882 |
4.250 |
0.7719 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8219 |
0.8215 |
PP |
0.8206 |
0.8198 |
S1 |
0.8194 |
0.8182 |
|