CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8162 |
0.8227 |
0.0065 |
0.8% |
0.8175 |
| High |
0.8244 |
0.8256 |
0.0012 |
0.1% |
0.8256 |
| Low |
0.8144 |
0.8200 |
0.0056 |
0.7% |
0.8120 |
| Close |
0.8231 |
0.8211 |
-0.0020 |
-0.2% |
0.8211 |
| Range |
0.0100 |
0.0056 |
-0.0044 |
-44.0% |
0.0136 |
| ATR |
0.0087 |
0.0084 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
62,154 |
54,013 |
-8,141 |
-13.1% |
273,061 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8390 |
0.8357 |
0.8242 |
|
| R3 |
0.8334 |
0.8301 |
0.8226 |
|
| R2 |
0.8278 |
0.8278 |
0.8221 |
|
| R1 |
0.8245 |
0.8245 |
0.8216 |
0.8234 |
| PP |
0.8222 |
0.8222 |
0.8222 |
0.8217 |
| S1 |
0.8189 |
0.8189 |
0.8206 |
0.8178 |
| S2 |
0.8166 |
0.8166 |
0.8201 |
|
| S3 |
0.8110 |
0.8133 |
0.8196 |
|
| S4 |
0.8054 |
0.8077 |
0.8180 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8604 |
0.8543 |
0.8286 |
|
| R3 |
0.8468 |
0.8407 |
0.8248 |
|
| R2 |
0.8332 |
0.8332 |
0.8236 |
|
| R1 |
0.8271 |
0.8271 |
0.8223 |
0.8302 |
| PP |
0.8196 |
0.8196 |
0.8196 |
0.8211 |
| S1 |
0.8135 |
0.8135 |
0.8199 |
0.8166 |
| S2 |
0.8060 |
0.8060 |
0.8186 |
|
| S3 |
0.7924 |
0.7999 |
0.8174 |
|
| S4 |
0.7788 |
0.7863 |
0.8136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8256 |
0.8120 |
0.0136 |
1.7% |
0.0065 |
0.8% |
67% |
True |
False |
54,612 |
| 10 |
0.8267 |
0.7900 |
0.0367 |
4.5% |
0.0092 |
1.1% |
85% |
False |
False |
71,871 |
| 20 |
0.8267 |
0.7814 |
0.0453 |
5.5% |
0.0082 |
1.0% |
88% |
False |
False |
64,653 |
| 40 |
0.8267 |
0.7781 |
0.0486 |
5.9% |
0.0082 |
1.0% |
88% |
False |
False |
56,065 |
| 60 |
0.8267 |
0.7781 |
0.0486 |
5.9% |
0.0086 |
1.1% |
88% |
False |
False |
37,645 |
| 80 |
0.8613 |
0.7781 |
0.0832 |
10.1% |
0.0083 |
1.0% |
52% |
False |
False |
28,346 |
| 100 |
0.8796 |
0.7781 |
0.1015 |
12.4% |
0.0075 |
0.9% |
42% |
False |
False |
22,755 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.3% |
0.0069 |
0.8% |
39% |
False |
False |
18,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8494 |
|
2.618 |
0.8403 |
|
1.618 |
0.8347 |
|
1.000 |
0.8312 |
|
0.618 |
0.8291 |
|
HIGH |
0.8256 |
|
0.618 |
0.8235 |
|
0.500 |
0.8228 |
|
0.382 |
0.8221 |
|
LOW |
0.8200 |
|
0.618 |
0.8165 |
|
1.000 |
0.8144 |
|
1.618 |
0.8109 |
|
2.618 |
0.8053 |
|
4.250 |
0.7962 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8228 |
0.8205 |
| PP |
0.8222 |
0.8200 |
| S1 |
0.8217 |
0.8194 |
|