CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8227 |
0.8203 |
-0.0024 |
-0.3% |
0.8175 |
| High |
0.8256 |
0.8272 |
0.0016 |
0.2% |
0.8256 |
| Low |
0.8200 |
0.8194 |
-0.0006 |
-0.1% |
0.8120 |
| Close |
0.8211 |
0.8266 |
0.0055 |
0.7% |
0.8211 |
| Range |
0.0056 |
0.0078 |
0.0022 |
39.3% |
0.0136 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
54,013 |
51,228 |
-2,785 |
-5.2% |
273,061 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8478 |
0.8450 |
0.8309 |
|
| R3 |
0.8400 |
0.8372 |
0.8287 |
|
| R2 |
0.8322 |
0.8322 |
0.8280 |
|
| R1 |
0.8294 |
0.8294 |
0.8273 |
0.8308 |
| PP |
0.8244 |
0.8244 |
0.8244 |
0.8251 |
| S1 |
0.8216 |
0.8216 |
0.8259 |
0.8230 |
| S2 |
0.8166 |
0.8166 |
0.8252 |
|
| S3 |
0.8088 |
0.8138 |
0.8245 |
|
| S4 |
0.8010 |
0.8060 |
0.8223 |
|
|
| 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 |
0.8272 |
0.8120 |
0.0152 |
1.8% |
0.0070 |
0.8% |
96% |
True |
False |
54,955 |
| 10 |
0.8272 |
0.7928 |
0.0344 |
4.2% |
0.0094 |
1.1% |
98% |
True |
False |
72,025 |
| 20 |
0.8272 |
0.7814 |
0.0458 |
5.5% |
0.0081 |
1.0% |
99% |
True |
False |
64,054 |
| 40 |
0.8272 |
0.7781 |
0.0491 |
5.9% |
0.0083 |
1.0% |
99% |
True |
False |
57,321 |
| 60 |
0.8272 |
0.7781 |
0.0491 |
5.9% |
0.0086 |
1.0% |
99% |
True |
False |
38,497 |
| 80 |
0.8613 |
0.7781 |
0.0832 |
10.1% |
0.0083 |
1.0% |
58% |
False |
False |
28,986 |
| 100 |
0.8789 |
0.7781 |
0.1008 |
12.2% |
0.0075 |
0.9% |
48% |
False |
False |
23,266 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.2% |
0.0069 |
0.8% |
44% |
False |
False |
19,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8604 |
|
2.618 |
0.8476 |
|
1.618 |
0.8398 |
|
1.000 |
0.8350 |
|
0.618 |
0.8320 |
|
HIGH |
0.8272 |
|
0.618 |
0.8242 |
|
0.500 |
0.8233 |
|
0.382 |
0.8224 |
|
LOW |
0.8194 |
|
0.618 |
0.8146 |
|
1.000 |
0.8116 |
|
1.618 |
0.8068 |
|
2.618 |
0.7990 |
|
4.250 |
0.7863 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8255 |
0.8247 |
| PP |
0.8244 |
0.8227 |
| S1 |
0.8233 |
0.8208 |
|