CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8311 |
0.8318 |
0.0007 |
0.1% |
0.8175 |
High |
0.8366 |
0.8330 |
-0.0036 |
-0.4% |
0.8256 |
Low |
0.8277 |
0.8237 |
-0.0040 |
-0.5% |
0.8120 |
Close |
0.8318 |
0.8268 |
-0.0050 |
-0.6% |
0.8211 |
Range |
0.0089 |
0.0093 |
0.0004 |
4.5% |
0.0136 |
ATR |
0.0084 |
0.0084 |
0.0001 |
0.8% |
0.0000 |
Volume |
79,515 |
74,672 |
-4,843 |
-6.1% |
273,061 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8557 |
0.8506 |
0.8319 |
|
R3 |
0.8464 |
0.8413 |
0.8294 |
|
R2 |
0.8371 |
0.8371 |
0.8285 |
|
R1 |
0.8320 |
0.8320 |
0.8277 |
0.8299 |
PP |
0.8278 |
0.8278 |
0.8278 |
0.8268 |
S1 |
0.8227 |
0.8227 |
0.8259 |
0.8206 |
S2 |
0.8185 |
0.8185 |
0.8251 |
|
S3 |
0.8092 |
0.8134 |
0.8242 |
|
S4 |
0.7999 |
0.8041 |
0.8217 |
|
|
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 |
0.8366 |
0.8194 |
0.0172 |
2.1% |
0.0077 |
0.9% |
43% |
False |
False |
63,660 |
10 |
0.8366 |
0.8120 |
0.0246 |
3.0% |
0.0078 |
0.9% |
60% |
False |
False |
63,454 |
20 |
0.8366 |
0.7888 |
0.0478 |
5.8% |
0.0082 |
1.0% |
79% |
False |
False |
65,446 |
40 |
0.8366 |
0.7781 |
0.0585 |
7.1% |
0.0084 |
1.0% |
83% |
False |
False |
62,355 |
60 |
0.8366 |
0.7781 |
0.0585 |
7.1% |
0.0083 |
1.0% |
83% |
False |
False |
42,010 |
80 |
0.8492 |
0.7781 |
0.0711 |
8.6% |
0.0084 |
1.0% |
68% |
False |
False |
31,635 |
100 |
0.8730 |
0.7781 |
0.0949 |
11.5% |
0.0076 |
0.9% |
51% |
False |
False |
25,390 |
120 |
0.8876 |
0.7781 |
0.1095 |
13.2% |
0.0070 |
0.8% |
44% |
False |
False |
21,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8725 |
2.618 |
0.8573 |
1.618 |
0.8480 |
1.000 |
0.8423 |
0.618 |
0.8387 |
HIGH |
0.8330 |
0.618 |
0.8294 |
0.500 |
0.8284 |
0.382 |
0.8273 |
LOW |
0.8237 |
0.618 |
0.8180 |
1.000 |
0.8144 |
1.618 |
0.8087 |
2.618 |
0.7994 |
4.250 |
0.7842 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8284 |
0.8302 |
PP |
0.8278 |
0.8290 |
S1 |
0.8273 |
0.8279 |
|