CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8261 |
0.8326 |
0.0065 |
0.8% |
0.8215 |
High |
0.8344 |
0.8379 |
0.0035 |
0.4% |
0.8370 |
Low |
0.8255 |
0.8309 |
0.0054 |
0.7% |
0.8205 |
Close |
0.8331 |
0.8349 |
0.0018 |
0.2% |
0.8263 |
Range |
0.0089 |
0.0070 |
-0.0019 |
-21.3% |
0.0165 |
ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
49,320 |
63,550 |
14,230 |
28.9% |
288,107 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8556 |
0.8522 |
0.8388 |
|
R3 |
0.8486 |
0.8452 |
0.8368 |
|
R2 |
0.8416 |
0.8416 |
0.8362 |
|
R1 |
0.8382 |
0.8382 |
0.8355 |
0.8399 |
PP |
0.8346 |
0.8346 |
0.8346 |
0.8354 |
S1 |
0.8312 |
0.8312 |
0.8343 |
0.8329 |
S2 |
0.8276 |
0.8276 |
0.8336 |
|
S3 |
0.8206 |
0.8242 |
0.8330 |
|
S4 |
0.8136 |
0.8172 |
0.8311 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8774 |
0.8684 |
0.8354 |
|
R3 |
0.8609 |
0.8519 |
0.8308 |
|
R2 |
0.8444 |
0.8444 |
0.8293 |
|
R1 |
0.8354 |
0.8354 |
0.8278 |
0.8399 |
PP |
0.8279 |
0.8279 |
0.8279 |
0.8302 |
S1 |
0.8189 |
0.8189 |
0.8248 |
0.8234 |
S2 |
0.8114 |
0.8114 |
0.8233 |
|
S3 |
0.7949 |
0.8024 |
0.8218 |
|
S4 |
0.7784 |
0.7859 |
0.8172 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8379 |
0.8217 |
0.0162 |
1.9% |
0.0074 |
0.9% |
81% |
True |
False |
56,213 |
10 |
0.8379 |
0.8188 |
0.0191 |
2.3% |
0.0081 |
1.0% |
84% |
True |
False |
57,331 |
20 |
0.8379 |
0.8105 |
0.0274 |
3.3% |
0.0081 |
1.0% |
89% |
True |
False |
62,291 |
40 |
0.8379 |
0.7781 |
0.0598 |
7.2% |
0.0087 |
1.0% |
95% |
True |
False |
64,734 |
60 |
0.8379 |
0.7781 |
0.0598 |
7.2% |
0.0081 |
1.0% |
95% |
True |
False |
50,215 |
80 |
0.8379 |
0.7781 |
0.0598 |
7.2% |
0.0086 |
1.0% |
95% |
True |
False |
37,832 |
100 |
0.8613 |
0.7781 |
0.0832 |
10.0% |
0.0079 |
0.9% |
68% |
False |
False |
30,353 |
120 |
0.8876 |
0.7781 |
0.1095 |
13.1% |
0.0074 |
0.9% |
52% |
False |
False |
25,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8677 |
2.618 |
0.8562 |
1.618 |
0.8492 |
1.000 |
0.8449 |
0.618 |
0.8422 |
HIGH |
0.8379 |
0.618 |
0.8352 |
0.500 |
0.8344 |
0.382 |
0.8336 |
LOW |
0.8309 |
0.618 |
0.8266 |
1.000 |
0.8239 |
1.618 |
0.8196 |
2.618 |
0.8126 |
4.250 |
0.8012 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8347 |
0.8334 |
PP |
0.8346 |
0.8319 |
S1 |
0.8344 |
0.8305 |
|