CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7945 |
0.7990 |
0.0045 |
0.6% |
0.7905 |
| High |
0.8029 |
0.8020 |
-0.0009 |
-0.1% |
0.8029 |
| Low |
0.7945 |
0.7985 |
0.0040 |
0.5% |
0.7809 |
| Close |
0.8015 |
0.8004 |
-0.0011 |
-0.1% |
0.8015 |
| Range |
0.0084 |
0.0035 |
-0.0049 |
-58.3% |
0.0220 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
189 |
187 |
-2 |
-1.1% |
1,421 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8108 |
0.8091 |
0.8023 |
|
| R3 |
0.8073 |
0.8056 |
0.8014 |
|
| R2 |
0.8038 |
0.8038 |
0.8010 |
|
| R1 |
0.8021 |
0.8021 |
0.8007 |
0.8030 |
| PP |
0.8003 |
0.8003 |
0.8003 |
0.8007 |
| S1 |
0.7986 |
0.7986 |
0.8001 |
0.7995 |
| S2 |
0.7968 |
0.7968 |
0.7998 |
|
| S3 |
0.7933 |
0.7951 |
0.7994 |
|
| S4 |
0.7898 |
0.7916 |
0.7985 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8611 |
0.8533 |
0.8136 |
|
| R3 |
0.8391 |
0.8313 |
0.8076 |
|
| R2 |
0.8171 |
0.8171 |
0.8055 |
|
| R1 |
0.8093 |
0.8093 |
0.8035 |
0.8132 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7971 |
| S1 |
0.7873 |
0.7873 |
0.7995 |
0.7912 |
| S2 |
0.7731 |
0.7731 |
0.7975 |
|
| S3 |
0.7511 |
0.7653 |
0.7955 |
|
| S4 |
0.7291 |
0.7433 |
0.7894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8029 |
0.7809 |
0.0220 |
2.7% |
0.0065 |
0.8% |
89% |
False |
False |
253 |
| 10 |
0.8040 |
0.7809 |
0.0231 |
2.9% |
0.0064 |
0.8% |
84% |
False |
False |
238 |
| 20 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0075 |
0.9% |
86% |
False |
False |
223 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.7% |
0.0064 |
0.8% |
76% |
False |
False |
188 |
| 60 |
0.8388 |
0.7777 |
0.0611 |
7.6% |
0.0065 |
0.8% |
37% |
False |
False |
147 |
| 80 |
0.8662 |
0.7777 |
0.0885 |
11.1% |
0.0055 |
0.7% |
26% |
False |
False |
122 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.3% |
0.0046 |
0.6% |
21% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8169 |
|
2.618 |
0.8112 |
|
1.618 |
0.8077 |
|
1.000 |
0.8055 |
|
0.618 |
0.8042 |
|
HIGH |
0.8020 |
|
0.618 |
0.8007 |
|
0.500 |
0.8003 |
|
0.382 |
0.7998 |
|
LOW |
0.7985 |
|
0.618 |
0.7963 |
|
1.000 |
0.7950 |
|
1.618 |
0.7928 |
|
2.618 |
0.7893 |
|
4.250 |
0.7836 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8004 |
0.7990 |
| PP |
0.8003 |
0.7975 |
| S1 |
0.8003 |
0.7961 |
|