CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7990 |
0.8006 |
0.0016 |
0.2% |
0.7905 |
| High |
0.8020 |
0.8011 |
-0.0009 |
-0.1% |
0.8029 |
| Low |
0.7985 |
0.7972 |
-0.0013 |
-0.2% |
0.7809 |
| Close |
0.8004 |
0.7987 |
-0.0017 |
-0.2% |
0.8015 |
| Range |
0.0035 |
0.0039 |
0.0004 |
11.4% |
0.0220 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
187 |
157 |
-30 |
-16.0% |
1,421 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8107 |
0.8086 |
0.8008 |
|
| R3 |
0.8068 |
0.8047 |
0.7998 |
|
| R2 |
0.8029 |
0.8029 |
0.7994 |
|
| R1 |
0.8008 |
0.8008 |
0.7991 |
0.7999 |
| PP |
0.7990 |
0.7990 |
0.7990 |
0.7986 |
| S1 |
0.7969 |
0.7969 |
0.7983 |
0.7960 |
| S2 |
0.7951 |
0.7951 |
0.7980 |
|
| S3 |
0.7912 |
0.7930 |
0.7976 |
|
| S4 |
0.7873 |
0.7891 |
0.7966 |
|
|
| 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 |
0.7857 |
0.0172 |
2.2% |
0.0058 |
0.7% |
76% |
False |
False |
220 |
| 10 |
0.8040 |
0.7809 |
0.0231 |
2.9% |
0.0061 |
0.8% |
77% |
False |
False |
247 |
| 20 |
0.8040 |
0.7777 |
0.0263 |
3.3% |
0.0074 |
0.9% |
80% |
False |
False |
228 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.7% |
0.0064 |
0.8% |
70% |
False |
False |
191 |
| 60 |
0.8383 |
0.7777 |
0.0606 |
7.6% |
0.0065 |
0.8% |
35% |
False |
False |
149 |
| 80 |
0.8627 |
0.7777 |
0.0850 |
10.6% |
0.0055 |
0.7% |
25% |
False |
False |
124 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.3% |
0.0046 |
0.6% |
20% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8177 |
|
2.618 |
0.8113 |
|
1.618 |
0.8074 |
|
1.000 |
0.8050 |
|
0.618 |
0.8035 |
|
HIGH |
0.8011 |
|
0.618 |
0.7996 |
|
0.500 |
0.7992 |
|
0.382 |
0.7987 |
|
LOW |
0.7972 |
|
0.618 |
0.7948 |
|
1.000 |
0.7933 |
|
1.618 |
0.7909 |
|
2.618 |
0.7870 |
|
4.250 |
0.7806 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7992 |
0.7987 |
| PP |
0.7990 |
0.7987 |
| S1 |
0.7989 |
0.7987 |
|