CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8006 |
0.7990 |
-0.0016 |
-0.2% |
0.7905 |
| High |
0.8011 |
0.8055 |
0.0044 |
0.5% |
0.8029 |
| Low |
0.7972 |
0.7950 |
-0.0022 |
-0.3% |
0.7809 |
| Close |
0.7987 |
0.7958 |
-0.0029 |
-0.4% |
0.8015 |
| Range |
0.0039 |
0.0105 |
0.0066 |
169.2% |
0.0220 |
| ATR |
0.0070 |
0.0073 |
0.0002 |
3.5% |
0.0000 |
| Volume |
157 |
329 |
172 |
109.6% |
1,421 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8303 |
0.8235 |
0.8016 |
|
| R3 |
0.8198 |
0.8130 |
0.7987 |
|
| R2 |
0.8093 |
0.8093 |
0.7977 |
|
| R1 |
0.8025 |
0.8025 |
0.7968 |
0.8007 |
| PP |
0.7988 |
0.7988 |
0.7988 |
0.7978 |
| S1 |
0.7920 |
0.7920 |
0.7948 |
0.7902 |
| S2 |
0.7883 |
0.7883 |
0.7939 |
|
| S3 |
0.7778 |
0.7815 |
0.7929 |
|
| S4 |
0.7673 |
0.7710 |
0.7900 |
|
|
| 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 |
0.8055 |
0.7892 |
0.0163 |
2.0% |
0.0063 |
0.8% |
40% |
True |
False |
216 |
| 10 |
0.8055 |
0.7809 |
0.0246 |
3.1% |
0.0068 |
0.9% |
61% |
True |
False |
270 |
| 20 |
0.8055 |
0.7777 |
0.0278 |
3.5% |
0.0076 |
1.0% |
65% |
True |
False |
239 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.7% |
0.0064 |
0.8% |
61% |
False |
False |
199 |
| 60 |
0.8383 |
0.7777 |
0.0606 |
7.6% |
0.0066 |
0.8% |
30% |
False |
False |
154 |
| 80 |
0.8622 |
0.7777 |
0.0845 |
10.6% |
0.0057 |
0.7% |
21% |
False |
False |
127 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.4% |
0.0047 |
0.6% |
17% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8501 |
|
2.618 |
0.8330 |
|
1.618 |
0.8225 |
|
1.000 |
0.8160 |
|
0.618 |
0.8120 |
|
HIGH |
0.8055 |
|
0.618 |
0.8015 |
|
0.500 |
0.8003 |
|
0.382 |
0.7990 |
|
LOW |
0.7950 |
|
0.618 |
0.7885 |
|
1.000 |
0.7845 |
|
1.618 |
0.7780 |
|
2.618 |
0.7675 |
|
4.250 |
0.7504 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8003 |
0.8003 |
| PP |
0.7988 |
0.7988 |
| S1 |
0.7973 |
0.7973 |
|