CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7990 |
0.7959 |
-0.0031 |
-0.4% |
0.7905 |
| High |
0.8055 |
0.7972 |
-0.0083 |
-1.0% |
0.8029 |
| Low |
0.7950 |
0.7915 |
-0.0035 |
-0.4% |
0.7809 |
| Close |
0.7958 |
0.7921 |
-0.0037 |
-0.5% |
0.8015 |
| Range |
0.0105 |
0.0057 |
-0.0048 |
-45.7% |
0.0220 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
329 |
743 |
414 |
125.8% |
1,421 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8107 |
0.8071 |
0.7952 |
|
| R3 |
0.8050 |
0.8014 |
0.7937 |
|
| R2 |
0.7993 |
0.7993 |
0.7931 |
|
| R1 |
0.7957 |
0.7957 |
0.7926 |
0.7947 |
| PP |
0.7936 |
0.7936 |
0.7936 |
0.7931 |
| S1 |
0.7900 |
0.7900 |
0.7916 |
0.7890 |
| S2 |
0.7879 |
0.7879 |
0.7911 |
|
| S3 |
0.7822 |
0.7843 |
0.7905 |
|
| S4 |
0.7765 |
0.7786 |
0.7890 |
|
|
| 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 |
0.7915 |
0.0140 |
1.8% |
0.0064 |
0.8% |
4% |
False |
True |
321 |
| 10 |
0.8055 |
0.7809 |
0.0246 |
3.1% |
0.0068 |
0.9% |
46% |
False |
False |
336 |
| 20 |
0.8055 |
0.7777 |
0.0278 |
3.5% |
0.0075 |
0.9% |
52% |
False |
False |
242 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.8% |
0.0065 |
0.8% |
48% |
False |
False |
214 |
| 60 |
0.8383 |
0.7777 |
0.0606 |
7.7% |
0.0066 |
0.8% |
24% |
False |
False |
166 |
| 80 |
0.8586 |
0.7777 |
0.0809 |
10.2% |
0.0057 |
0.7% |
18% |
False |
False |
135 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.5% |
0.0048 |
0.6% |
14% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8214 |
|
2.618 |
0.8121 |
|
1.618 |
0.8064 |
|
1.000 |
0.8029 |
|
0.618 |
0.8007 |
|
HIGH |
0.7972 |
|
0.618 |
0.7950 |
|
0.500 |
0.7944 |
|
0.382 |
0.7937 |
|
LOW |
0.7915 |
|
0.618 |
0.7880 |
|
1.000 |
0.7858 |
|
1.618 |
0.7823 |
|
2.618 |
0.7766 |
|
4.250 |
0.7673 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7944 |
0.7985 |
| PP |
0.7936 |
0.7964 |
| S1 |
0.7929 |
0.7942 |
|