CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 14-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7939 |
0.7923 |
-0.0016 |
-0.2% |
0.7990 |
High |
0.7943 |
0.8020 |
0.0077 |
1.0% |
0.8055 |
Low |
0.7895 |
0.7922 |
0.0027 |
0.3% |
0.7880 |
Close |
0.7923 |
0.7992 |
0.0069 |
0.9% |
0.7929 |
Range |
0.0048 |
0.0098 |
0.0050 |
104.2% |
0.0175 |
ATR |
0.0070 |
0.0072 |
0.0002 |
2.8% |
0.0000 |
Volume |
267 |
163 |
-104 |
-39.0% |
1,667 |
|
Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8272 |
0.8230 |
0.8046 |
|
R3 |
0.8174 |
0.8132 |
0.8019 |
|
R2 |
0.8076 |
0.8076 |
0.8010 |
|
R1 |
0.8034 |
0.8034 |
0.8001 |
0.8055 |
PP |
0.7978 |
0.7978 |
0.7978 |
0.7989 |
S1 |
0.7936 |
0.7936 |
0.7983 |
0.7957 |
S2 |
0.7880 |
0.7880 |
0.7974 |
|
S3 |
0.7782 |
0.7838 |
0.7965 |
|
S4 |
0.7684 |
0.7740 |
0.7938 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8480 |
0.8379 |
0.8025 |
|
R3 |
0.8305 |
0.8204 |
0.7977 |
|
R2 |
0.8130 |
0.8130 |
0.7961 |
|
R1 |
0.8029 |
0.8029 |
0.7945 |
0.7992 |
PP |
0.7955 |
0.7955 |
0.7955 |
0.7936 |
S1 |
0.7854 |
0.7854 |
0.7913 |
0.7817 |
S2 |
0.7780 |
0.7780 |
0.7897 |
|
S3 |
0.7605 |
0.7679 |
0.7881 |
|
S4 |
0.7430 |
0.7504 |
0.7833 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8055 |
0.7880 |
0.0175 |
2.2% |
0.0077 |
1.0% |
64% |
False |
False |
350 |
10 |
0.8055 |
0.7857 |
0.0198 |
2.5% |
0.0067 |
0.8% |
68% |
False |
False |
285 |
20 |
0.8055 |
0.7777 |
0.0278 |
3.5% |
0.0081 |
1.0% |
77% |
False |
False |
247 |
40 |
0.8055 |
0.7777 |
0.0278 |
3.5% |
0.0066 |
0.8% |
77% |
False |
False |
226 |
60 |
0.8281 |
0.7777 |
0.0504 |
6.3% |
0.0067 |
0.8% |
43% |
False |
False |
177 |
80 |
0.8586 |
0.7777 |
0.0809 |
10.1% |
0.0058 |
0.7% |
27% |
False |
False |
139 |
100 |
0.8843 |
0.7777 |
0.1066 |
13.3% |
0.0050 |
0.6% |
20% |
False |
False |
119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8437 |
2.618 |
0.8277 |
1.618 |
0.8179 |
1.000 |
0.8118 |
0.618 |
0.8081 |
HIGH |
0.8020 |
0.618 |
0.7983 |
0.500 |
0.7971 |
0.382 |
0.7959 |
LOW |
0.7922 |
0.618 |
0.7861 |
1.000 |
0.7824 |
1.618 |
0.7763 |
2.618 |
0.7665 |
4.250 |
0.7506 |
|
|
Fisher Pivots for day following 14-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7985 |
0.7978 |
PP |
0.7978 |
0.7964 |
S1 |
0.7971 |
0.7950 |
|