CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8135 |
0.8189 |
0.0054 |
0.7% |
0.7939 |
| High |
0.8218 |
0.8252 |
0.0034 |
0.4% |
0.8252 |
| Low |
0.8107 |
0.8139 |
0.0032 |
0.4% |
0.7895 |
| Close |
0.8199 |
0.8153 |
-0.0046 |
-0.6% |
0.8153 |
| Range |
0.0111 |
0.0113 |
0.0002 |
1.8% |
0.0357 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.7% |
0.0000 |
| Volume |
852 |
1,001 |
149 |
17.5% |
2,454 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8520 |
0.8450 |
0.8215 |
|
| R3 |
0.8407 |
0.8337 |
0.8184 |
|
| R2 |
0.8294 |
0.8294 |
0.8174 |
|
| R1 |
0.8224 |
0.8224 |
0.8163 |
0.8203 |
| PP |
0.8181 |
0.8181 |
0.8181 |
0.8171 |
| S1 |
0.8111 |
0.8111 |
0.8143 |
0.8090 |
| S2 |
0.8068 |
0.8068 |
0.8132 |
|
| S3 |
0.7955 |
0.7998 |
0.8122 |
|
| S4 |
0.7842 |
0.7885 |
0.8091 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9171 |
0.9019 |
0.8349 |
|
| R3 |
0.8814 |
0.8662 |
0.8251 |
|
| R2 |
0.8457 |
0.8457 |
0.8218 |
|
| R1 |
0.8305 |
0.8305 |
0.8186 |
0.8381 |
| PP |
0.8100 |
0.8100 |
0.8100 |
0.8138 |
| S1 |
0.7948 |
0.7948 |
0.8120 |
0.8024 |
| S2 |
0.7743 |
0.7743 |
0.8088 |
|
| S3 |
0.7386 |
0.7591 |
0.8055 |
|
| S4 |
0.7029 |
0.7234 |
0.7957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8252 |
0.7895 |
0.0357 |
4.4% |
0.0110 |
1.3% |
72% |
True |
False |
490 |
| 10 |
0.8252 |
0.7880 |
0.0372 |
4.6% |
0.0086 |
1.1% |
73% |
True |
False |
412 |
| 20 |
0.8252 |
0.7809 |
0.0443 |
5.4% |
0.0076 |
0.9% |
78% |
True |
False |
321 |
| 40 |
0.8252 |
0.7777 |
0.0475 |
5.8% |
0.0074 |
0.9% |
79% |
True |
False |
265 |
| 60 |
0.8252 |
0.7777 |
0.0475 |
5.8% |
0.0069 |
0.8% |
79% |
True |
False |
206 |
| 80 |
0.8581 |
0.7777 |
0.0804 |
9.9% |
0.0062 |
0.8% |
47% |
False |
False |
163 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.1% |
0.0054 |
0.7% |
35% |
False |
False |
140 |
| 120 |
0.8911 |
0.7777 |
0.1134 |
13.9% |
0.0047 |
0.6% |
33% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8732 |
|
2.618 |
0.8548 |
|
1.618 |
0.8435 |
|
1.000 |
0.8365 |
|
0.618 |
0.8322 |
|
HIGH |
0.8252 |
|
0.618 |
0.8209 |
|
0.500 |
0.8196 |
|
0.382 |
0.8182 |
|
LOW |
0.8139 |
|
0.618 |
0.8069 |
|
1.000 |
0.8026 |
|
1.618 |
0.7956 |
|
2.618 |
0.7843 |
|
4.250 |
0.7659 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8196 |
0.8135 |
| PP |
0.8181 |
0.8117 |
| S1 |
0.8167 |
0.8100 |
|