CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8211 |
0.8257 |
0.0046 |
0.6% |
0.8166 |
| High |
0.8260 |
0.8306 |
0.0046 |
0.6% |
0.8243 |
| Low |
0.8185 |
0.8241 |
0.0056 |
0.7% |
0.8112 |
| Close |
0.8256 |
0.8296 |
0.0040 |
0.5% |
0.8201 |
| Range |
0.0075 |
0.0065 |
-0.0010 |
-13.3% |
0.0131 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
491 |
246 |
-245 |
-49.9% |
1,753 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8476 |
0.8451 |
0.8332 |
|
| R3 |
0.8411 |
0.8386 |
0.8314 |
|
| R2 |
0.8346 |
0.8346 |
0.8308 |
|
| R1 |
0.8321 |
0.8321 |
0.8302 |
0.8334 |
| PP |
0.8281 |
0.8281 |
0.8281 |
0.8287 |
| S1 |
0.8256 |
0.8256 |
0.8290 |
0.8269 |
| S2 |
0.8216 |
0.8216 |
0.8284 |
|
| S3 |
0.8151 |
0.8191 |
0.8278 |
|
| S4 |
0.8086 |
0.8126 |
0.8260 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8578 |
0.8521 |
0.8273 |
|
| R3 |
0.8447 |
0.8390 |
0.8237 |
|
| R2 |
0.8316 |
0.8316 |
0.8225 |
|
| R1 |
0.8259 |
0.8259 |
0.8213 |
0.8288 |
| PP |
0.8185 |
0.8185 |
0.8185 |
0.8200 |
| S1 |
0.8128 |
0.8128 |
0.8189 |
0.8157 |
| S2 |
0.8054 |
0.8054 |
0.8177 |
|
| S3 |
0.7923 |
0.7997 |
0.8165 |
|
| S4 |
0.7792 |
0.7866 |
0.8129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8306 |
0.8132 |
0.0174 |
2.1% |
0.0064 |
0.8% |
94% |
True |
False |
327 |
| 10 |
0.8306 |
0.7947 |
0.0359 |
4.3% |
0.0083 |
1.0% |
97% |
True |
False |
451 |
| 20 |
0.8306 |
0.7857 |
0.0449 |
5.4% |
0.0075 |
0.9% |
98% |
True |
False |
368 |
| 40 |
0.8306 |
0.7777 |
0.0529 |
6.4% |
0.0075 |
0.9% |
98% |
True |
False |
307 |
| 60 |
0.8306 |
0.7777 |
0.0529 |
6.4% |
0.0068 |
0.8% |
98% |
True |
False |
237 |
| 80 |
0.8460 |
0.7777 |
0.0683 |
8.2% |
0.0066 |
0.8% |
76% |
False |
False |
193 |
| 100 |
0.8723 |
0.7777 |
0.0946 |
11.4% |
0.0057 |
0.7% |
55% |
False |
False |
162 |
| 120 |
0.8843 |
0.7777 |
0.1066 |
12.8% |
0.0049 |
0.6% |
49% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8582 |
|
2.618 |
0.8476 |
|
1.618 |
0.8411 |
|
1.000 |
0.8371 |
|
0.618 |
0.8346 |
|
HIGH |
0.8306 |
|
0.618 |
0.8281 |
|
0.500 |
0.8274 |
|
0.382 |
0.8266 |
|
LOW |
0.8241 |
|
0.618 |
0.8201 |
|
1.000 |
0.8176 |
|
1.618 |
0.8136 |
|
2.618 |
0.8071 |
|
4.250 |
0.7965 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8289 |
0.8279 |
| PP |
0.8281 |
0.8262 |
| S1 |
0.8274 |
0.8246 |
|