CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8257 |
0.8294 |
0.0037 |
0.4% |
0.8166 |
| High |
0.8306 |
0.8353 |
0.0047 |
0.6% |
0.8243 |
| Low |
0.8241 |
0.8270 |
0.0029 |
0.4% |
0.8112 |
| Close |
0.8296 |
0.8308 |
0.0012 |
0.1% |
0.8201 |
| Range |
0.0065 |
0.0083 |
0.0018 |
27.7% |
0.0131 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.7% |
0.0000 |
| Volume |
246 |
223 |
-23 |
-9.3% |
1,753 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8559 |
0.8517 |
0.8354 |
|
| R3 |
0.8476 |
0.8434 |
0.8331 |
|
| R2 |
0.8393 |
0.8393 |
0.8323 |
|
| R1 |
0.8351 |
0.8351 |
0.8316 |
0.8372 |
| PP |
0.8310 |
0.8310 |
0.8310 |
0.8321 |
| S1 |
0.8268 |
0.8268 |
0.8300 |
0.8289 |
| S2 |
0.8227 |
0.8227 |
0.8293 |
|
| S3 |
0.8144 |
0.8185 |
0.8285 |
|
| S4 |
0.8061 |
0.8102 |
0.8262 |
|
|
| 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 |
0.8353 |
0.8137 |
0.0216 |
2.6% |
0.0072 |
0.9% |
79% |
True |
False |
270 |
| 10 |
0.8353 |
0.8107 |
0.0246 |
3.0% |
0.0073 |
0.9% |
82% |
True |
False |
456 |
| 20 |
0.8353 |
0.7880 |
0.0473 |
5.7% |
0.0075 |
0.9% |
90% |
True |
False |
362 |
| 40 |
0.8353 |
0.7777 |
0.0576 |
6.9% |
0.0075 |
0.9% |
92% |
True |
False |
306 |
| 60 |
0.8353 |
0.7777 |
0.0576 |
6.9% |
0.0068 |
0.8% |
92% |
True |
False |
238 |
| 80 |
0.8446 |
0.7777 |
0.0669 |
8.1% |
0.0067 |
0.8% |
79% |
False |
False |
195 |
| 100 |
0.8710 |
0.7777 |
0.0933 |
11.2% |
0.0058 |
0.7% |
57% |
False |
False |
164 |
| 120 |
0.8843 |
0.7777 |
0.1066 |
12.8% |
0.0050 |
0.6% |
50% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8706 |
|
2.618 |
0.8570 |
|
1.618 |
0.8487 |
|
1.000 |
0.8436 |
|
0.618 |
0.8404 |
|
HIGH |
0.8353 |
|
0.618 |
0.8321 |
|
0.500 |
0.8312 |
|
0.382 |
0.8302 |
|
LOW |
0.8270 |
|
0.618 |
0.8219 |
|
1.000 |
0.8187 |
|
1.618 |
0.8136 |
|
2.618 |
0.8053 |
|
4.250 |
0.7917 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8312 |
0.8295 |
| PP |
0.8310 |
0.8282 |
| S1 |
0.8309 |
0.8269 |
|