CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8294 |
0.8302 |
0.0008 |
0.1% |
0.8166 |
| High |
0.8353 |
0.8316 |
-0.0037 |
-0.4% |
0.8243 |
| Low |
0.8270 |
0.8234 |
-0.0036 |
-0.4% |
0.8112 |
| Close |
0.8308 |
0.8258 |
-0.0050 |
-0.6% |
0.8201 |
| Range |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0131 |
| ATR |
0.0076 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
223 |
300 |
77 |
34.5% |
1,753 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8515 |
0.8469 |
0.8303 |
|
| R3 |
0.8433 |
0.8387 |
0.8281 |
|
| R2 |
0.8351 |
0.8351 |
0.8273 |
|
| R1 |
0.8305 |
0.8305 |
0.8266 |
0.8287 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8261 |
| S1 |
0.8223 |
0.8223 |
0.8250 |
0.8205 |
| S2 |
0.8187 |
0.8187 |
0.8243 |
|
| S3 |
0.8105 |
0.8141 |
0.8235 |
|
| S4 |
0.8023 |
0.8059 |
0.8213 |
|
|
| 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 |
0.8185 |
0.0168 |
2.0% |
0.0070 |
0.9% |
43% |
False |
False |
300 |
| 10 |
0.8353 |
0.8112 |
0.0241 |
2.9% |
0.0070 |
0.8% |
61% |
False |
False |
401 |
| 20 |
0.8353 |
0.7880 |
0.0473 |
5.7% |
0.0077 |
0.9% |
80% |
False |
False |
366 |
| 40 |
0.8353 |
0.7777 |
0.0576 |
7.0% |
0.0076 |
0.9% |
84% |
False |
False |
294 |
| 60 |
0.8353 |
0.7777 |
0.0576 |
7.0% |
0.0068 |
0.8% |
84% |
False |
False |
241 |
| 80 |
0.8421 |
0.7777 |
0.0644 |
7.8% |
0.0067 |
0.8% |
75% |
False |
False |
198 |
| 100 |
0.8687 |
0.7777 |
0.0910 |
11.0% |
0.0059 |
0.7% |
53% |
False |
False |
167 |
| 120 |
0.8843 |
0.7777 |
0.1066 |
12.9% |
0.0050 |
0.6% |
45% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8665 |
|
2.618 |
0.8531 |
|
1.618 |
0.8449 |
|
1.000 |
0.8398 |
|
0.618 |
0.8367 |
|
HIGH |
0.8316 |
|
0.618 |
0.8285 |
|
0.500 |
0.8275 |
|
0.382 |
0.8265 |
|
LOW |
0.8234 |
|
0.618 |
0.8183 |
|
1.000 |
0.8152 |
|
1.618 |
0.8101 |
|
2.618 |
0.8019 |
|
4.250 |
0.7886 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8275 |
0.8294 |
| PP |
0.8269 |
0.8282 |
| S1 |
0.8264 |
0.8270 |
|