CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 06-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8247 |
0.8265 |
0.0018 |
0.2% |
0.8211 |
High |
0.8316 |
0.8357 |
0.0041 |
0.5% |
0.8353 |
Low |
0.8230 |
0.8265 |
0.0035 |
0.4% |
0.8185 |
Close |
0.8271 |
0.8285 |
0.0014 |
0.2% |
0.8201 |
Range |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0168 |
ATR |
0.0076 |
0.0077 |
0.0001 |
1.5% |
0.0000 |
Volume |
80 |
214 |
134 |
167.5% |
1,423 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8578 |
0.8524 |
0.8336 |
|
R3 |
0.8486 |
0.8432 |
0.8310 |
|
R2 |
0.8394 |
0.8394 |
0.8302 |
|
R1 |
0.8340 |
0.8340 |
0.8293 |
0.8367 |
PP |
0.8302 |
0.8302 |
0.8302 |
0.8316 |
S1 |
0.8248 |
0.8248 |
0.8277 |
0.8275 |
S2 |
0.8210 |
0.8210 |
0.8268 |
|
S3 |
0.8118 |
0.8156 |
0.8260 |
|
S4 |
0.8026 |
0.8064 |
0.8234 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8750 |
0.8644 |
0.8293 |
|
R3 |
0.8582 |
0.8476 |
0.8247 |
|
R2 |
0.8414 |
0.8414 |
0.8232 |
|
R1 |
0.8308 |
0.8308 |
0.8216 |
0.8277 |
PP |
0.8246 |
0.8246 |
0.8246 |
0.8231 |
S1 |
0.8140 |
0.8140 |
0.8186 |
0.8109 |
S2 |
0.8078 |
0.8078 |
0.8170 |
|
S3 |
0.7910 |
0.7972 |
0.8155 |
|
S4 |
0.7742 |
0.7804 |
0.8109 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8357 |
0.8185 |
0.0172 |
2.1% |
0.0079 |
1.0% |
58% |
True |
False |
215 |
10 |
0.8357 |
0.8137 |
0.0220 |
2.7% |
0.0075 |
0.9% |
67% |
True |
False |
242 |
20 |
0.8357 |
0.7880 |
0.0477 |
5.8% |
0.0079 |
1.0% |
85% |
True |
False |
361 |
40 |
0.8357 |
0.7777 |
0.0580 |
7.0% |
0.0078 |
0.9% |
88% |
True |
False |
300 |
60 |
0.8357 |
0.7777 |
0.0580 |
7.0% |
0.0069 |
0.8% |
88% |
True |
False |
253 |
80 |
0.8383 |
0.7777 |
0.0606 |
7.3% |
0.0069 |
0.8% |
84% |
False |
False |
206 |
100 |
0.8622 |
0.7777 |
0.0845 |
10.2% |
0.0061 |
0.7% |
60% |
False |
False |
174 |
120 |
0.8843 |
0.7777 |
0.1066 |
12.9% |
0.0052 |
0.6% |
48% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8748 |
2.618 |
0.8598 |
1.618 |
0.8506 |
1.000 |
0.8449 |
0.618 |
0.8414 |
HIGH |
0.8357 |
0.618 |
0.8322 |
0.500 |
0.8311 |
0.382 |
0.8300 |
LOW |
0.8265 |
0.618 |
0.8208 |
1.000 |
0.8173 |
1.618 |
0.8116 |
2.618 |
0.8024 |
4.250 |
0.7874 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8311 |
0.8283 |
PP |
0.8302 |
0.8280 |
S1 |
0.8294 |
0.8278 |
|