CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8275 |
0.8315 |
0.0040 |
0.5% |
0.8200 |
High |
0.8329 |
0.8365 |
0.0036 |
0.4% |
0.8357 |
Low |
0.8275 |
0.8308 |
0.0033 |
0.4% |
0.8198 |
Close |
0.8320 |
0.8338 |
0.0018 |
0.2% |
0.8253 |
Range |
0.0054 |
0.0057 |
0.0003 |
5.6% |
0.0159 |
ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
139 |
235 |
96 |
69.1% |
1,381 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8508 |
0.8480 |
0.8369 |
|
R3 |
0.8451 |
0.8423 |
0.8354 |
|
R2 |
0.8394 |
0.8394 |
0.8348 |
|
R1 |
0.8366 |
0.8366 |
0.8343 |
0.8380 |
PP |
0.8337 |
0.8337 |
0.8337 |
0.8344 |
S1 |
0.8309 |
0.8309 |
0.8333 |
0.8323 |
S2 |
0.8280 |
0.8280 |
0.8328 |
|
S3 |
0.8223 |
0.8252 |
0.8322 |
|
S4 |
0.8166 |
0.8195 |
0.8307 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8746 |
0.8659 |
0.8340 |
|
R3 |
0.8587 |
0.8500 |
0.8297 |
|
R2 |
0.8428 |
0.8428 |
0.8282 |
|
R1 |
0.8341 |
0.8341 |
0.8268 |
0.8385 |
PP |
0.8269 |
0.8269 |
0.8269 |
0.8291 |
S1 |
0.8182 |
0.8182 |
0.8238 |
0.8226 |
S2 |
0.8110 |
0.8110 |
0.8224 |
|
S3 |
0.7951 |
0.8023 |
0.8209 |
|
S4 |
0.7792 |
0.7864 |
0.8166 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8365 |
0.8209 |
0.0156 |
1.9% |
0.0059 |
0.7% |
83% |
True |
False |
305 |
10 |
0.8365 |
0.8185 |
0.0180 |
2.2% |
0.0069 |
0.8% |
85% |
True |
False |
260 |
20 |
0.8365 |
0.8107 |
0.0258 |
3.1% |
0.0071 |
0.9% |
90% |
True |
False |
358 |
40 |
0.8365 |
0.7809 |
0.0556 |
6.7% |
0.0074 |
0.9% |
95% |
True |
False |
306 |
60 |
0.8365 |
0.7777 |
0.0588 |
7.1% |
0.0071 |
0.8% |
95% |
True |
False |
271 |
80 |
0.8365 |
0.7777 |
0.0588 |
7.1% |
0.0070 |
0.8% |
95% |
True |
False |
224 |
100 |
0.8581 |
0.7777 |
0.0804 |
9.6% |
0.0062 |
0.7% |
70% |
False |
False |
183 |
120 |
0.8843 |
0.7777 |
0.1066 |
12.8% |
0.0055 |
0.7% |
53% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8607 |
2.618 |
0.8514 |
1.618 |
0.8457 |
1.000 |
0.8422 |
0.618 |
0.8400 |
HIGH |
0.8365 |
0.618 |
0.8343 |
0.500 |
0.8337 |
0.382 |
0.8330 |
LOW |
0.8308 |
0.618 |
0.8273 |
1.000 |
0.8251 |
1.618 |
0.8216 |
2.618 |
0.8159 |
4.250 |
0.8066 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8338 |
0.8323 |
PP |
0.8337 |
0.8309 |
S1 |
0.8337 |
0.8294 |
|