CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8210 |
0.8157 |
-0.0053 |
-0.6% |
0.8260 |
High |
0.8229 |
0.8202 |
-0.0027 |
-0.3% |
0.8375 |
Low |
0.8150 |
0.8155 |
0.0005 |
0.1% |
0.8223 |
Close |
0.8169 |
0.8189 |
0.0020 |
0.2% |
0.8313 |
Range |
0.0079 |
0.0047 |
-0.0032 |
-40.5% |
0.0152 |
ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
581 |
920 |
339 |
58.3% |
1,412 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8323 |
0.8303 |
0.8215 |
|
R3 |
0.8276 |
0.8256 |
0.8202 |
|
R2 |
0.8229 |
0.8229 |
0.8198 |
|
R1 |
0.8209 |
0.8209 |
0.8193 |
0.8219 |
PP |
0.8182 |
0.8182 |
0.8182 |
0.8187 |
S1 |
0.8162 |
0.8162 |
0.8185 |
0.8172 |
S2 |
0.8135 |
0.8135 |
0.8180 |
|
S3 |
0.8088 |
0.8115 |
0.8176 |
|
S4 |
0.8041 |
0.8068 |
0.8163 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8760 |
0.8688 |
0.8397 |
|
R3 |
0.8608 |
0.8536 |
0.8355 |
|
R2 |
0.8456 |
0.8456 |
0.8341 |
|
R1 |
0.8384 |
0.8384 |
0.8327 |
0.8420 |
PP |
0.8304 |
0.8304 |
0.8304 |
0.8322 |
S1 |
0.8232 |
0.8232 |
0.8299 |
0.8268 |
S2 |
0.8152 |
0.8152 |
0.8285 |
|
S3 |
0.8000 |
0.8080 |
0.8271 |
|
S4 |
0.7848 |
0.7928 |
0.8229 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8375 |
0.8150 |
0.0225 |
2.7% |
0.0064 |
0.8% |
17% |
False |
False |
513 |
10 |
0.8375 |
0.8150 |
0.0225 |
2.7% |
0.0062 |
0.8% |
17% |
False |
False |
409 |
20 |
0.8375 |
0.8137 |
0.0238 |
2.9% |
0.0069 |
0.8% |
22% |
False |
False |
326 |
40 |
0.8375 |
0.7809 |
0.0566 |
6.9% |
0.0072 |
0.9% |
67% |
False |
False |
350 |
60 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0072 |
0.9% |
69% |
False |
False |
303 |
80 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0069 |
0.8% |
69% |
False |
False |
252 |
100 |
0.8581 |
0.7777 |
0.0804 |
9.8% |
0.0064 |
0.8% |
51% |
False |
False |
208 |
120 |
0.8775 |
0.7777 |
0.0998 |
12.2% |
0.0057 |
0.7% |
41% |
False |
False |
180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8402 |
2.618 |
0.8325 |
1.618 |
0.8278 |
1.000 |
0.8249 |
0.618 |
0.8231 |
HIGH |
0.8202 |
0.618 |
0.8184 |
0.500 |
0.8179 |
0.382 |
0.8173 |
LOW |
0.8155 |
0.618 |
0.8126 |
1.000 |
0.8108 |
1.618 |
0.8079 |
2.618 |
0.8032 |
4.250 |
0.7955 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8186 |
0.8221 |
PP |
0.8182 |
0.8210 |
S1 |
0.8179 |
0.8200 |
|