CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8176 |
0.8185 |
0.0009 |
0.1% |
0.8289 |
High |
0.8198 |
0.8198 |
0.0000 |
0.0% |
0.8292 |
Low |
0.8160 |
0.8101 |
-0.0059 |
-0.7% |
0.8101 |
Close |
0.8179 |
0.8115 |
-0.0064 |
-0.8% |
0.8115 |
Range |
0.0038 |
0.0097 |
0.0059 |
155.3% |
0.0191 |
ATR |
0.0069 |
0.0071 |
0.0002 |
2.9% |
0.0000 |
Volume |
1,002 |
243 |
-759 |
-75.7% |
3,159 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8429 |
0.8369 |
0.8168 |
|
R3 |
0.8332 |
0.8272 |
0.8142 |
|
R2 |
0.8235 |
0.8235 |
0.8133 |
|
R1 |
0.8175 |
0.8175 |
0.8124 |
0.8157 |
PP |
0.8138 |
0.8138 |
0.8138 |
0.8129 |
S1 |
0.8078 |
0.8078 |
0.8106 |
0.8060 |
S2 |
0.8041 |
0.8041 |
0.8097 |
|
S3 |
0.7944 |
0.7981 |
0.8088 |
|
S4 |
0.7847 |
0.7884 |
0.8062 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8742 |
0.8620 |
0.8220 |
|
R3 |
0.8551 |
0.8429 |
0.8168 |
|
R2 |
0.8360 |
0.8360 |
0.8150 |
|
R1 |
0.8238 |
0.8238 |
0.8133 |
0.8204 |
PP |
0.8169 |
0.8169 |
0.8169 |
0.8152 |
S1 |
0.8047 |
0.8047 |
0.8097 |
0.8013 |
S2 |
0.7978 |
0.7978 |
0.8080 |
|
S3 |
0.7787 |
0.7856 |
0.8062 |
|
S4 |
0.7596 |
0.7665 |
0.8010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8292 |
0.8101 |
0.0191 |
2.4% |
0.0070 |
0.9% |
7% |
False |
True |
631 |
10 |
0.8375 |
0.8101 |
0.0274 |
3.4% |
0.0062 |
0.8% |
5% |
False |
True |
457 |
20 |
0.8375 |
0.8101 |
0.0274 |
3.4% |
0.0069 |
0.8% |
5% |
False |
True |
368 |
40 |
0.8375 |
0.7809 |
0.0566 |
7.0% |
0.0072 |
0.9% |
54% |
False |
False |
366 |
60 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0072 |
0.9% |
57% |
False |
False |
322 |
80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0069 |
0.8% |
57% |
False |
False |
266 |
100 |
0.8581 |
0.7777 |
0.0804 |
9.9% |
0.0066 |
0.8% |
42% |
False |
False |
221 |
120 |
0.8747 |
0.7777 |
0.0970 |
12.0% |
0.0058 |
0.7% |
35% |
False |
False |
191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8610 |
2.618 |
0.8452 |
1.618 |
0.8355 |
1.000 |
0.8295 |
0.618 |
0.8258 |
HIGH |
0.8198 |
0.618 |
0.8161 |
0.500 |
0.8150 |
0.382 |
0.8138 |
LOW |
0.8101 |
0.618 |
0.8041 |
1.000 |
0.8004 |
1.618 |
0.7944 |
2.618 |
0.7847 |
4.250 |
0.7689 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8150 |
0.8152 |
PP |
0.8138 |
0.8139 |
S1 |
0.8127 |
0.8127 |
|