CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 27-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8124 |
0.8029 |
-0.0095 |
-1.2% |
0.8289 |
High |
0.8132 |
0.8053 |
-0.0079 |
-1.0% |
0.8292 |
Low |
0.8020 |
0.7992 |
-0.0028 |
-0.3% |
0.8101 |
Close |
0.8030 |
0.8005 |
-0.0025 |
-0.3% |
0.8115 |
Range |
0.0112 |
0.0061 |
-0.0051 |
-45.5% |
0.0191 |
ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
694 |
1,481 |
787 |
113.4% |
3,159 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8200 |
0.8163 |
0.8039 |
|
R3 |
0.8139 |
0.8102 |
0.8022 |
|
R2 |
0.8078 |
0.8078 |
0.8016 |
|
R1 |
0.8041 |
0.8041 |
0.8011 |
0.8029 |
PP |
0.8017 |
0.8017 |
0.8017 |
0.8011 |
S1 |
0.7980 |
0.7980 |
0.7999 |
0.7968 |
S2 |
0.7956 |
0.7956 |
0.7994 |
|
S3 |
0.7895 |
0.7919 |
0.7988 |
|
S4 |
0.7834 |
0.7858 |
0.7971 |
|
|
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 |
0.8202 |
0.7992 |
0.0210 |
2.6% |
0.0071 |
0.9% |
6% |
False |
True |
868 |
10 |
0.8375 |
0.7992 |
0.0383 |
4.8% |
0.0069 |
0.9% |
3% |
False |
True |
622 |
20 |
0.8375 |
0.7992 |
0.0383 |
4.8% |
0.0070 |
0.9% |
3% |
False |
True |
440 |
40 |
0.8375 |
0.7857 |
0.0518 |
6.5% |
0.0072 |
0.9% |
29% |
False |
False |
404 |
60 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0073 |
0.9% |
38% |
False |
False |
351 |
80 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0069 |
0.9% |
38% |
False |
False |
288 |
100 |
0.8460 |
0.7777 |
0.0683 |
8.5% |
0.0067 |
0.8% |
33% |
False |
False |
242 |
120 |
0.8723 |
0.7777 |
0.0946 |
11.8% |
0.0060 |
0.7% |
24% |
False |
False |
208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8312 |
2.618 |
0.8213 |
1.618 |
0.8152 |
1.000 |
0.8114 |
0.618 |
0.8091 |
HIGH |
0.8053 |
0.618 |
0.8030 |
0.500 |
0.8023 |
0.382 |
0.8015 |
LOW |
0.7992 |
0.618 |
0.7954 |
1.000 |
0.7931 |
1.618 |
0.7893 |
2.618 |
0.7832 |
4.250 |
0.7733 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8023 |
0.8095 |
PP |
0.8017 |
0.8065 |
S1 |
0.8011 |
0.8035 |
|