CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 07-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8281 |
0.8247 |
-0.0034 |
-0.4% |
0.8212 |
High |
0.8340 |
0.8247 |
-0.0093 |
-1.1% |
0.8342 |
Low |
0.8277 |
0.8201 |
-0.0076 |
-0.9% |
0.8192 |
Close |
0.8277 |
0.8216 |
-0.0061 |
-0.7% |
0.8192 |
Range |
0.0063 |
0.0046 |
-0.0017 |
-27.0% |
0.0150 |
ATR |
0.0058 |
0.0059 |
0.0001 |
2.2% |
0.0000 |
Volume |
30 |
73 |
43 |
143.3% |
93 |
|
Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8359 |
0.8334 |
0.8241 |
|
R3 |
0.8313 |
0.8288 |
0.8229 |
|
R2 |
0.8267 |
0.8267 |
0.8224 |
|
R1 |
0.8242 |
0.8242 |
0.8220 |
0.8232 |
PP |
0.8221 |
0.8221 |
0.8221 |
0.8216 |
S1 |
0.8196 |
0.8196 |
0.8212 |
0.8186 |
S2 |
0.8175 |
0.8175 |
0.8208 |
|
S3 |
0.8129 |
0.8150 |
0.8203 |
|
S4 |
0.8083 |
0.8104 |
0.8191 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8692 |
0.8592 |
0.8275 |
|
R3 |
0.8542 |
0.8442 |
0.8233 |
|
R2 |
0.8392 |
0.8392 |
0.8220 |
|
R1 |
0.8292 |
0.8292 |
0.8206 |
0.8267 |
PP |
0.8242 |
0.8242 |
0.8242 |
0.8230 |
S1 |
0.8142 |
0.8142 |
0.8178 |
0.8117 |
S2 |
0.8092 |
0.8092 |
0.8165 |
|
S3 |
0.7942 |
0.7992 |
0.8151 |
|
S4 |
0.7792 |
0.7842 |
0.8110 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8340 |
0.8192 |
0.0148 |
1.8% |
0.0041 |
0.5% |
16% |
False |
False |
31 |
10 |
0.8342 |
0.8192 |
0.0150 |
1.8% |
0.0040 |
0.5% |
16% |
False |
False |
62 |
20 |
0.8342 |
0.7917 |
0.0425 |
5.2% |
0.0041 |
0.5% |
70% |
False |
False |
47 |
40 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0043 |
0.5% |
78% |
False |
False |
43 |
60 |
0.8342 |
0.7780 |
0.0562 |
6.8% |
0.0038 |
0.5% |
78% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8443 |
2.618 |
0.8367 |
1.618 |
0.8321 |
1.000 |
0.8293 |
0.618 |
0.8275 |
HIGH |
0.8247 |
0.618 |
0.8229 |
0.500 |
0.8224 |
0.382 |
0.8219 |
LOW |
0.8201 |
0.618 |
0.8173 |
1.000 |
0.8155 |
1.618 |
0.8127 |
2.618 |
0.8081 |
4.250 |
0.8006 |
|
|
Fisher Pivots for day following 07-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8224 |
0.8271 |
PP |
0.8221 |
0.8252 |
S1 |
0.8219 |
0.8234 |
|