CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8345 |
0.8300 |
-0.0045 |
-0.5% |
0.8256 |
High |
0.8349 |
0.8311 |
-0.0038 |
-0.5% |
0.8364 |
Low |
0.8308 |
0.8273 |
-0.0035 |
-0.4% |
0.8239 |
Close |
0.8313 |
0.8304 |
-0.0009 |
-0.1% |
0.8304 |
Range |
0.0041 |
0.0038 |
-0.0003 |
-7.3% |
0.0125 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
57 |
33 |
-24 |
-42.1% |
188 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8410 |
0.8395 |
0.8325 |
|
R3 |
0.8372 |
0.8357 |
0.8314 |
|
R2 |
0.8334 |
0.8334 |
0.8311 |
|
R1 |
0.8319 |
0.8319 |
0.8307 |
0.8327 |
PP |
0.8296 |
0.8296 |
0.8296 |
0.8300 |
S1 |
0.8281 |
0.8281 |
0.8301 |
0.8289 |
S2 |
0.8258 |
0.8258 |
0.8297 |
|
S3 |
0.8220 |
0.8243 |
0.8294 |
|
S4 |
0.8182 |
0.8205 |
0.8283 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8677 |
0.8616 |
0.8373 |
|
R3 |
0.8552 |
0.8491 |
0.8338 |
|
R2 |
0.8427 |
0.8427 |
0.8327 |
|
R1 |
0.8366 |
0.8366 |
0.8315 |
0.8397 |
PP |
0.8302 |
0.8302 |
0.8302 |
0.8318 |
S1 |
0.8241 |
0.8241 |
0.8293 |
0.8272 |
S2 |
0.8177 |
0.8177 |
0.8281 |
|
S3 |
0.8052 |
0.8116 |
0.8270 |
|
S4 |
0.7927 |
0.7991 |
0.8235 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8364 |
0.8239 |
0.0125 |
1.5% |
0.0038 |
0.5% |
52% |
False |
False |
37 |
10 |
0.8364 |
0.8201 |
0.0163 |
2.0% |
0.0039 |
0.5% |
63% |
False |
False |
36 |
20 |
0.8364 |
0.8108 |
0.0256 |
3.1% |
0.0037 |
0.5% |
77% |
False |
False |
55 |
40 |
0.8364 |
0.7810 |
0.0554 |
6.7% |
0.0038 |
0.5% |
89% |
False |
False |
41 |
60 |
0.8364 |
0.7780 |
0.0584 |
7.0% |
0.0039 |
0.5% |
90% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8473 |
2.618 |
0.8410 |
1.618 |
0.8372 |
1.000 |
0.8349 |
0.618 |
0.8334 |
HIGH |
0.8311 |
0.618 |
0.8296 |
0.500 |
0.8292 |
0.382 |
0.8288 |
LOW |
0.8273 |
0.618 |
0.8250 |
1.000 |
0.8235 |
1.618 |
0.8212 |
2.618 |
0.8174 |
4.250 |
0.8112 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8300 |
0.8319 |
PP |
0.8296 |
0.8314 |
S1 |
0.8292 |
0.8309 |
|