CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8155 |
0.8163 |
0.0008 |
0.1% |
0.8256 |
High |
0.8180 |
0.8175 |
-0.0005 |
-0.1% |
0.8364 |
Low |
0.8155 |
0.8163 |
0.0008 |
0.1% |
0.8239 |
Close |
0.8180 |
0.8169 |
-0.0011 |
-0.1% |
0.8304 |
Range |
0.0025 |
0.0012 |
-0.0013 |
-52.0% |
0.0125 |
ATR |
0.0055 |
0.0052 |
-0.0003 |
-4.9% |
0.0000 |
Volume |
31 |
8 |
-23 |
-74.2% |
188 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8205 |
0.8199 |
0.8176 |
|
R3 |
0.8193 |
0.8187 |
0.8172 |
|
R2 |
0.8181 |
0.8181 |
0.8171 |
|
R1 |
0.8175 |
0.8175 |
0.8170 |
0.8178 |
PP |
0.8169 |
0.8169 |
0.8169 |
0.8171 |
S1 |
0.8163 |
0.8163 |
0.8168 |
0.8166 |
S2 |
0.8157 |
0.8157 |
0.8167 |
|
S3 |
0.8145 |
0.8151 |
0.8166 |
|
S4 |
0.8133 |
0.8139 |
0.8162 |
|
|
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 |
0.8311 |
0.8148 |
0.0163 |
2.0% |
0.0034 |
0.4% |
13% |
False |
False |
27 |
10 |
0.8364 |
0.8148 |
0.0216 |
2.6% |
0.0035 |
0.4% |
10% |
False |
False |
33 |
20 |
0.8364 |
0.8148 |
0.0216 |
2.6% |
0.0038 |
0.5% |
10% |
False |
False |
48 |
40 |
0.8364 |
0.7810 |
0.0554 |
6.8% |
0.0039 |
0.5% |
65% |
False |
False |
42 |
60 |
0.8364 |
0.7780 |
0.0584 |
7.1% |
0.0039 |
0.5% |
67% |
False |
False |
39 |
80 |
0.8364 |
0.7780 |
0.0584 |
7.1% |
0.0039 |
0.5% |
67% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8226 |
2.618 |
0.8206 |
1.618 |
0.8194 |
1.000 |
0.8187 |
0.618 |
0.8182 |
HIGH |
0.8175 |
0.618 |
0.8170 |
0.500 |
0.8169 |
0.382 |
0.8168 |
LOW |
0.8163 |
0.618 |
0.8156 |
1.000 |
0.8151 |
1.618 |
0.8144 |
2.618 |
0.8132 |
4.250 |
0.8112 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8169 |
0.8167 |
PP |
0.8169 |
0.8166 |
S1 |
0.8169 |
0.8164 |
|