CME Canadian Dollar Future December 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 |
0.8163 |
0.8173 |
0.0010 |
0.1% |
0.8269 |
| High |
0.8175 |
0.8181 |
0.0006 |
0.1% |
0.8269 |
| Low |
0.8163 |
0.8104 |
-0.0059 |
-0.7% |
0.8104 |
| Close |
0.8169 |
0.8106 |
-0.0063 |
-0.8% |
0.8106 |
| Range |
0.0012 |
0.0077 |
0.0065 |
541.7% |
0.0165 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.4% |
0.0000 |
| Volume |
8 |
13 |
5 |
62.5% |
117 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8361 |
0.8311 |
0.8148 |
|
| R3 |
0.8284 |
0.8234 |
0.8127 |
|
| R2 |
0.8207 |
0.8207 |
0.8120 |
|
| R1 |
0.8157 |
0.8157 |
0.8113 |
0.8144 |
| PP |
0.8130 |
0.8130 |
0.8130 |
0.8124 |
| S1 |
0.8080 |
0.8080 |
0.8099 |
0.8067 |
| S2 |
0.8053 |
0.8053 |
0.8092 |
|
| S3 |
0.7976 |
0.8003 |
0.8085 |
|
| S4 |
0.7899 |
0.7926 |
0.8064 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8655 |
0.8545 |
0.8197 |
|
| R3 |
0.8490 |
0.8380 |
0.8151 |
|
| R2 |
0.8325 |
0.8325 |
0.8136 |
|
| R1 |
0.8215 |
0.8215 |
0.8121 |
0.8188 |
| PP |
0.8160 |
0.8160 |
0.8160 |
0.8146 |
| S1 |
0.8050 |
0.8050 |
0.8091 |
0.8023 |
| S2 |
0.7995 |
0.7995 |
0.8076 |
|
| S3 |
0.7830 |
0.7885 |
0.8061 |
|
| S4 |
0.7665 |
0.7720 |
0.8015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8269 |
0.8104 |
0.0165 |
2.0% |
0.0042 |
0.5% |
1% |
False |
True |
23 |
| 10 |
0.8364 |
0.8104 |
0.0260 |
3.2% |
0.0040 |
0.5% |
1% |
False |
True |
30 |
| 20 |
0.8364 |
0.8104 |
0.0260 |
3.2% |
0.0040 |
0.5% |
1% |
False |
True |
28 |
| 40 |
0.8364 |
0.7810 |
0.0554 |
6.8% |
0.0039 |
0.5% |
53% |
False |
False |
41 |
| 60 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0040 |
0.5% |
56% |
False |
False |
40 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0039 |
0.5% |
56% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8508 |
|
2.618 |
0.8383 |
|
1.618 |
0.8306 |
|
1.000 |
0.8258 |
|
0.618 |
0.8229 |
|
HIGH |
0.8181 |
|
0.618 |
0.8152 |
|
0.500 |
0.8143 |
|
0.382 |
0.8133 |
|
LOW |
0.8104 |
|
0.618 |
0.8056 |
|
1.000 |
0.8027 |
|
1.618 |
0.7979 |
|
2.618 |
0.7902 |
|
4.250 |
0.7777 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8143 |
0.8143 |
| PP |
0.8130 |
0.8130 |
| S1 |
0.8118 |
0.8118 |
|