CME Canadian Dollar Future December 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 |
0.8110 |
0.8020 |
-0.0090 |
-1.1% |
0.8269 |
High |
0.8110 |
0.8038 |
-0.0072 |
-0.9% |
0.8269 |
Low |
0.8020 |
0.7986 |
-0.0034 |
-0.4% |
0.8104 |
Close |
0.8022 |
0.7997 |
-0.0025 |
-0.3% |
0.8106 |
Range |
0.0090 |
0.0052 |
-0.0038 |
-42.2% |
0.0165 |
ATR |
0.0057 |
0.0056 |
0.0000 |
-0.6% |
0.0000 |
Volume |
70 |
611 |
541 |
772.9% |
117 |
|
Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8163 |
0.8132 |
0.8026 |
|
R3 |
0.8111 |
0.8080 |
0.8011 |
|
R2 |
0.8059 |
0.8059 |
0.8007 |
|
R1 |
0.8028 |
0.8028 |
0.8002 |
0.8018 |
PP |
0.8007 |
0.8007 |
0.8007 |
0.8002 |
S1 |
0.7976 |
0.7976 |
0.7992 |
0.7966 |
S2 |
0.7955 |
0.7955 |
0.7987 |
|
S3 |
0.7903 |
0.7924 |
0.7983 |
|
S4 |
0.7851 |
0.7872 |
0.7968 |
|
|
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 |
0.8181 |
0.7986 |
0.0195 |
2.4% |
0.0051 |
0.6% |
6% |
False |
True |
146 |
10 |
0.8364 |
0.7986 |
0.0378 |
4.7% |
0.0047 |
0.6% |
3% |
False |
True |
91 |
20 |
0.8364 |
0.7986 |
0.0378 |
4.7% |
0.0043 |
0.5% |
3% |
False |
True |
60 |
40 |
0.8364 |
0.7902 |
0.0462 |
5.8% |
0.0041 |
0.5% |
21% |
False |
False |
55 |
60 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0042 |
0.5% |
37% |
False |
False |
50 |
80 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0038 |
0.5% |
37% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8259 |
2.618 |
0.8174 |
1.618 |
0.8122 |
1.000 |
0.8090 |
0.618 |
0.8070 |
HIGH |
0.8038 |
0.618 |
0.8018 |
0.500 |
0.8012 |
0.382 |
0.8006 |
LOW |
0.7986 |
0.618 |
0.7954 |
1.000 |
0.7934 |
1.618 |
0.7902 |
2.618 |
0.7850 |
4.250 |
0.7765 |
|
|
Fisher Pivots for day following 27-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8012 |
0.8084 |
PP |
0.8007 |
0.8055 |
S1 |
0.8002 |
0.8026 |
|