CME Canadian Dollar Future June 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 |
0.8282 |
0.8300 |
0.0018 |
0.2% |
0.8203 |
| High |
0.8370 |
0.8305 |
-0.0065 |
-0.8% |
0.8366 |
| Low |
0.8269 |
0.8217 |
-0.0052 |
-0.6% |
0.8188 |
| Close |
0.8296 |
0.8235 |
-0.0061 |
-0.7% |
0.8211 |
| Range |
0.0101 |
0.0088 |
-0.0013 |
-12.9% |
0.0178 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.3% |
0.0000 |
| Volume |
64,639 |
55,867 |
-8,772 |
-13.6% |
319,346 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8516 |
0.8464 |
0.8283 |
|
| R3 |
0.8428 |
0.8376 |
0.8259 |
|
| R2 |
0.8340 |
0.8340 |
0.8251 |
|
| R1 |
0.8288 |
0.8288 |
0.8243 |
0.8270 |
| PP |
0.8252 |
0.8252 |
0.8252 |
0.8244 |
| S1 |
0.8200 |
0.8200 |
0.8227 |
0.8182 |
| S2 |
0.8164 |
0.8164 |
0.8219 |
|
| S3 |
0.8076 |
0.8112 |
0.8211 |
|
| S4 |
0.7988 |
0.8024 |
0.8187 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8789 |
0.8678 |
0.8309 |
|
| R3 |
0.8611 |
0.8500 |
0.8260 |
|
| R2 |
0.8433 |
0.8433 |
0.8244 |
|
| R1 |
0.8322 |
0.8322 |
0.8227 |
0.8378 |
| PP |
0.8255 |
0.8255 |
0.8255 |
0.8283 |
| S1 |
0.8144 |
0.8144 |
0.8195 |
0.8200 |
| S2 |
0.8077 |
0.8077 |
0.8178 |
|
| S3 |
0.7899 |
0.7966 |
0.8162 |
|
| S4 |
0.7721 |
0.7788 |
0.8113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8370 |
0.8188 |
0.0182 |
2.2% |
0.0087 |
1.1% |
26% |
False |
False |
54,689 |
| 10 |
0.8370 |
0.8188 |
0.0182 |
2.2% |
0.0082 |
1.0% |
26% |
False |
False |
59,174 |
| 20 |
0.8370 |
0.7888 |
0.0482 |
5.9% |
0.0087 |
1.1% |
72% |
False |
False |
65,688 |
| 40 |
0.8370 |
0.7781 |
0.0589 |
7.2% |
0.0086 |
1.0% |
77% |
False |
False |
65,747 |
| 60 |
0.8370 |
0.7781 |
0.0589 |
7.2% |
0.0082 |
1.0% |
77% |
False |
False |
46,505 |
| 80 |
0.8435 |
0.7781 |
0.0654 |
7.9% |
0.0086 |
1.0% |
69% |
False |
False |
35,037 |
| 100 |
0.8641 |
0.7781 |
0.0860 |
10.4% |
0.0078 |
0.9% |
53% |
False |
False |
28,113 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.3% |
0.0072 |
0.9% |
41% |
False |
False |
23,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8679 |
|
2.618 |
0.8535 |
|
1.618 |
0.8447 |
|
1.000 |
0.8393 |
|
0.618 |
0.8359 |
|
HIGH |
0.8305 |
|
0.618 |
0.8271 |
|
0.500 |
0.8261 |
|
0.382 |
0.8251 |
|
LOW |
0.8217 |
|
0.618 |
0.8163 |
|
1.000 |
0.8129 |
|
1.618 |
0.8075 |
|
2.618 |
0.7987 |
|
4.250 |
0.7843 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8261 |
0.8294 |
| PP |
0.8252 |
0.8274 |
| S1 |
0.8244 |
0.8255 |
|