CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8300 |
0.8249 |
-0.0051 |
-0.6% |
0.8215 |
| High |
0.8305 |
0.8298 |
-0.0007 |
-0.1% |
0.8370 |
| Low |
0.8217 |
0.8230 |
0.0013 |
0.2% |
0.8205 |
| Close |
0.8235 |
0.8263 |
0.0028 |
0.3% |
0.8263 |
| Range |
0.0088 |
0.0068 |
-0.0020 |
-22.7% |
0.0165 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
55,867 |
69,718 |
13,851 |
24.8% |
288,107 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8468 |
0.8433 |
0.8300 |
|
| R3 |
0.8400 |
0.8365 |
0.8282 |
|
| R2 |
0.8332 |
0.8332 |
0.8275 |
|
| R1 |
0.8297 |
0.8297 |
0.8269 |
0.8315 |
| PP |
0.8264 |
0.8264 |
0.8264 |
0.8272 |
| S1 |
0.8229 |
0.8229 |
0.8257 |
0.8247 |
| S2 |
0.8196 |
0.8196 |
0.8251 |
|
| S3 |
0.8128 |
0.8161 |
0.8244 |
|
| S4 |
0.8060 |
0.8093 |
0.8226 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8774 |
0.8684 |
0.8354 |
|
| R3 |
0.8609 |
0.8519 |
0.8308 |
|
| R2 |
0.8444 |
0.8444 |
0.8293 |
|
| R1 |
0.8354 |
0.8354 |
0.8278 |
0.8399 |
| PP |
0.8279 |
0.8279 |
0.8279 |
0.8302 |
| S1 |
0.8189 |
0.8189 |
0.8248 |
0.8234 |
| S2 |
0.8114 |
0.8114 |
0.8233 |
|
| S3 |
0.7949 |
0.8024 |
0.8218 |
|
| S4 |
0.7784 |
0.7859 |
0.8172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8370 |
0.8205 |
0.0165 |
2.0% |
0.0082 |
1.0% |
35% |
False |
False |
57,621 |
| 10 |
0.8370 |
0.8188 |
0.0182 |
2.2% |
0.0083 |
1.0% |
41% |
False |
False |
60,745 |
| 20 |
0.8370 |
0.7900 |
0.0470 |
5.7% |
0.0088 |
1.1% |
77% |
False |
False |
66,308 |
| 40 |
0.8370 |
0.7781 |
0.0589 |
7.1% |
0.0086 |
1.0% |
82% |
False |
False |
66,408 |
| 60 |
0.8370 |
0.7781 |
0.0589 |
7.1% |
0.0082 |
1.0% |
82% |
False |
False |
47,657 |
| 80 |
0.8435 |
0.7781 |
0.0654 |
7.9% |
0.0086 |
1.0% |
74% |
False |
False |
35,905 |
| 100 |
0.8613 |
0.7781 |
0.0832 |
10.1% |
0.0078 |
0.9% |
58% |
False |
False |
28,803 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.3% |
0.0073 |
0.9% |
44% |
False |
False |
24,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8587 |
|
2.618 |
0.8476 |
|
1.618 |
0.8408 |
|
1.000 |
0.8366 |
|
0.618 |
0.8340 |
|
HIGH |
0.8298 |
|
0.618 |
0.8272 |
|
0.500 |
0.8264 |
|
0.382 |
0.8256 |
|
LOW |
0.8230 |
|
0.618 |
0.8188 |
|
1.000 |
0.8162 |
|
1.618 |
0.8120 |
|
2.618 |
0.8052 |
|
4.250 |
0.7941 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8264 |
0.8294 |
| PP |
0.8264 |
0.8283 |
| S1 |
0.8263 |
0.8273 |
|