CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8326 |
0.8359 |
0.0033 |
0.4% |
0.8215 |
| High |
0.8379 |
0.8386 |
0.0007 |
0.1% |
0.8370 |
| Low |
0.8309 |
0.8324 |
0.0015 |
0.2% |
0.8205 |
| Close |
0.8349 |
0.8333 |
-0.0016 |
-0.2% |
0.8263 |
| Range |
0.0070 |
0.0062 |
-0.0008 |
-11.4% |
0.0165 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
63,550 |
57,411 |
-6,139 |
-9.7% |
288,107 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8534 |
0.8495 |
0.8367 |
|
| R3 |
0.8472 |
0.8433 |
0.8350 |
|
| R2 |
0.8410 |
0.8410 |
0.8344 |
|
| R1 |
0.8371 |
0.8371 |
0.8339 |
0.8360 |
| PP |
0.8348 |
0.8348 |
0.8348 |
0.8342 |
| S1 |
0.8309 |
0.8309 |
0.8327 |
0.8298 |
| S2 |
0.8286 |
0.8286 |
0.8322 |
|
| S3 |
0.8224 |
0.8247 |
0.8316 |
|
| S4 |
0.8162 |
0.8185 |
0.8299 |
|
|
| 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 |
0.8386 |
0.8230 |
0.0156 |
1.9% |
0.0069 |
0.8% |
66% |
True |
False |
56,521 |
| 10 |
0.8386 |
0.8188 |
0.0198 |
2.4% |
0.0078 |
0.9% |
73% |
True |
False |
55,605 |
| 20 |
0.8386 |
0.8120 |
0.0266 |
3.2% |
0.0078 |
0.9% |
80% |
True |
False |
59,530 |
| 40 |
0.8386 |
0.7814 |
0.0572 |
6.9% |
0.0082 |
1.0% |
91% |
True |
False |
63,334 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.3% |
0.0081 |
1.0% |
91% |
True |
False |
51,167 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.3% |
0.0085 |
1.0% |
91% |
True |
False |
38,544 |
| 100 |
0.8613 |
0.7781 |
0.0832 |
10.0% |
0.0079 |
0.9% |
66% |
False |
False |
30,888 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.1% |
0.0074 |
0.9% |
50% |
False |
False |
25,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8650 |
|
2.618 |
0.8548 |
|
1.618 |
0.8486 |
|
1.000 |
0.8448 |
|
0.618 |
0.8424 |
|
HIGH |
0.8386 |
|
0.618 |
0.8362 |
|
0.500 |
0.8355 |
|
0.382 |
0.8348 |
|
LOW |
0.8324 |
|
0.618 |
0.8286 |
|
1.000 |
0.8262 |
|
1.618 |
0.8224 |
|
2.618 |
0.8162 |
|
4.250 |
0.8061 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8355 |
0.8329 |
| PP |
0.8348 |
0.8325 |
| S1 |
0.8340 |
0.8321 |
|