CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8224 |
0.8172 |
-0.0052 |
-0.6% |
0.8269 |
| High |
0.8241 |
0.8213 |
-0.0028 |
-0.3% |
0.8386 |
| Low |
0.8159 |
0.8156 |
-0.0003 |
0.0% |
0.8230 |
| Close |
0.8179 |
0.8200 |
0.0021 |
0.3% |
0.8324 |
| Range |
0.0082 |
0.0057 |
-0.0025 |
-30.5% |
0.0156 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
62,381 |
56,493 |
-5,888 |
-9.4% |
267,861 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8361 |
0.8337 |
0.8231 |
|
| R3 |
0.8304 |
0.8280 |
0.8216 |
|
| R2 |
0.8247 |
0.8247 |
0.8210 |
|
| R1 |
0.8223 |
0.8223 |
0.8205 |
0.8235 |
| PP |
0.8190 |
0.8190 |
0.8190 |
0.8196 |
| S1 |
0.8166 |
0.8166 |
0.8195 |
0.8178 |
| S2 |
0.8133 |
0.8133 |
0.8190 |
|
| S3 |
0.8076 |
0.8109 |
0.8184 |
|
| S4 |
0.8019 |
0.8052 |
0.8169 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8781 |
0.8709 |
0.8410 |
|
| R3 |
0.8625 |
0.8553 |
0.8367 |
|
| R2 |
0.8469 |
0.8469 |
0.8353 |
|
| R1 |
0.8397 |
0.8397 |
0.8338 |
0.8433 |
| PP |
0.8313 |
0.8313 |
0.8313 |
0.8332 |
| S1 |
0.8241 |
0.8241 |
0.8310 |
0.8277 |
| S2 |
0.8157 |
0.8157 |
0.8295 |
|
| S3 |
0.8001 |
0.8085 |
0.8281 |
|
| S4 |
0.7845 |
0.7929 |
0.8238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8386 |
0.8156 |
0.0230 |
2.8% |
0.0074 |
0.9% |
19% |
False |
True |
55,652 |
| 10 |
0.8386 |
0.8156 |
0.0230 |
2.8% |
0.0074 |
0.9% |
19% |
False |
True |
55,932 |
| 20 |
0.8386 |
0.8144 |
0.0242 |
3.0% |
0.0079 |
1.0% |
23% |
False |
False |
57,868 |
| 40 |
0.8386 |
0.7814 |
0.0572 |
7.0% |
0.0079 |
1.0% |
67% |
False |
False |
61,810 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0081 |
1.0% |
69% |
False |
False |
54,770 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0084 |
1.0% |
69% |
False |
False |
41,259 |
| 100 |
0.8613 |
0.7781 |
0.0832 |
10.1% |
0.0080 |
1.0% |
50% |
False |
False |
33,090 |
| 120 |
0.8863 |
0.7781 |
0.1082 |
13.2% |
0.0076 |
0.9% |
39% |
False |
False |
27,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8455 |
|
2.618 |
0.8362 |
|
1.618 |
0.8305 |
|
1.000 |
0.8270 |
|
0.618 |
0.8248 |
|
HIGH |
0.8213 |
|
0.618 |
0.8191 |
|
0.500 |
0.8185 |
|
0.382 |
0.8178 |
|
LOW |
0.8156 |
|
0.618 |
0.8121 |
|
1.000 |
0.8099 |
|
1.618 |
0.8064 |
|
2.618 |
0.8007 |
|
4.250 |
0.7914 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8195 |
0.8239 |
| PP |
0.8190 |
0.8226 |
| S1 |
0.8185 |
0.8213 |
|