CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8023 |
0.8044 |
0.0021 |
0.3% |
0.8124 |
| High |
0.8047 |
0.8054 |
0.0007 |
0.1% |
0.8143 |
| Low |
0.7972 |
0.7979 |
0.0007 |
0.1% |
0.7972 |
| Close |
0.8044 |
0.8033 |
-0.0011 |
-0.1% |
0.8033 |
| Range |
0.0075 |
0.0075 |
0.0000 |
0.0% |
0.0171 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
72,499 |
77,810 |
5,311 |
7.3% |
288,301 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8247 |
0.8215 |
0.8074 |
|
| R3 |
0.8172 |
0.8140 |
0.8054 |
|
| R2 |
0.8097 |
0.8097 |
0.8047 |
|
| R1 |
0.8065 |
0.8065 |
0.8040 |
0.8044 |
| PP |
0.8022 |
0.8022 |
0.8022 |
0.8011 |
| S1 |
0.7990 |
0.7990 |
0.8026 |
0.7969 |
| S2 |
0.7947 |
0.7947 |
0.8019 |
|
| S3 |
0.7872 |
0.7915 |
0.8012 |
|
| S4 |
0.7797 |
0.7840 |
0.7992 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8562 |
0.8469 |
0.8127 |
|
| R3 |
0.8391 |
0.8298 |
0.8080 |
|
| R2 |
0.8220 |
0.8220 |
0.8064 |
|
| R1 |
0.8127 |
0.8127 |
0.8049 |
0.8088 |
| PP |
0.8049 |
0.8049 |
0.8049 |
0.8030 |
| S1 |
0.7956 |
0.7956 |
0.8017 |
0.7917 |
| S2 |
0.7878 |
0.7878 |
0.8002 |
|
| S3 |
0.7707 |
0.7785 |
0.7986 |
|
| S4 |
0.7536 |
0.7614 |
0.7939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8211 |
0.7972 |
0.0239 |
3.0% |
0.0085 |
1.1% |
26% |
False |
False |
68,019 |
| 10 |
0.8343 |
0.7972 |
0.0371 |
4.6% |
0.0078 |
1.0% |
16% |
False |
False |
59,677 |
| 20 |
0.8386 |
0.7972 |
0.0414 |
5.2% |
0.0078 |
1.0% |
15% |
False |
False |
57,641 |
| 40 |
0.8386 |
0.7888 |
0.0498 |
6.2% |
0.0080 |
1.0% |
29% |
False |
False |
61,543 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0082 |
1.0% |
42% |
False |
False |
60,784 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0082 |
1.0% |
42% |
False |
False |
45,918 |
| 100 |
0.8492 |
0.7781 |
0.0711 |
8.9% |
0.0083 |
1.0% |
35% |
False |
False |
36,836 |
| 120 |
0.8730 |
0.7781 |
0.0949 |
11.8% |
0.0076 |
0.9% |
27% |
False |
False |
30,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8373 |
|
2.618 |
0.8250 |
|
1.618 |
0.8175 |
|
1.000 |
0.8129 |
|
0.618 |
0.8100 |
|
HIGH |
0.8054 |
|
0.618 |
0.8025 |
|
0.500 |
0.8017 |
|
0.382 |
0.8008 |
|
LOW |
0.7979 |
|
0.618 |
0.7933 |
|
1.000 |
0.7904 |
|
1.618 |
0.7858 |
|
2.618 |
0.7783 |
|
4.250 |
0.7660 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8028 |
0.8028 |
| PP |
0.8022 |
0.8023 |
| S1 |
0.8017 |
0.8018 |
|