CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8044 |
0.8033 |
-0.0011 |
-0.1% |
0.8124 |
| High |
0.8054 |
0.8033 |
-0.0021 |
-0.3% |
0.8143 |
| Low |
0.7979 |
0.7957 |
-0.0022 |
-0.3% |
0.7972 |
| Close |
0.8033 |
0.7981 |
-0.0052 |
-0.6% |
0.8033 |
| Range |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0171 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
77,810 |
50,192 |
-27,618 |
-35.5% |
288,301 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8218 |
0.8176 |
0.8023 |
|
| R3 |
0.8142 |
0.8100 |
0.8002 |
|
| R2 |
0.8066 |
0.8066 |
0.7995 |
|
| R1 |
0.8024 |
0.8024 |
0.7988 |
0.8007 |
| PP |
0.7990 |
0.7990 |
0.7990 |
0.7982 |
| S1 |
0.7948 |
0.7948 |
0.7974 |
0.7931 |
| S2 |
0.7914 |
0.7914 |
0.7967 |
|
| S3 |
0.7838 |
0.7872 |
0.7960 |
|
| S4 |
0.7762 |
0.7796 |
0.7939 |
|
|
| 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 |
0.8143 |
0.7957 |
0.0186 |
2.3% |
0.0080 |
1.0% |
13% |
False |
True |
67,698 |
| 10 |
0.8321 |
0.7957 |
0.0364 |
4.6% |
0.0080 |
1.0% |
7% |
False |
True |
59,199 |
| 20 |
0.8386 |
0.7957 |
0.0429 |
5.4% |
0.0077 |
1.0% |
6% |
False |
True |
57,398 |
| 40 |
0.8386 |
0.7888 |
0.0498 |
6.2% |
0.0080 |
1.0% |
19% |
False |
False |
61,504 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.6% |
0.0082 |
1.0% |
33% |
False |
False |
61,565 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.6% |
0.0081 |
1.0% |
33% |
False |
False |
46,527 |
| 100 |
0.8443 |
0.7781 |
0.0662 |
8.3% |
0.0083 |
1.0% |
30% |
False |
False |
37,332 |
| 120 |
0.8724 |
0.7781 |
0.0943 |
11.8% |
0.0076 |
1.0% |
21% |
False |
False |
31,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8356 |
|
2.618 |
0.8232 |
|
1.618 |
0.8156 |
|
1.000 |
0.8109 |
|
0.618 |
0.8080 |
|
HIGH |
0.8033 |
|
0.618 |
0.8004 |
|
0.500 |
0.7995 |
|
0.382 |
0.7986 |
|
LOW |
0.7957 |
|
0.618 |
0.7910 |
|
1.000 |
0.7881 |
|
1.618 |
0.7834 |
|
2.618 |
0.7758 |
|
4.250 |
0.7634 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7995 |
0.8006 |
| PP |
0.7990 |
0.7997 |
| S1 |
0.7986 |
0.7989 |
|