CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8033 |
0.7980 |
-0.0053 |
-0.7% |
0.8124 |
| High |
0.8033 |
0.8083 |
0.0050 |
0.6% |
0.8143 |
| Low |
0.7957 |
0.7975 |
0.0018 |
0.2% |
0.7972 |
| Close |
0.7981 |
0.8061 |
0.0080 |
1.0% |
0.8033 |
| Range |
0.0076 |
0.0108 |
0.0032 |
42.1% |
0.0171 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.6% |
0.0000 |
| Volume |
50,192 |
75,116 |
24,924 |
49.7% |
288,301 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8364 |
0.8320 |
0.8120 |
|
| R3 |
0.8256 |
0.8212 |
0.8091 |
|
| R2 |
0.8148 |
0.8148 |
0.8081 |
|
| R1 |
0.8104 |
0.8104 |
0.8071 |
0.8126 |
| PP |
0.8040 |
0.8040 |
0.8040 |
0.8051 |
| S1 |
0.7996 |
0.7996 |
0.8051 |
0.8018 |
| S2 |
0.7932 |
0.7932 |
0.8041 |
|
| S3 |
0.7824 |
0.7888 |
0.8031 |
|
| S4 |
0.7716 |
0.7780 |
0.8002 |
|
|
| 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 |
0.8083 |
0.7957 |
0.0126 |
1.6% |
0.0079 |
1.0% |
83% |
True |
False |
68,228 |
| 10 |
0.8241 |
0.7957 |
0.0284 |
3.5% |
0.0080 |
1.0% |
37% |
False |
False |
62,010 |
| 20 |
0.8386 |
0.7957 |
0.0429 |
5.3% |
0.0079 |
1.0% |
24% |
False |
False |
58,947 |
| 40 |
0.8386 |
0.7888 |
0.0498 |
6.2% |
0.0082 |
1.0% |
35% |
False |
False |
62,468 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0082 |
1.0% |
46% |
False |
False |
62,652 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0081 |
1.0% |
46% |
False |
False |
47,460 |
| 100 |
0.8443 |
0.7781 |
0.0662 |
8.2% |
0.0083 |
1.0% |
42% |
False |
False |
38,081 |
| 120 |
0.8724 |
0.7781 |
0.0943 |
11.7% |
0.0077 |
1.0% |
30% |
False |
False |
31,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8542 |
|
2.618 |
0.8366 |
|
1.618 |
0.8258 |
|
1.000 |
0.8191 |
|
0.618 |
0.8150 |
|
HIGH |
0.8083 |
|
0.618 |
0.8042 |
|
0.500 |
0.8029 |
|
0.382 |
0.8016 |
|
LOW |
0.7975 |
|
0.618 |
0.7908 |
|
1.000 |
0.7867 |
|
1.618 |
0.7800 |
|
2.618 |
0.7692 |
|
4.250 |
0.7516 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8050 |
0.8047 |
| PP |
0.8040 |
0.8034 |
| S1 |
0.8029 |
0.8020 |
|