CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7980 |
0.8060 |
0.0080 |
1.0% |
0.8124 |
| High |
0.8083 |
0.8072 |
-0.0011 |
-0.1% |
0.8143 |
| Low |
0.7975 |
0.7992 |
0.0017 |
0.2% |
0.7972 |
| Close |
0.8061 |
0.8024 |
-0.0037 |
-0.5% |
0.8033 |
| Range |
0.0108 |
0.0080 |
-0.0028 |
-25.9% |
0.0171 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
75,116 |
61,952 |
-13,164 |
-17.5% |
288,301 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8269 |
0.8227 |
0.8068 |
|
| R3 |
0.8189 |
0.8147 |
0.8046 |
|
| R2 |
0.8109 |
0.8109 |
0.8039 |
|
| R1 |
0.8067 |
0.8067 |
0.8031 |
0.8048 |
| PP |
0.8029 |
0.8029 |
0.8029 |
0.8020 |
| S1 |
0.7987 |
0.7987 |
0.8017 |
0.7968 |
| S2 |
0.7949 |
0.7949 |
0.8009 |
|
| S3 |
0.7869 |
0.7907 |
0.8002 |
|
| S4 |
0.7789 |
0.7827 |
0.7980 |
|
|
| 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% |
0.0083 |
1.0% |
53% |
False |
False |
67,513 |
| 10 |
0.8213 |
0.7957 |
0.0256 |
3.2% |
0.0079 |
1.0% |
26% |
False |
False |
61,967 |
| 20 |
0.8386 |
0.7957 |
0.0429 |
5.3% |
0.0079 |
1.0% |
16% |
False |
False |
59,357 |
| 40 |
0.8386 |
0.7888 |
0.0498 |
6.2% |
0.0083 |
1.0% |
27% |
False |
False |
62,780 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0083 |
1.0% |
40% |
False |
False |
63,189 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0081 |
1.0% |
40% |
False |
False |
48,221 |
| 100 |
0.8440 |
0.7781 |
0.0659 |
8.2% |
0.0084 |
1.0% |
37% |
False |
False |
38,699 |
| 120 |
0.8688 |
0.7781 |
0.0907 |
11.3% |
0.0077 |
1.0% |
27% |
False |
False |
32,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8412 |
|
2.618 |
0.8281 |
|
1.618 |
0.8201 |
|
1.000 |
0.8152 |
|
0.618 |
0.8121 |
|
HIGH |
0.8072 |
|
0.618 |
0.8041 |
|
0.500 |
0.8032 |
|
0.382 |
0.8023 |
|
LOW |
0.7992 |
|
0.618 |
0.7943 |
|
1.000 |
0.7912 |
|
1.618 |
0.7863 |
|
2.618 |
0.7783 |
|
4.250 |
0.7652 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8032 |
0.8023 |
| PP |
0.8029 |
0.8021 |
| S1 |
0.8027 |
0.8020 |
|