CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8060 |
0.8027 |
-0.0033 |
-0.4% |
0.8124 |
| High |
0.8072 |
0.8038 |
-0.0034 |
-0.4% |
0.8143 |
| Low |
0.7992 |
0.7995 |
0.0003 |
0.0% |
0.7972 |
| Close |
0.8024 |
0.8001 |
-0.0023 |
-0.3% |
0.8033 |
| Range |
0.0080 |
0.0043 |
-0.0037 |
-46.3% |
0.0171 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
61,952 |
60,645 |
-1,307 |
-2.1% |
288,301 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8140 |
0.8114 |
0.8025 |
|
| R3 |
0.8097 |
0.8071 |
0.8013 |
|
| R2 |
0.8054 |
0.8054 |
0.8009 |
|
| R1 |
0.8028 |
0.8028 |
0.8005 |
0.8020 |
| PP |
0.8011 |
0.8011 |
0.8011 |
0.8007 |
| S1 |
0.7985 |
0.7985 |
0.7997 |
0.7977 |
| S2 |
0.7968 |
0.7968 |
0.7993 |
|
| S3 |
0.7925 |
0.7942 |
0.7989 |
|
| S4 |
0.7882 |
0.7899 |
0.7977 |
|
|
| 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% |
0.0076 |
1.0% |
35% |
False |
False |
65,143 |
| 10 |
0.8213 |
0.7957 |
0.0256 |
3.2% |
0.0078 |
1.0% |
17% |
False |
False |
62,382 |
| 20 |
0.8386 |
0.7957 |
0.0429 |
5.4% |
0.0076 |
0.9% |
10% |
False |
False |
59,157 |
| 40 |
0.8386 |
0.7888 |
0.0498 |
6.2% |
0.0081 |
1.0% |
23% |
False |
False |
62,314 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.6% |
0.0083 |
1.0% |
36% |
False |
False |
63,679 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.6% |
0.0081 |
1.0% |
36% |
False |
False |
48,973 |
| 100 |
0.8435 |
0.7781 |
0.0654 |
8.2% |
0.0084 |
1.0% |
34% |
False |
False |
39,304 |
| 120 |
0.8661 |
0.7781 |
0.0880 |
11.0% |
0.0077 |
1.0% |
25% |
False |
False |
32,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8221 |
|
2.618 |
0.8151 |
|
1.618 |
0.8108 |
|
1.000 |
0.8081 |
|
0.618 |
0.8065 |
|
HIGH |
0.8038 |
|
0.618 |
0.8022 |
|
0.500 |
0.8017 |
|
0.382 |
0.8011 |
|
LOW |
0.7995 |
|
0.618 |
0.7968 |
|
1.000 |
0.7952 |
|
1.618 |
0.7925 |
|
2.618 |
0.7882 |
|
4.250 |
0.7812 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8017 |
0.8029 |
| PP |
0.8011 |
0.8020 |
| S1 |
0.8006 |
0.8010 |
|