CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8027 |
0.7994 |
-0.0033 |
-0.4% |
0.8033 |
| High |
0.8038 |
0.8045 |
0.0007 |
0.1% |
0.8083 |
| Low |
0.7995 |
0.7959 |
-0.0036 |
-0.5% |
0.7957 |
| Close |
0.8001 |
0.8035 |
0.0034 |
0.4% |
0.8035 |
| Range |
0.0043 |
0.0086 |
0.0043 |
100.0% |
0.0126 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.7% |
0.0000 |
| Volume |
60,645 |
83,626 |
22,981 |
37.9% |
331,531 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8271 |
0.8239 |
0.8082 |
|
| R3 |
0.8185 |
0.8153 |
0.8059 |
|
| R2 |
0.8099 |
0.8099 |
0.8051 |
|
| R1 |
0.8067 |
0.8067 |
0.8043 |
0.8083 |
| PP |
0.8013 |
0.8013 |
0.8013 |
0.8021 |
| S1 |
0.7981 |
0.7981 |
0.8027 |
0.7997 |
| S2 |
0.7927 |
0.7927 |
0.8019 |
|
| S3 |
0.7841 |
0.7895 |
0.8011 |
|
| S4 |
0.7755 |
0.7809 |
0.7988 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8403 |
0.8345 |
0.8104 |
|
| R3 |
0.8277 |
0.8219 |
0.8070 |
|
| R2 |
0.8151 |
0.8151 |
0.8058 |
|
| R1 |
0.8093 |
0.8093 |
0.8047 |
0.8122 |
| PP |
0.8025 |
0.8025 |
0.8025 |
0.8040 |
| S1 |
0.7967 |
0.7967 |
0.8023 |
0.7996 |
| S2 |
0.7899 |
0.7899 |
0.8012 |
|
| S3 |
0.7773 |
0.7841 |
0.8000 |
|
| S4 |
0.7647 |
0.7715 |
0.7966 |
|
|
| 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% |
62% |
False |
False |
66,306 |
| 10 |
0.8211 |
0.7957 |
0.0254 |
3.2% |
0.0082 |
1.0% |
31% |
False |
False |
67,162 |
| 20 |
0.8386 |
0.7957 |
0.0429 |
5.3% |
0.0076 |
0.9% |
18% |
False |
False |
60,545 |
| 40 |
0.8386 |
0.7888 |
0.0498 |
6.2% |
0.0082 |
1.0% |
30% |
False |
False |
63,117 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0083 |
1.0% |
42% |
False |
False |
64,013 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0080 |
1.0% |
42% |
False |
False |
50,015 |
| 100 |
0.8435 |
0.7781 |
0.0654 |
8.1% |
0.0084 |
1.0% |
39% |
False |
False |
40,138 |
| 120 |
0.8641 |
0.7781 |
0.0860 |
10.7% |
0.0078 |
1.0% |
30% |
False |
False |
33,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8411 |
|
2.618 |
0.8270 |
|
1.618 |
0.8184 |
|
1.000 |
0.8131 |
|
0.618 |
0.8098 |
|
HIGH |
0.8045 |
|
0.618 |
0.8012 |
|
0.500 |
0.8002 |
|
0.382 |
0.7992 |
|
LOW |
0.7959 |
|
0.618 |
0.7906 |
|
1.000 |
0.7873 |
|
1.618 |
0.7820 |
|
2.618 |
0.7734 |
|
4.250 |
0.7594 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8024 |
0.8029 |
| PP |
0.8013 |
0.8022 |
| S1 |
0.8002 |
0.8016 |
|