CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7994 |
0.8035 |
0.0041 |
0.5% |
0.8033 |
| High |
0.8045 |
0.8074 |
0.0029 |
0.4% |
0.8083 |
| Low |
0.7959 |
0.8017 |
0.0058 |
0.7% |
0.7957 |
| Close |
0.8035 |
0.8058 |
0.0023 |
0.3% |
0.8035 |
| Range |
0.0086 |
0.0057 |
-0.0029 |
-33.7% |
0.0126 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
83,626 |
61,492 |
-22,134 |
-26.5% |
331,531 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8221 |
0.8196 |
0.8089 |
|
| R3 |
0.8164 |
0.8139 |
0.8074 |
|
| R2 |
0.8107 |
0.8107 |
0.8068 |
|
| R1 |
0.8082 |
0.8082 |
0.8063 |
0.8095 |
| PP |
0.8050 |
0.8050 |
0.8050 |
0.8056 |
| S1 |
0.8025 |
0.8025 |
0.8053 |
0.8038 |
| S2 |
0.7993 |
0.7993 |
0.8048 |
|
| S3 |
0.7936 |
0.7968 |
0.8042 |
|
| S4 |
0.7879 |
0.7911 |
0.8027 |
|
|
| 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 |
0.7959 |
0.0124 |
1.5% |
0.0075 |
0.9% |
80% |
False |
False |
68,566 |
| 10 |
0.8143 |
0.7957 |
0.0186 |
2.3% |
0.0078 |
1.0% |
54% |
False |
False |
68,132 |
| 20 |
0.8386 |
0.7957 |
0.0429 |
5.3% |
0.0075 |
0.9% |
24% |
False |
False |
60,134 |
| 40 |
0.8386 |
0.7900 |
0.0486 |
6.0% |
0.0081 |
1.0% |
33% |
False |
False |
63,221 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0082 |
1.0% |
46% |
False |
False |
64,317 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0080 |
1.0% |
46% |
False |
False |
50,776 |
| 100 |
0.8435 |
0.7781 |
0.0654 |
8.1% |
0.0084 |
1.0% |
42% |
False |
False |
40,751 |
| 120 |
0.8613 |
0.7781 |
0.0832 |
10.3% |
0.0078 |
1.0% |
33% |
False |
False |
34,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8316 |
|
2.618 |
0.8223 |
|
1.618 |
0.8166 |
|
1.000 |
0.8131 |
|
0.618 |
0.8109 |
|
HIGH |
0.8074 |
|
0.618 |
0.8052 |
|
0.500 |
0.8046 |
|
0.382 |
0.8039 |
|
LOW |
0.8017 |
|
0.618 |
0.7982 |
|
1.000 |
0.7960 |
|
1.618 |
0.7925 |
|
2.618 |
0.7868 |
|
4.250 |
0.7775 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8054 |
0.8044 |
| PP |
0.8050 |
0.8030 |
| S1 |
0.8046 |
0.8017 |
|