CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8056 |
0.8105 |
0.0049 |
0.6% |
0.8033 |
| High |
0.8125 |
0.8195 |
0.0070 |
0.9% |
0.8083 |
| Low |
0.8037 |
0.8095 |
0.0058 |
0.7% |
0.7957 |
| Close |
0.8106 |
0.8154 |
0.0048 |
0.6% |
0.8035 |
| Range |
0.0088 |
0.0100 |
0.0012 |
13.6% |
0.0126 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.0% |
0.0000 |
| Volume |
72,374 |
93,254 |
20,880 |
28.9% |
331,531 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8448 |
0.8401 |
0.8209 |
|
| R3 |
0.8348 |
0.8301 |
0.8182 |
|
| R2 |
0.8248 |
0.8248 |
0.8172 |
|
| R1 |
0.8201 |
0.8201 |
0.8163 |
0.8225 |
| PP |
0.8148 |
0.8148 |
0.8148 |
0.8160 |
| S1 |
0.8101 |
0.8101 |
0.8145 |
0.8125 |
| S2 |
0.8048 |
0.8048 |
0.8136 |
|
| S3 |
0.7948 |
0.8001 |
0.8127 |
|
| S4 |
0.7848 |
0.7901 |
0.8099 |
|
|
| 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 |
0.8195 |
0.7959 |
0.0236 |
2.9% |
0.0075 |
0.9% |
83% |
True |
False |
74,278 |
| 10 |
0.8195 |
0.7957 |
0.0238 |
2.9% |
0.0079 |
1.0% |
83% |
True |
False |
70,896 |
| 20 |
0.8386 |
0.7957 |
0.0429 |
5.3% |
0.0078 |
1.0% |
46% |
False |
False |
63,819 |
| 40 |
0.8386 |
0.7948 |
0.0438 |
5.4% |
0.0082 |
1.0% |
47% |
False |
False |
64,603 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0083 |
1.0% |
62% |
False |
False |
64,278 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0080 |
1.0% |
62% |
False |
False |
52,836 |
| 100 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0084 |
1.0% |
62% |
False |
False |
42,399 |
| 120 |
0.8613 |
0.7781 |
0.0832 |
10.2% |
0.0079 |
1.0% |
45% |
False |
False |
35,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8620 |
|
2.618 |
0.8457 |
|
1.618 |
0.8357 |
|
1.000 |
0.8295 |
|
0.618 |
0.8257 |
|
HIGH |
0.8195 |
|
0.618 |
0.8157 |
|
0.500 |
0.8145 |
|
0.382 |
0.8133 |
|
LOW |
0.8095 |
|
0.618 |
0.8033 |
|
1.000 |
0.7995 |
|
1.618 |
0.7933 |
|
2.618 |
0.7833 |
|
4.250 |
0.7670 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8151 |
0.8138 |
| PP |
0.8148 |
0.8122 |
| S1 |
0.8145 |
0.8106 |
|