CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8120 |
0.8111 |
-0.0009 |
-0.1% |
0.8035 |
High |
0.8130 |
0.8124 |
-0.0006 |
-0.1% |
0.8195 |
Low |
0.8090 |
0.8102 |
0.0012 |
0.1% |
0.8017 |
Close |
0.8116 |
0.8117 |
0.0001 |
0.0% |
0.8114 |
Range |
0.0040 |
0.0022 |
-0.0018 |
-45.0% |
0.0178 |
ATR |
0.0073 |
0.0070 |
-0.0004 |
-5.0% |
0.0000 |
Volume |
4,894 |
890 |
-4,004 |
-81.8% |
334,197 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8180 |
0.8171 |
0.8129 |
|
R3 |
0.8158 |
0.8149 |
0.8123 |
|
R2 |
0.8136 |
0.8136 |
0.8121 |
|
R1 |
0.8127 |
0.8127 |
0.8119 |
0.8132 |
PP |
0.8114 |
0.8114 |
0.8114 |
0.8117 |
S1 |
0.8105 |
0.8105 |
0.8115 |
0.8110 |
S2 |
0.8092 |
0.8092 |
0.8113 |
|
S3 |
0.8070 |
0.8083 |
0.8111 |
|
S4 |
0.8048 |
0.8061 |
0.8105 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8643 |
0.8556 |
0.8212 |
|
R3 |
0.8465 |
0.8378 |
0.8163 |
|
R2 |
0.8287 |
0.8287 |
0.8147 |
|
R1 |
0.8200 |
0.8200 |
0.8130 |
0.8244 |
PP |
0.8109 |
0.8109 |
0.8109 |
0.8130 |
S1 |
0.8022 |
0.8022 |
0.8098 |
0.8066 |
S2 |
0.7931 |
0.7931 |
0.8081 |
|
S3 |
0.7753 |
0.7844 |
0.8065 |
|
S4 |
0.7575 |
0.7666 |
0.8016 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8195 |
0.8090 |
0.0105 |
1.3% |
0.0054 |
0.7% |
26% |
False |
False |
41,223 |
10 |
0.8195 |
0.7959 |
0.0236 |
2.9% |
0.0062 |
0.8% |
67% |
False |
False |
54,620 |
20 |
0.8241 |
0.7957 |
0.0284 |
3.5% |
0.0071 |
0.9% |
56% |
False |
False |
58,315 |
40 |
0.8386 |
0.7957 |
0.0429 |
5.3% |
0.0074 |
0.9% |
37% |
False |
False |
57,804 |
60 |
0.8386 |
0.7814 |
0.0572 |
7.0% |
0.0077 |
0.9% |
53% |
False |
False |
60,667 |
80 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0079 |
1.0% |
56% |
False |
False |
54,193 |
100 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0081 |
1.0% |
56% |
False |
False |
43,488 |
120 |
0.8613 |
0.7781 |
0.0832 |
10.3% |
0.0078 |
1.0% |
40% |
False |
False |
36,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8218 |
2.618 |
0.8182 |
1.618 |
0.8160 |
1.000 |
0.8146 |
0.618 |
0.8138 |
HIGH |
0.8124 |
0.618 |
0.8116 |
0.500 |
0.8113 |
0.382 |
0.8110 |
LOW |
0.8102 |
0.618 |
0.8088 |
1.000 |
0.8080 |
1.618 |
0.8066 |
2.618 |
0.8044 |
4.250 |
0.8009 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8116 |
0.8117 |
PP |
0.8114 |
0.8117 |
S1 |
0.8113 |
0.8117 |
|