CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8029 |
0.8015 |
-0.0014 |
-0.2% |
0.8289 |
| High |
0.8053 |
0.8035 |
-0.0018 |
-0.2% |
0.8292 |
| Low |
0.7992 |
0.7963 |
-0.0029 |
-0.4% |
0.8101 |
| Close |
0.8005 |
0.8033 |
0.0028 |
0.3% |
0.8115 |
| Range |
0.0061 |
0.0072 |
0.0011 |
18.0% |
0.0191 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,481 |
1,546 |
65 |
4.4% |
3,159 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8226 |
0.8202 |
0.8073 |
|
| R3 |
0.8154 |
0.8130 |
0.8053 |
|
| R2 |
0.8082 |
0.8082 |
0.8046 |
|
| R1 |
0.8058 |
0.8058 |
0.8040 |
0.8070 |
| PP |
0.8010 |
0.8010 |
0.8010 |
0.8017 |
| S1 |
0.7986 |
0.7986 |
0.8026 |
0.7998 |
| S2 |
0.7938 |
0.7938 |
0.8020 |
|
| S3 |
0.7866 |
0.7914 |
0.8013 |
|
| S4 |
0.7794 |
0.7842 |
0.7993 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8742 |
0.8620 |
0.8220 |
|
| R3 |
0.8551 |
0.8429 |
0.8168 |
|
| R2 |
0.8360 |
0.8360 |
0.8150 |
|
| R1 |
0.8238 |
0.8238 |
0.8133 |
0.8204 |
| PP |
0.8169 |
0.8169 |
0.8169 |
0.8152 |
| S1 |
0.8047 |
0.8047 |
0.8097 |
0.8013 |
| S2 |
0.7978 |
0.7978 |
0.8080 |
|
| S3 |
0.7787 |
0.7856 |
0.8062 |
|
| S4 |
0.7596 |
0.7665 |
0.8010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8198 |
0.7963 |
0.0235 |
2.9% |
0.0076 |
0.9% |
30% |
False |
True |
993 |
| 10 |
0.8375 |
0.7963 |
0.0412 |
5.1% |
0.0070 |
0.9% |
17% |
False |
True |
753 |
| 20 |
0.8375 |
0.7963 |
0.0412 |
5.1% |
0.0070 |
0.9% |
17% |
False |
True |
506 |
| 40 |
0.8375 |
0.7880 |
0.0495 |
6.2% |
0.0072 |
0.9% |
31% |
False |
False |
434 |
| 60 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0073 |
0.9% |
43% |
False |
False |
373 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0068 |
0.8% |
43% |
False |
False |
305 |
| 100 |
0.8446 |
0.7777 |
0.0669 |
8.3% |
0.0067 |
0.8% |
38% |
False |
False |
257 |
| 120 |
0.8710 |
0.7777 |
0.0933 |
11.6% |
0.0060 |
0.7% |
27% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8341 |
|
2.618 |
0.8223 |
|
1.618 |
0.8151 |
|
1.000 |
0.8107 |
|
0.618 |
0.8079 |
|
HIGH |
0.8035 |
|
0.618 |
0.8007 |
|
0.500 |
0.7999 |
|
0.382 |
0.7991 |
|
LOW |
0.7963 |
|
0.618 |
0.7919 |
|
1.000 |
0.7891 |
|
1.618 |
0.7847 |
|
2.618 |
0.7775 |
|
4.250 |
0.7657 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8022 |
0.8048 |
| PP |
0.8010 |
0.8043 |
| S1 |
0.7999 |
0.8038 |
|