CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8035 |
0.8013 |
-0.0022 |
-0.3% |
0.8124 |
| High |
0.8044 |
0.8021 |
-0.0023 |
-0.3% |
0.8132 |
| Low |
0.7970 |
0.7946 |
-0.0024 |
-0.3% |
0.7963 |
| Close |
0.8023 |
0.7971 |
-0.0052 |
-0.6% |
0.8023 |
| Range |
0.0074 |
0.0075 |
0.0001 |
1.4% |
0.0169 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.4% |
0.0000 |
| Volume |
4,615 |
2,263 |
-2,352 |
-51.0% |
8,336 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8204 |
0.8163 |
0.8012 |
|
| R3 |
0.8129 |
0.8088 |
0.7992 |
|
| R2 |
0.8054 |
0.8054 |
0.7985 |
|
| R1 |
0.8013 |
0.8013 |
0.7978 |
0.7996 |
| PP |
0.7979 |
0.7979 |
0.7979 |
0.7971 |
| S1 |
0.7938 |
0.7938 |
0.7964 |
0.7921 |
| S2 |
0.7904 |
0.7904 |
0.7957 |
|
| S3 |
0.7829 |
0.7863 |
0.7950 |
|
| S4 |
0.7754 |
0.7788 |
0.7930 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8546 |
0.8454 |
0.8116 |
|
| R3 |
0.8377 |
0.8285 |
0.8069 |
|
| R2 |
0.8208 |
0.8208 |
0.8054 |
|
| R1 |
0.8116 |
0.8116 |
0.8038 |
0.8078 |
| PP |
0.8039 |
0.8039 |
0.8039 |
0.8020 |
| S1 |
0.7947 |
0.7947 |
0.8008 |
0.7909 |
| S2 |
0.7870 |
0.7870 |
0.7992 |
|
| S3 |
0.7701 |
0.7778 |
0.7977 |
|
| S4 |
0.7532 |
0.7609 |
0.7930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8132 |
0.7946 |
0.0186 |
2.3% |
0.0079 |
1.0% |
13% |
False |
True |
2,119 |
| 10 |
0.8292 |
0.7946 |
0.0346 |
4.3% |
0.0074 |
0.9% |
7% |
False |
True |
1,375 |
| 20 |
0.8375 |
0.7946 |
0.0429 |
5.4% |
0.0069 |
0.9% |
6% |
False |
True |
827 |
| 40 |
0.8375 |
0.7880 |
0.0495 |
6.2% |
0.0073 |
0.9% |
18% |
False |
False |
596 |
| 60 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0073 |
0.9% |
32% |
False |
False |
473 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0069 |
0.9% |
32% |
False |
False |
390 |
| 100 |
0.8421 |
0.7777 |
0.0644 |
8.1% |
0.0068 |
0.9% |
30% |
False |
False |
325 |
| 120 |
0.8687 |
0.7777 |
0.0910 |
11.4% |
0.0061 |
0.8% |
21% |
False |
False |
278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8340 |
|
2.618 |
0.8217 |
|
1.618 |
0.8142 |
|
1.000 |
0.8096 |
|
0.618 |
0.8067 |
|
HIGH |
0.8021 |
|
0.618 |
0.7992 |
|
0.500 |
0.7984 |
|
0.382 |
0.7975 |
|
LOW |
0.7946 |
|
0.618 |
0.7900 |
|
1.000 |
0.7871 |
|
1.618 |
0.7825 |
|
2.618 |
0.7750 |
|
4.250 |
0.7627 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7984 |
0.7995 |
| PP |
0.7979 |
0.7987 |
| S1 |
0.7975 |
0.7979 |
|