CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8013 |
0.7970 |
-0.0043 |
-0.5% |
0.8124 |
| High |
0.8021 |
0.8073 |
0.0052 |
0.6% |
0.8132 |
| Low |
0.7946 |
0.7968 |
0.0022 |
0.3% |
0.7963 |
| Close |
0.7971 |
0.8050 |
0.0079 |
1.0% |
0.8023 |
| Range |
0.0075 |
0.0105 |
0.0030 |
40.0% |
0.0169 |
| ATR |
0.0073 |
0.0076 |
0.0002 |
3.1% |
0.0000 |
| Volume |
2,263 |
7,130 |
4,867 |
215.1% |
8,336 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8345 |
0.8303 |
0.8108 |
|
| R3 |
0.8240 |
0.8198 |
0.8079 |
|
| R2 |
0.8135 |
0.8135 |
0.8069 |
|
| R1 |
0.8093 |
0.8093 |
0.8060 |
0.8114 |
| PP |
0.8030 |
0.8030 |
0.8030 |
0.8041 |
| S1 |
0.7988 |
0.7988 |
0.8040 |
0.8009 |
| S2 |
0.7925 |
0.7925 |
0.8031 |
|
| S3 |
0.7820 |
0.7883 |
0.8021 |
|
| S4 |
0.7715 |
0.7778 |
0.7992 |
|
|
| 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 |
0.8073 |
0.7946 |
0.0127 |
1.6% |
0.0077 |
1.0% |
82% |
True |
False |
3,407 |
| 10 |
0.8229 |
0.7946 |
0.0283 |
3.5% |
0.0076 |
0.9% |
37% |
False |
False |
2,047 |
| 20 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0072 |
0.9% |
24% |
False |
False |
1,168 |
| 40 |
0.8375 |
0.7880 |
0.0495 |
6.1% |
0.0074 |
0.9% |
34% |
False |
False |
769 |
| 60 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0075 |
0.9% |
46% |
False |
False |
587 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0069 |
0.9% |
46% |
False |
False |
479 |
| 100 |
0.8388 |
0.7777 |
0.0611 |
7.6% |
0.0069 |
0.9% |
45% |
False |
False |
396 |
| 120 |
0.8662 |
0.7777 |
0.0885 |
11.0% |
0.0062 |
0.8% |
31% |
False |
False |
338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8519 |
|
2.618 |
0.8348 |
|
1.618 |
0.8243 |
|
1.000 |
0.8178 |
|
0.618 |
0.8138 |
|
HIGH |
0.8073 |
|
0.618 |
0.8033 |
|
0.500 |
0.8021 |
|
0.382 |
0.8008 |
|
LOW |
0.7968 |
|
0.618 |
0.7903 |
|
1.000 |
0.7863 |
|
1.618 |
0.7798 |
|
2.618 |
0.7693 |
|
4.250 |
0.7522 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8040 |
0.8037 |
| PP |
0.8030 |
0.8023 |
| S1 |
0.8021 |
0.8010 |
|