CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7970 |
0.8044 |
0.0074 |
0.9% |
0.8124 |
| High |
0.8073 |
0.8059 |
-0.0014 |
-0.2% |
0.8132 |
| Low |
0.7968 |
0.7985 |
0.0017 |
0.2% |
0.7963 |
| Close |
0.8050 |
0.8014 |
-0.0036 |
-0.4% |
0.8023 |
| Range |
0.0105 |
0.0074 |
-0.0031 |
-29.5% |
0.0169 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
7,130 |
2,753 |
-4,377 |
-61.4% |
8,336 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8241 |
0.8202 |
0.8055 |
|
| R3 |
0.8167 |
0.8128 |
0.8034 |
|
| R2 |
0.8093 |
0.8093 |
0.8028 |
|
| R1 |
0.8054 |
0.8054 |
0.8021 |
0.8037 |
| PP |
0.8019 |
0.8019 |
0.8019 |
0.8011 |
| S1 |
0.7980 |
0.7980 |
0.8007 |
0.7963 |
| S2 |
0.7945 |
0.7945 |
0.8000 |
|
| S3 |
0.7871 |
0.7906 |
0.7994 |
|
| S4 |
0.7797 |
0.7832 |
0.7973 |
|
|
| 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% |
0.0080 |
1.0% |
54% |
False |
False |
3,661 |
| 10 |
0.8202 |
0.7946 |
0.0256 |
3.2% |
0.0076 |
0.9% |
27% |
False |
False |
2,264 |
| 20 |
0.8375 |
0.7946 |
0.0429 |
5.4% |
0.0071 |
0.9% |
16% |
False |
False |
1,301 |
| 40 |
0.8375 |
0.7880 |
0.0495 |
6.2% |
0.0075 |
0.9% |
27% |
False |
False |
834 |
| 60 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0075 |
0.9% |
40% |
False |
False |
632 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0070 |
0.9% |
40% |
False |
False |
513 |
| 100 |
0.8383 |
0.7777 |
0.0606 |
7.6% |
0.0069 |
0.9% |
39% |
False |
False |
423 |
| 120 |
0.8627 |
0.7777 |
0.0850 |
10.6% |
0.0062 |
0.8% |
28% |
False |
False |
361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8374 |
|
2.618 |
0.8253 |
|
1.618 |
0.8179 |
|
1.000 |
0.8133 |
|
0.618 |
0.8105 |
|
HIGH |
0.8059 |
|
0.618 |
0.8031 |
|
0.500 |
0.8022 |
|
0.382 |
0.8013 |
|
LOW |
0.7985 |
|
0.618 |
0.7939 |
|
1.000 |
0.7911 |
|
1.618 |
0.7865 |
|
2.618 |
0.7791 |
|
4.250 |
0.7671 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8022 |
0.8013 |
| PP |
0.8019 |
0.8011 |
| S1 |
0.8017 |
0.8010 |
|