CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8044 |
0.8014 |
-0.0030 |
-0.4% |
0.8124 |
| High |
0.8059 |
0.8027 |
-0.0032 |
-0.4% |
0.8132 |
| Low |
0.7985 |
0.7985 |
0.0000 |
0.0% |
0.7963 |
| Close |
0.8014 |
0.7991 |
-0.0023 |
-0.3% |
0.8023 |
| Range |
0.0074 |
0.0042 |
-0.0032 |
-43.2% |
0.0169 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
2,753 |
2,237 |
-516 |
-18.7% |
8,336 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8127 |
0.8101 |
0.8014 |
|
| R3 |
0.8085 |
0.8059 |
0.8003 |
|
| R2 |
0.8043 |
0.8043 |
0.7999 |
|
| R1 |
0.8017 |
0.8017 |
0.7995 |
0.8009 |
| PP |
0.8001 |
0.8001 |
0.8001 |
0.7997 |
| S1 |
0.7975 |
0.7975 |
0.7987 |
0.7967 |
| S2 |
0.7959 |
0.7959 |
0.7983 |
|
| S3 |
0.7917 |
0.7933 |
0.7979 |
|
| S4 |
0.7875 |
0.7891 |
0.7968 |
|
|
| 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% |
0.0074 |
0.9% |
35% |
False |
False |
3,799 |
| 10 |
0.8198 |
0.7946 |
0.0252 |
3.2% |
0.0075 |
0.9% |
18% |
False |
False |
2,396 |
| 20 |
0.8375 |
0.7946 |
0.0429 |
5.4% |
0.0068 |
0.9% |
10% |
False |
False |
1,402 |
| 40 |
0.8375 |
0.7880 |
0.0495 |
6.2% |
0.0074 |
0.9% |
22% |
False |
False |
882 |
| 60 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0075 |
0.9% |
36% |
False |
False |
668 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0069 |
0.9% |
36% |
False |
False |
540 |
| 100 |
0.8383 |
0.7777 |
0.0606 |
7.6% |
0.0069 |
0.9% |
35% |
False |
False |
445 |
| 120 |
0.8622 |
0.7777 |
0.0845 |
10.6% |
0.0062 |
0.8% |
25% |
False |
False |
378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8206 |
|
2.618 |
0.8137 |
|
1.618 |
0.8095 |
|
1.000 |
0.8069 |
|
0.618 |
0.8053 |
|
HIGH |
0.8027 |
|
0.618 |
0.8011 |
|
0.500 |
0.8006 |
|
0.382 |
0.8001 |
|
LOW |
0.7985 |
|
0.618 |
0.7959 |
|
1.000 |
0.7943 |
|
1.618 |
0.7917 |
|
2.618 |
0.7875 |
|
4.250 |
0.7807 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8006 |
0.8021 |
| PP |
0.8001 |
0.8011 |
| S1 |
0.7996 |
0.8001 |
|