CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8047 |
0.8095 |
0.0048 |
0.6% |
0.8013 |
High |
0.8112 |
0.8183 |
0.0071 |
0.9% |
0.8073 |
Low |
0.8026 |
0.8084 |
0.0058 |
0.7% |
0.7946 |
Close |
0.8095 |
0.8143 |
0.0048 |
0.6% |
0.8025 |
Range |
0.0086 |
0.0099 |
0.0013 |
15.1% |
0.0127 |
ATR |
0.0074 |
0.0075 |
0.0002 |
2.5% |
0.0000 |
Volume |
19,488 |
33,444 |
13,956 |
71.6% |
21,613 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8434 |
0.8387 |
0.8197 |
|
R3 |
0.8335 |
0.8288 |
0.8170 |
|
R2 |
0.8236 |
0.8236 |
0.8161 |
|
R1 |
0.8189 |
0.8189 |
0.8152 |
0.8213 |
PP |
0.8137 |
0.8137 |
0.8137 |
0.8148 |
S1 |
0.8090 |
0.8090 |
0.8134 |
0.8114 |
S2 |
0.8038 |
0.8038 |
0.8125 |
|
S3 |
0.7939 |
0.7991 |
0.8116 |
|
S4 |
0.7840 |
0.7892 |
0.8089 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8396 |
0.8337 |
0.8095 |
|
R3 |
0.8269 |
0.8210 |
0.8060 |
|
R2 |
0.8142 |
0.8142 |
0.8048 |
|
R1 |
0.8083 |
0.8083 |
0.8037 |
0.8113 |
PP |
0.8015 |
0.8015 |
0.8015 |
0.8029 |
S1 |
0.7956 |
0.7956 |
0.8013 |
0.7986 |
S2 |
0.7888 |
0.7888 |
0.8002 |
|
S3 |
0.7761 |
0.7829 |
0.7990 |
|
S4 |
0.7634 |
0.7702 |
0.7955 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8183 |
0.7949 |
0.0234 |
2.9% |
0.0074 |
0.9% |
83% |
True |
False |
15,192 |
10 |
0.8183 |
0.7946 |
0.0237 |
2.9% |
0.0077 |
0.9% |
83% |
True |
False |
9,426 |
20 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0073 |
0.9% |
46% |
False |
False |
5,024 |
40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0075 |
0.9% |
46% |
False |
False |
2,689 |
60 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0077 |
0.9% |
61% |
False |
False |
1,875 |
80 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0071 |
0.9% |
61% |
False |
False |
1,458 |
100 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0070 |
0.9% |
61% |
False |
False |
1,182 |
120 |
0.8586 |
0.7777 |
0.0809 |
9.9% |
0.0064 |
0.8% |
45% |
False |
False |
989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8604 |
2.618 |
0.8442 |
1.618 |
0.8343 |
1.000 |
0.8282 |
0.618 |
0.8244 |
HIGH |
0.8183 |
0.618 |
0.8145 |
0.500 |
0.8134 |
0.382 |
0.8122 |
LOW |
0.8084 |
0.618 |
0.8023 |
1.000 |
0.7985 |
1.618 |
0.7924 |
2.618 |
0.7825 |
4.250 |
0.7663 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8140 |
0.8127 |
PP |
0.8137 |
0.8111 |
S1 |
0.8134 |
0.8095 |
|