CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8095 |
0.8141 |
0.0046 |
0.6% |
0.8013 |
| High |
0.8183 |
0.8143 |
-0.0040 |
-0.5% |
0.8073 |
| Low |
0.8084 |
0.8080 |
-0.0004 |
0.0% |
0.7946 |
| Close |
0.8143 |
0.8130 |
-0.0013 |
-0.2% |
0.8025 |
| Range |
0.0099 |
0.0063 |
-0.0036 |
-36.4% |
0.0127 |
| ATR |
0.0075 |
0.0075 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
33,444 |
43,383 |
9,939 |
29.7% |
21,613 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8307 |
0.8281 |
0.8165 |
|
| R3 |
0.8244 |
0.8218 |
0.8147 |
|
| R2 |
0.8181 |
0.8181 |
0.8142 |
|
| R1 |
0.8155 |
0.8155 |
0.8136 |
0.8137 |
| PP |
0.8118 |
0.8118 |
0.8118 |
0.8108 |
| S1 |
0.8092 |
0.8092 |
0.8124 |
0.8074 |
| S2 |
0.8055 |
0.8055 |
0.8118 |
|
| S3 |
0.7992 |
0.8029 |
0.8113 |
|
| S4 |
0.7929 |
0.7966 |
0.8095 |
|
|
| 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% |
0.0078 |
1.0% |
77% |
False |
False |
23,421 |
| 10 |
0.8183 |
0.7946 |
0.0237 |
2.9% |
0.0076 |
0.9% |
78% |
False |
False |
13,610 |
| 20 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0073 |
0.9% |
43% |
False |
False |
7,181 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0072 |
0.9% |
43% |
False |
False |
3,770 |
| 60 |
0.8375 |
0.7809 |
0.0566 |
7.0% |
0.0074 |
0.9% |
57% |
False |
False |
2,598 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0071 |
0.9% |
59% |
False |
False |
1,999 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0070 |
0.9% |
59% |
False |
False |
1,615 |
| 120 |
0.8581 |
0.7777 |
0.0804 |
9.9% |
0.0064 |
0.8% |
44% |
False |
False |
1,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8411 |
|
2.618 |
0.8308 |
|
1.618 |
0.8245 |
|
1.000 |
0.8206 |
|
0.618 |
0.8182 |
|
HIGH |
0.8143 |
|
0.618 |
0.8119 |
|
0.500 |
0.8112 |
|
0.382 |
0.8104 |
|
LOW |
0.8080 |
|
0.618 |
0.8041 |
|
1.000 |
0.8017 |
|
1.618 |
0.7978 |
|
2.618 |
0.7915 |
|
4.250 |
0.7812 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8124 |
0.8122 |
| PP |
0.8118 |
0.8113 |
| S1 |
0.8112 |
0.8105 |
|