CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8141 |
0.8119 |
-0.0022 |
-0.3% |
0.8031 |
| High |
0.8143 |
0.8132 |
-0.0011 |
-0.1% |
0.8183 |
| Low |
0.8080 |
0.8086 |
0.0006 |
0.1% |
0.8007 |
| Close |
0.8130 |
0.8102 |
-0.0028 |
-0.3% |
0.8102 |
| Range |
0.0063 |
0.0046 |
-0.0017 |
-27.0% |
0.0176 |
| ATR |
0.0075 |
0.0072 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
43,383 |
56,299 |
12,916 |
29.8% |
166,176 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8245 |
0.8219 |
0.8127 |
|
| R3 |
0.8199 |
0.8173 |
0.8115 |
|
| R2 |
0.8153 |
0.8153 |
0.8110 |
|
| R1 |
0.8127 |
0.8127 |
0.8106 |
0.8117 |
| PP |
0.8107 |
0.8107 |
0.8107 |
0.8102 |
| S1 |
0.8081 |
0.8081 |
0.8098 |
0.8071 |
| S2 |
0.8061 |
0.8061 |
0.8094 |
|
| S3 |
0.8015 |
0.8035 |
0.8089 |
|
| S4 |
0.7969 |
0.7989 |
0.8077 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8625 |
0.8540 |
0.8199 |
|
| R3 |
0.8449 |
0.8364 |
0.8150 |
|
| R2 |
0.8273 |
0.8273 |
0.8134 |
|
| R1 |
0.8188 |
0.8188 |
0.8118 |
0.8231 |
| PP |
0.8097 |
0.8097 |
0.8097 |
0.8119 |
| S1 |
0.8012 |
0.8012 |
0.8086 |
0.8055 |
| S2 |
0.7921 |
0.7921 |
0.8070 |
|
| S3 |
0.7745 |
0.7836 |
0.8054 |
|
| S4 |
0.7569 |
0.7660 |
0.8005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8183 |
0.8007 |
0.0176 |
2.2% |
0.0070 |
0.9% |
54% |
False |
False |
33,235 |
| 10 |
0.8183 |
0.7946 |
0.0237 |
2.9% |
0.0073 |
0.9% |
66% |
False |
False |
18,778 |
| 20 |
0.8324 |
0.7946 |
0.0378 |
4.7% |
0.0072 |
0.9% |
41% |
False |
False |
9,983 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0070 |
0.9% |
36% |
False |
False |
5,156 |
| 60 |
0.8375 |
0.7809 |
0.0566 |
7.0% |
0.0072 |
0.9% |
52% |
False |
False |
3,529 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0071 |
0.9% |
54% |
False |
False |
2,702 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0069 |
0.9% |
54% |
False |
False |
2,178 |
| 120 |
0.8581 |
0.7777 |
0.0804 |
9.9% |
0.0064 |
0.8% |
40% |
False |
False |
1,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8328 |
|
2.618 |
0.8252 |
|
1.618 |
0.8206 |
|
1.000 |
0.8178 |
|
0.618 |
0.8160 |
|
HIGH |
0.8132 |
|
0.618 |
0.8114 |
|
0.500 |
0.8109 |
|
0.382 |
0.8104 |
|
LOW |
0.8086 |
|
0.618 |
0.8058 |
|
1.000 |
0.8040 |
|
1.618 |
0.8012 |
|
2.618 |
0.7966 |
|
4.250 |
0.7891 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8109 |
0.8132 |
| PP |
0.8107 |
0.8122 |
| S1 |
0.8104 |
0.8112 |
|