CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8119 |
0.8106 |
-0.0013 |
-0.2% |
0.8031 |
| High |
0.8132 |
0.8119 |
-0.0013 |
-0.2% |
0.8183 |
| Low |
0.8086 |
0.8077 |
-0.0009 |
-0.1% |
0.8007 |
| Close |
0.8102 |
0.8104 |
0.0002 |
0.0% |
0.8102 |
| Range |
0.0046 |
0.0042 |
-0.0004 |
-8.7% |
0.0176 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
56,299 |
49,180 |
-7,119 |
-12.6% |
166,176 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8226 |
0.8207 |
0.8127 |
|
| R3 |
0.8184 |
0.8165 |
0.8116 |
|
| R2 |
0.8142 |
0.8142 |
0.8112 |
|
| R1 |
0.8123 |
0.8123 |
0.8108 |
0.8112 |
| PP |
0.8100 |
0.8100 |
0.8100 |
0.8094 |
| S1 |
0.8081 |
0.8081 |
0.8100 |
0.8070 |
| S2 |
0.8058 |
0.8058 |
0.8096 |
|
| S3 |
0.8016 |
0.8039 |
0.8092 |
|
| S4 |
0.7974 |
0.7997 |
0.8081 |
|
|
| 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 |
0.8026 |
0.0157 |
1.9% |
0.0067 |
0.8% |
50% |
False |
False |
40,358 |
| 10 |
0.8183 |
0.7949 |
0.0234 |
2.9% |
0.0070 |
0.9% |
66% |
False |
False |
23,470 |
| 20 |
0.8292 |
0.7946 |
0.0346 |
4.3% |
0.0072 |
0.9% |
46% |
False |
False |
12,423 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0069 |
0.8% |
37% |
False |
False |
6,360 |
| 60 |
0.8375 |
0.7809 |
0.0566 |
7.0% |
0.0071 |
0.9% |
52% |
False |
False |
4,347 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0071 |
0.9% |
55% |
False |
False |
3,313 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0069 |
0.9% |
55% |
False |
False |
2,668 |
| 120 |
0.8581 |
0.7777 |
0.0804 |
9.9% |
0.0064 |
0.8% |
41% |
False |
False |
2,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8298 |
|
2.618 |
0.8229 |
|
1.618 |
0.8187 |
|
1.000 |
0.8161 |
|
0.618 |
0.8145 |
|
HIGH |
0.8119 |
|
0.618 |
0.8103 |
|
0.500 |
0.8098 |
|
0.382 |
0.8093 |
|
LOW |
0.8077 |
|
0.618 |
0.8051 |
|
1.000 |
0.8035 |
|
1.618 |
0.8009 |
|
2.618 |
0.7967 |
|
4.250 |
0.7899 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8102 |
0.8110 |
| PP |
0.8100 |
0.8108 |
| S1 |
0.8098 |
0.8106 |
|