CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8122 |
0.8166 |
0.0044 |
0.5% |
0.8031 |
| High |
0.8171 |
0.8235 |
0.0064 |
0.8% |
0.8183 |
| Low |
0.8086 |
0.8152 |
0.0066 |
0.8% |
0.8007 |
| Close |
0.8166 |
0.8164 |
-0.0002 |
0.0% |
0.8102 |
| Range |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0176 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0000 |
| Volume |
68,040 |
74,021 |
5,981 |
8.8% |
166,176 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8433 |
0.8381 |
0.8210 |
|
| R3 |
0.8350 |
0.8298 |
0.8187 |
|
| R2 |
0.8267 |
0.8267 |
0.8179 |
|
| R1 |
0.8215 |
0.8215 |
0.8172 |
0.8200 |
| PP |
0.8184 |
0.8184 |
0.8184 |
0.8176 |
| S1 |
0.8132 |
0.8132 |
0.8156 |
0.8117 |
| S2 |
0.8101 |
0.8101 |
0.8149 |
|
| S3 |
0.8018 |
0.8049 |
0.8141 |
|
| S4 |
0.7935 |
0.7966 |
0.8118 |
|
|
| 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 |
0.8235 |
0.8077 |
0.0158 |
1.9% |
0.0060 |
0.7% |
55% |
True |
False |
57,771 |
| 10 |
0.8235 |
0.7949 |
0.0286 |
3.5% |
0.0069 |
0.8% |
75% |
True |
False |
40,596 |
| 20 |
0.8235 |
0.7946 |
0.0289 |
3.5% |
0.0072 |
0.9% |
75% |
True |
False |
21,496 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0070 |
0.9% |
51% |
False |
False |
10,911 |
| 60 |
0.8375 |
0.7809 |
0.0566 |
6.9% |
0.0072 |
0.9% |
63% |
False |
False |
7,399 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0072 |
0.9% |
65% |
False |
False |
5,601 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0070 |
0.9% |
65% |
False |
False |
4,501 |
| 120 |
0.8581 |
0.7777 |
0.0804 |
9.8% |
0.0066 |
0.8% |
48% |
False |
False |
3,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8588 |
|
2.618 |
0.8452 |
|
1.618 |
0.8369 |
|
1.000 |
0.8318 |
|
0.618 |
0.8286 |
|
HIGH |
0.8235 |
|
0.618 |
0.8203 |
|
0.500 |
0.8194 |
|
0.382 |
0.8184 |
|
LOW |
0.8152 |
|
0.618 |
0.8101 |
|
1.000 |
0.8069 |
|
1.618 |
0.8018 |
|
2.618 |
0.7935 |
|
4.250 |
0.7799 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8194 |
0.8163 |
| PP |
0.8184 |
0.8162 |
| S1 |
0.8174 |
0.8161 |
|