CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8166 |
0.8168 |
0.0002 |
0.0% |
0.8106 |
| High |
0.8235 |
0.8176 |
-0.0059 |
-0.7% |
0.8235 |
| Low |
0.8152 |
0.8122 |
-0.0030 |
-0.4% |
0.8077 |
| Close |
0.8164 |
0.8145 |
-0.0019 |
-0.2% |
0.8145 |
| Range |
0.0083 |
0.0054 |
-0.0029 |
-34.9% |
0.0158 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
74,021 |
52,235 |
-21,786 |
-29.4% |
284,792 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8310 |
0.8281 |
0.8175 |
|
| R3 |
0.8256 |
0.8227 |
0.8160 |
|
| R2 |
0.8202 |
0.8202 |
0.8155 |
|
| R1 |
0.8173 |
0.8173 |
0.8150 |
0.8161 |
| PP |
0.8148 |
0.8148 |
0.8148 |
0.8141 |
| S1 |
0.8119 |
0.8119 |
0.8140 |
0.8107 |
| S2 |
0.8094 |
0.8094 |
0.8135 |
|
| S3 |
0.8040 |
0.8065 |
0.8130 |
|
| S4 |
0.7986 |
0.8011 |
0.8115 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8626 |
0.8544 |
0.8232 |
|
| R3 |
0.8468 |
0.8386 |
0.8188 |
|
| R2 |
0.8310 |
0.8310 |
0.8174 |
|
| R1 |
0.8228 |
0.8228 |
0.8159 |
0.8269 |
| PP |
0.8152 |
0.8152 |
0.8152 |
0.8173 |
| S1 |
0.8070 |
0.8070 |
0.8131 |
0.8111 |
| S2 |
0.7994 |
0.7994 |
0.8116 |
|
| S3 |
0.7836 |
0.7912 |
0.8102 |
|
| S4 |
0.7678 |
0.7754 |
0.8058 |
|
|
| 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% |
0.0061 |
0.8% |
43% |
False |
False |
56,958 |
| 10 |
0.8235 |
0.8007 |
0.0228 |
2.8% |
0.0066 |
0.8% |
61% |
False |
False |
45,096 |
| 20 |
0.8235 |
0.7946 |
0.0289 |
3.5% |
0.0073 |
0.9% |
69% |
False |
False |
24,058 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0069 |
0.9% |
46% |
False |
False |
12,213 |
| 60 |
0.8375 |
0.7809 |
0.0566 |
6.9% |
0.0072 |
0.9% |
59% |
False |
False |
8,268 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0071 |
0.9% |
62% |
False |
False |
6,253 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0069 |
0.9% |
62% |
False |
False |
5,022 |
| 120 |
0.8581 |
0.7777 |
0.0804 |
9.9% |
0.0066 |
0.8% |
46% |
False |
False |
4,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8406 |
|
2.618 |
0.8317 |
|
1.618 |
0.8263 |
|
1.000 |
0.8230 |
|
0.618 |
0.8209 |
|
HIGH |
0.8176 |
|
0.618 |
0.8155 |
|
0.500 |
0.8149 |
|
0.382 |
0.8143 |
|
LOW |
0.8122 |
|
0.618 |
0.8089 |
|
1.000 |
0.8068 |
|
1.618 |
0.8035 |
|
2.618 |
0.7981 |
|
4.250 |
0.7893 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8149 |
0.8161 |
| PP |
0.8148 |
0.8155 |
| S1 |
0.8146 |
0.8150 |
|