CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8142 |
0.8109 |
-0.0033 |
-0.4% |
0.8106 |
| High |
0.8173 |
0.8113 |
-0.0060 |
-0.7% |
0.8235 |
| Low |
0.8100 |
0.8065 |
-0.0035 |
-0.4% |
0.8077 |
| Close |
0.8108 |
0.8095 |
-0.0013 |
-0.2% |
0.8145 |
| Range |
0.0073 |
0.0048 |
-0.0025 |
-34.2% |
0.0158 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
50,832 |
62,612 |
11,780 |
23.2% |
284,792 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8235 |
0.8213 |
0.8121 |
|
| R3 |
0.8187 |
0.8165 |
0.8108 |
|
| R2 |
0.8139 |
0.8139 |
0.8104 |
|
| R1 |
0.8117 |
0.8117 |
0.8099 |
0.8104 |
| PP |
0.8091 |
0.8091 |
0.8091 |
0.8085 |
| S1 |
0.8069 |
0.8069 |
0.8091 |
0.8056 |
| S2 |
0.8043 |
0.8043 |
0.8086 |
|
| S3 |
0.7995 |
0.8021 |
0.8082 |
|
| S4 |
0.7947 |
0.7973 |
0.8069 |
|
|
| 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 |
0.8065 |
0.0170 |
2.1% |
0.0069 |
0.8% |
18% |
False |
True |
61,548 |
| 10 |
0.8235 |
0.8065 |
0.0170 |
2.1% |
0.0064 |
0.8% |
18% |
False |
True |
53,136 |
| 20 |
0.8235 |
0.7946 |
0.0289 |
3.6% |
0.0068 |
0.8% |
52% |
False |
False |
29,683 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0069 |
0.9% |
35% |
False |
False |
15,031 |
| 60 |
0.8375 |
0.7809 |
0.0566 |
7.0% |
0.0071 |
0.9% |
51% |
False |
False |
10,144 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0072 |
0.9% |
53% |
False |
False |
7,666 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0069 |
0.9% |
53% |
False |
False |
6,155 |
| 120 |
0.8505 |
0.7777 |
0.0728 |
9.0% |
0.0067 |
0.8% |
44% |
False |
False |
5,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8317 |
|
2.618 |
0.8239 |
|
1.618 |
0.8191 |
|
1.000 |
0.8161 |
|
0.618 |
0.8143 |
|
HIGH |
0.8113 |
|
0.618 |
0.8095 |
|
0.500 |
0.8089 |
|
0.382 |
0.8083 |
|
LOW |
0.8065 |
|
0.618 |
0.8035 |
|
1.000 |
0.8017 |
|
1.618 |
0.7987 |
|
2.618 |
0.7939 |
|
4.250 |
0.7861 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8093 |
0.8121 |
| PP |
0.8091 |
0.8112 |
| S1 |
0.8089 |
0.8104 |
|