CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8098 |
0.8062 |
-0.0036 |
-0.4% |
0.8106 |
| High |
0.8136 |
0.8113 |
-0.0023 |
-0.3% |
0.8235 |
| Low |
0.8039 |
0.8054 |
0.0015 |
0.2% |
0.8077 |
| Close |
0.8060 |
0.8108 |
0.0048 |
0.6% |
0.8145 |
| Range |
0.0097 |
0.0059 |
-0.0038 |
-39.2% |
0.0158 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
66,686 |
45,204 |
-21,482 |
-32.2% |
284,792 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8269 |
0.8247 |
0.8140 |
|
| R3 |
0.8210 |
0.8188 |
0.8124 |
|
| R2 |
0.8151 |
0.8151 |
0.8119 |
|
| R1 |
0.8129 |
0.8129 |
0.8113 |
0.8140 |
| PP |
0.8092 |
0.8092 |
0.8092 |
0.8097 |
| S1 |
0.8070 |
0.8070 |
0.8103 |
0.8081 |
| S2 |
0.8033 |
0.8033 |
0.8097 |
|
| S3 |
0.7974 |
0.8011 |
0.8092 |
|
| S4 |
0.7915 |
0.7952 |
0.8076 |
|
|
| 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 |
0.8176 |
0.8039 |
0.0137 |
1.7% |
0.0066 |
0.8% |
50% |
False |
False |
55,513 |
| 10 |
0.8235 |
0.8039 |
0.0196 |
2.4% |
0.0063 |
0.8% |
35% |
False |
False |
56,642 |
| 20 |
0.8235 |
0.7946 |
0.0289 |
3.6% |
0.0069 |
0.9% |
56% |
False |
False |
35,126 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0070 |
0.9% |
38% |
False |
False |
17,816 |
| 60 |
0.8375 |
0.7880 |
0.0495 |
6.1% |
0.0071 |
0.9% |
46% |
False |
False |
11,998 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0072 |
0.9% |
55% |
False |
False |
9,061 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0068 |
0.8% |
55% |
False |
False |
7,269 |
| 120 |
0.8446 |
0.7777 |
0.0669 |
8.3% |
0.0068 |
0.8% |
49% |
False |
False |
6,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8364 |
|
2.618 |
0.8267 |
|
1.618 |
0.8208 |
|
1.000 |
0.8172 |
|
0.618 |
0.8149 |
|
HIGH |
0.8113 |
|
0.618 |
0.8090 |
|
0.500 |
0.8084 |
|
0.382 |
0.8077 |
|
LOW |
0.8054 |
|
0.618 |
0.8018 |
|
1.000 |
0.7995 |
|
1.618 |
0.7959 |
|
2.618 |
0.7900 |
|
4.250 |
0.7803 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8100 |
0.8101 |
| PP |
0.8092 |
0.8094 |
| S1 |
0.8084 |
0.8088 |
|