CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8087 |
0.8056 |
-0.0031 |
-0.4% |
0.8142 |
| High |
0.8118 |
0.8080 |
-0.0038 |
-0.5% |
0.8173 |
| Low |
0.8047 |
0.7991 |
-0.0056 |
-0.7% |
0.8039 |
| Close |
0.8075 |
0.7998 |
-0.0077 |
-1.0% |
0.8107 |
| Range |
0.0071 |
0.0089 |
0.0018 |
25.4% |
0.0134 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
2.1% |
0.0000 |
| Volume |
74,763 |
96,860 |
22,097 |
29.6% |
276,433 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8290 |
0.8233 |
0.8047 |
|
| R3 |
0.8201 |
0.8144 |
0.8022 |
|
| R2 |
0.8112 |
0.8112 |
0.8014 |
|
| R1 |
0.8055 |
0.8055 |
0.8006 |
0.8039 |
| PP |
0.8023 |
0.8023 |
0.8023 |
0.8015 |
| S1 |
0.7966 |
0.7966 |
0.7990 |
0.7950 |
| S2 |
0.7934 |
0.7934 |
0.7982 |
|
| S3 |
0.7845 |
0.7877 |
0.7974 |
|
| S4 |
0.7756 |
0.7788 |
0.7949 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8508 |
0.8442 |
0.8181 |
|
| R3 |
0.8374 |
0.8308 |
0.8144 |
|
| R2 |
0.8240 |
0.8240 |
0.8132 |
|
| R1 |
0.8174 |
0.8174 |
0.8119 |
0.8140 |
| PP |
0.8106 |
0.8106 |
0.8106 |
0.8090 |
| S1 |
0.8040 |
0.8040 |
0.8095 |
0.8006 |
| S2 |
0.7972 |
0.7972 |
0.8082 |
|
| S3 |
0.7838 |
0.7906 |
0.8070 |
|
| S4 |
0.7704 |
0.7772 |
0.8033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8136 |
0.7991 |
0.0145 |
1.8% |
0.0074 |
0.9% |
5% |
False |
True |
66,922 |
| 10 |
0.8235 |
0.7991 |
0.0244 |
3.1% |
0.0072 |
0.9% |
3% |
False |
True |
64,235 |
| 20 |
0.8235 |
0.7949 |
0.0286 |
3.6% |
0.0068 |
0.8% |
17% |
False |
False |
45,562 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.4% |
0.0070 |
0.9% |
12% |
False |
False |
23,365 |
| 60 |
0.8375 |
0.7880 |
0.0495 |
6.2% |
0.0072 |
0.9% |
24% |
False |
False |
15,700 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0073 |
0.9% |
37% |
False |
False |
11,831 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0069 |
0.9% |
37% |
False |
False |
9,495 |
| 120 |
0.8388 |
0.7777 |
0.0611 |
7.6% |
0.0069 |
0.9% |
36% |
False |
False |
7,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8458 |
|
2.618 |
0.8313 |
|
1.618 |
0.8224 |
|
1.000 |
0.8169 |
|
0.618 |
0.8135 |
|
HIGH |
0.8080 |
|
0.618 |
0.8046 |
|
0.500 |
0.8036 |
|
0.382 |
0.8025 |
|
LOW |
0.7991 |
|
0.618 |
0.7936 |
|
1.000 |
0.7902 |
|
1.618 |
0.7847 |
|
2.618 |
0.7758 |
|
4.250 |
0.7613 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8036 |
0.8055 |
| PP |
0.8023 |
0.8036 |
| S1 |
0.8011 |
0.8017 |
|