CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8020 |
0.7985 |
-0.0035 |
-0.4% |
0.8269 |
| High |
0.8038 |
0.8025 |
-0.0013 |
-0.2% |
0.8269 |
| Low |
0.7986 |
0.7965 |
-0.0021 |
-0.3% |
0.8104 |
| Close |
0.7997 |
0.8025 |
0.0028 |
0.4% |
0.8106 |
| Range |
0.0052 |
0.0060 |
0.0008 |
15.4% |
0.0165 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.5% |
0.0000 |
| Volume |
611 |
271 |
-340 |
-55.6% |
117 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8185 |
0.8165 |
0.8058 |
|
| R3 |
0.8125 |
0.8105 |
0.8042 |
|
| R2 |
0.8065 |
0.8065 |
0.8036 |
|
| R1 |
0.8045 |
0.8045 |
0.8031 |
0.8055 |
| PP |
0.8005 |
0.8005 |
0.8005 |
0.8010 |
| S1 |
0.7985 |
0.7985 |
0.8020 |
0.7995 |
| S2 |
0.7945 |
0.7945 |
0.8014 |
|
| S3 |
0.7885 |
0.7925 |
0.8009 |
|
| S4 |
0.7825 |
0.7865 |
0.7992 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8655 |
0.8545 |
0.8197 |
|
| R3 |
0.8490 |
0.8380 |
0.8151 |
|
| R2 |
0.8325 |
0.8325 |
0.8136 |
|
| R1 |
0.8215 |
0.8215 |
0.8121 |
0.8188 |
| PP |
0.8160 |
0.8160 |
0.8160 |
0.8146 |
| S1 |
0.8050 |
0.8050 |
0.8091 |
0.8023 |
| S2 |
0.7995 |
0.7995 |
0.8076 |
|
| S3 |
0.7830 |
0.7885 |
0.8061 |
|
| S4 |
0.7665 |
0.7720 |
0.8015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8181 |
0.7965 |
0.0216 |
2.7% |
0.0058 |
0.7% |
28% |
False |
True |
194 |
| 10 |
0.8349 |
0.7965 |
0.0384 |
4.8% |
0.0049 |
0.6% |
16% |
False |
True |
115 |
| 20 |
0.8364 |
0.7965 |
0.0399 |
5.0% |
0.0044 |
0.5% |
15% |
False |
True |
73 |
| 40 |
0.8364 |
0.7907 |
0.0457 |
5.7% |
0.0042 |
0.5% |
26% |
False |
False |
60 |
| 60 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0042 |
0.5% |
42% |
False |
False |
55 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0039 |
0.5% |
42% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8280 |
|
2.618 |
0.8182 |
|
1.618 |
0.8122 |
|
1.000 |
0.8085 |
|
0.618 |
0.8062 |
|
HIGH |
0.8025 |
|
0.618 |
0.8002 |
|
0.500 |
0.7995 |
|
0.382 |
0.7988 |
|
LOW |
0.7965 |
|
0.618 |
0.7928 |
|
1.000 |
0.7905 |
|
1.618 |
0.7868 |
|
2.618 |
0.7808 |
|
4.250 |
0.7710 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8015 |
0.8038 |
| PP |
0.8005 |
0.8033 |
| S1 |
0.7995 |
0.8029 |
|