CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7985 |
0.7982 |
-0.0003 |
0.0% |
0.8110 |
| High |
0.8025 |
0.8020 |
-0.0005 |
-0.1% |
0.8110 |
| Low |
0.7965 |
0.7962 |
-0.0003 |
0.0% |
0.7962 |
| Close |
0.8025 |
0.8015 |
-0.0010 |
-0.1% |
0.8015 |
| Range |
0.0060 |
0.0058 |
-0.0002 |
-3.3% |
0.0148 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.8% |
0.0000 |
| Volume |
271 |
211 |
-60 |
-22.1% |
1,163 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8173 |
0.8152 |
0.8047 |
|
| R3 |
0.8115 |
0.8094 |
0.8031 |
|
| R2 |
0.8057 |
0.8057 |
0.8026 |
|
| R1 |
0.8036 |
0.8036 |
0.8020 |
0.8047 |
| PP |
0.7999 |
0.7999 |
0.7999 |
0.8004 |
| S1 |
0.7978 |
0.7978 |
0.8010 |
0.7989 |
| S2 |
0.7941 |
0.7941 |
0.8004 |
|
| S3 |
0.7883 |
0.7920 |
0.7999 |
|
| S4 |
0.7825 |
0.7862 |
0.7983 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8473 |
0.8392 |
0.8096 |
|
| R3 |
0.8325 |
0.8244 |
0.8056 |
|
| R2 |
0.8177 |
0.8177 |
0.8042 |
|
| R1 |
0.8096 |
0.8096 |
0.8029 |
0.8063 |
| PP |
0.8029 |
0.8029 |
0.8029 |
0.8012 |
| S1 |
0.7948 |
0.7948 |
0.8001 |
0.7915 |
| S2 |
0.7881 |
0.7881 |
0.7988 |
|
| S3 |
0.7733 |
0.7800 |
0.7974 |
|
| S4 |
0.7585 |
0.7652 |
0.7934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8181 |
0.7962 |
0.0219 |
2.7% |
0.0067 |
0.8% |
24% |
False |
True |
235 |
| 10 |
0.8311 |
0.7962 |
0.0349 |
4.4% |
0.0051 |
0.6% |
15% |
False |
True |
131 |
| 20 |
0.8364 |
0.7962 |
0.0402 |
5.0% |
0.0045 |
0.6% |
13% |
False |
True |
83 |
| 40 |
0.8364 |
0.7916 |
0.0448 |
5.6% |
0.0043 |
0.5% |
22% |
False |
False |
65 |
| 60 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0042 |
0.5% |
40% |
False |
False |
58 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0039 |
0.5% |
40% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8267 |
|
2.618 |
0.8172 |
|
1.618 |
0.8114 |
|
1.000 |
0.8078 |
|
0.618 |
0.8056 |
|
HIGH |
0.8020 |
|
0.618 |
0.7998 |
|
0.500 |
0.7991 |
|
0.382 |
0.7984 |
|
LOW |
0.7962 |
|
0.618 |
0.7926 |
|
1.000 |
0.7904 |
|
1.618 |
0.7868 |
|
2.618 |
0.7810 |
|
4.250 |
0.7716 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8007 |
0.8010 |
| PP |
0.7999 |
0.8005 |
| S1 |
0.7991 |
0.8000 |
|