CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7972 |
0.8040 |
0.0068 |
0.9% |
0.8110 |
| High |
0.8061 |
0.8040 |
-0.0021 |
-0.3% |
0.8110 |
| Low |
0.7972 |
0.7975 |
0.0003 |
0.0% |
0.7962 |
| Close |
0.8042 |
0.8005 |
-0.0037 |
-0.5% |
0.8015 |
| Range |
0.0089 |
0.0065 |
-0.0024 |
-27.0% |
0.0148 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.7% |
0.0000 |
| Volume |
122 |
505 |
383 |
313.9% |
1,163 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8202 |
0.8168 |
0.8041 |
|
| R3 |
0.8137 |
0.8103 |
0.8023 |
|
| R2 |
0.8072 |
0.8072 |
0.8017 |
|
| R1 |
0.8038 |
0.8038 |
0.8011 |
0.8023 |
| PP |
0.8007 |
0.8007 |
0.8007 |
0.7999 |
| S1 |
0.7973 |
0.7973 |
0.7999 |
0.7958 |
| S2 |
0.7942 |
0.7942 |
0.7993 |
|
| S3 |
0.7877 |
0.7908 |
0.7987 |
|
| S4 |
0.7812 |
0.7843 |
0.7969 |
|
|
| 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 |
0.8061 |
0.7944 |
0.0117 |
1.5% |
0.0067 |
0.8% |
52% |
False |
False |
245 |
| 10 |
0.8181 |
0.7944 |
0.0237 |
3.0% |
0.0059 |
0.7% |
26% |
False |
False |
196 |
| 20 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0051 |
0.6% |
15% |
False |
False |
117 |
| 40 |
0.8364 |
0.7916 |
0.0448 |
5.6% |
0.0046 |
0.6% |
20% |
False |
False |
82 |
| 60 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0045 |
0.6% |
39% |
False |
False |
68 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0041 |
0.5% |
39% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8316 |
|
2.618 |
0.8210 |
|
1.618 |
0.8145 |
|
1.000 |
0.8105 |
|
0.618 |
0.8080 |
|
HIGH |
0.8040 |
|
0.618 |
0.8015 |
|
0.500 |
0.8008 |
|
0.382 |
0.8000 |
|
LOW |
0.7975 |
|
0.618 |
0.7935 |
|
1.000 |
0.7910 |
|
1.618 |
0.7870 |
|
2.618 |
0.7805 |
|
4.250 |
0.7699 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8008 |
0.8004 |
| PP |
0.8007 |
0.8003 |
| S1 |
0.8006 |
0.8003 |
|