CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8144 |
0.8090 |
-0.0054 |
-0.7% |
0.8075 |
| High |
0.8165 |
0.8096 |
-0.0069 |
-0.8% |
0.8216 |
| Low |
0.8095 |
0.8060 |
-0.0035 |
-0.4% |
0.8075 |
| Close |
0.8099 |
0.8086 |
-0.0013 |
-0.2% |
0.8136 |
| Range |
0.0070 |
0.0036 |
-0.0034 |
-48.6% |
0.0141 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
70 |
49 |
-21 |
-30.0% |
465 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8189 |
0.8173 |
0.8106 |
|
| R3 |
0.8153 |
0.8137 |
0.8096 |
|
| R2 |
0.8117 |
0.8117 |
0.8093 |
|
| R1 |
0.8101 |
0.8101 |
0.8089 |
0.8091 |
| PP |
0.8081 |
0.8081 |
0.8081 |
0.8076 |
| S1 |
0.8065 |
0.8065 |
0.8083 |
0.8055 |
| S2 |
0.8045 |
0.8045 |
0.8079 |
|
| S3 |
0.8009 |
0.8029 |
0.8076 |
|
| S4 |
0.7973 |
0.7993 |
0.8066 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8565 |
0.8492 |
0.8214 |
|
| R3 |
0.8424 |
0.8351 |
0.8175 |
|
| R2 |
0.8283 |
0.8283 |
0.8162 |
|
| R1 |
0.8210 |
0.8210 |
0.8149 |
0.8247 |
| PP |
0.8142 |
0.8142 |
0.8142 |
0.8161 |
| S1 |
0.8069 |
0.8069 |
0.8123 |
0.8106 |
| S2 |
0.8001 |
0.8001 |
0.8110 |
|
| S3 |
0.7860 |
0.7928 |
0.8097 |
|
| S4 |
0.7719 |
0.7787 |
0.8058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8216 |
0.8060 |
0.0156 |
1.9% |
0.0059 |
0.7% |
17% |
False |
True |
76 |
| 10 |
0.8216 |
0.8060 |
0.0156 |
1.9% |
0.0050 |
0.6% |
17% |
False |
True |
151 |
| 20 |
0.8216 |
0.7944 |
0.0272 |
3.4% |
0.0053 |
0.7% |
52% |
False |
False |
183 |
| 40 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0048 |
0.6% |
34% |
False |
False |
107 |
| 60 |
0.8364 |
0.7810 |
0.0554 |
6.9% |
0.0045 |
0.6% |
50% |
False |
False |
88 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0044 |
0.5% |
52% |
False |
False |
76 |
| 100 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0042 |
0.5% |
52% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8249 |
|
2.618 |
0.8190 |
|
1.618 |
0.8154 |
|
1.000 |
0.8132 |
|
0.618 |
0.8118 |
|
HIGH |
0.8096 |
|
0.618 |
0.8082 |
|
0.500 |
0.8078 |
|
0.382 |
0.8074 |
|
LOW |
0.8060 |
|
0.618 |
0.8038 |
|
1.000 |
0.8024 |
|
1.618 |
0.8002 |
|
2.618 |
0.7966 |
|
4.250 |
0.7907 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8083 |
0.8119 |
| PP |
0.8081 |
0.8108 |
| S1 |
0.8078 |
0.8097 |
|