CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8318 |
0.8281 |
-0.0037 |
-0.4% |
0.8203 |
| High |
0.8330 |
0.8281 |
-0.0049 |
-0.6% |
0.8366 |
| Low |
0.8237 |
0.8188 |
-0.0049 |
-0.6% |
0.8188 |
| Close |
0.8268 |
0.8211 |
-0.0057 |
-0.7% |
0.8211 |
| Range |
0.0093 |
0.0093 |
0.0000 |
0.0% |
0.0178 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.7% |
0.0000 |
| Volume |
74,672 |
55,056 |
-19,616 |
-26.3% |
319,346 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8506 |
0.8451 |
0.8262 |
|
| R3 |
0.8413 |
0.8358 |
0.8237 |
|
| R2 |
0.8320 |
0.8320 |
0.8228 |
|
| R1 |
0.8265 |
0.8265 |
0.8220 |
0.8246 |
| PP |
0.8227 |
0.8227 |
0.8227 |
0.8217 |
| S1 |
0.8172 |
0.8172 |
0.8202 |
0.8153 |
| S2 |
0.8134 |
0.8134 |
0.8194 |
|
| S3 |
0.8041 |
0.8079 |
0.8185 |
|
| S4 |
0.7948 |
0.7986 |
0.8160 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8789 |
0.8678 |
0.8309 |
|
| R3 |
0.8611 |
0.8500 |
0.8260 |
|
| R2 |
0.8433 |
0.8433 |
0.8244 |
|
| R1 |
0.8322 |
0.8322 |
0.8227 |
0.8378 |
| PP |
0.8255 |
0.8255 |
0.8255 |
0.8283 |
| S1 |
0.8144 |
0.8144 |
0.8195 |
0.8200 |
| S2 |
0.8077 |
0.8077 |
0.8178 |
|
| S3 |
0.7899 |
0.7966 |
0.8162 |
|
| S4 |
0.7721 |
0.7788 |
0.8113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8366 |
0.8188 |
0.0178 |
2.2% |
0.0085 |
1.0% |
13% |
False |
True |
63,869 |
| 10 |
0.8366 |
0.8120 |
0.0246 |
3.0% |
0.0075 |
0.9% |
37% |
False |
False |
59,240 |
| 20 |
0.8366 |
0.7888 |
0.0478 |
5.8% |
0.0083 |
1.0% |
68% |
False |
False |
65,610 |
| 40 |
0.8366 |
0.7781 |
0.0585 |
7.1% |
0.0085 |
1.0% |
74% |
False |
False |
63,649 |
| 60 |
0.8366 |
0.7781 |
0.0585 |
7.1% |
0.0083 |
1.0% |
74% |
False |
False |
42,903 |
| 80 |
0.8443 |
0.7781 |
0.0662 |
8.1% |
0.0084 |
1.0% |
65% |
False |
False |
32,315 |
| 100 |
0.8724 |
0.7781 |
0.0943 |
11.5% |
0.0076 |
0.9% |
46% |
False |
False |
25,939 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.3% |
0.0071 |
0.9% |
39% |
False |
False |
21,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8676 |
|
2.618 |
0.8524 |
|
1.618 |
0.8431 |
|
1.000 |
0.8374 |
|
0.618 |
0.8338 |
|
HIGH |
0.8281 |
|
0.618 |
0.8245 |
|
0.500 |
0.8235 |
|
0.382 |
0.8224 |
|
LOW |
0.8188 |
|
0.618 |
0.8131 |
|
1.000 |
0.8095 |
|
1.618 |
0.8038 |
|
2.618 |
0.7945 |
|
4.250 |
0.7793 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8235 |
0.8277 |
| PP |
0.8227 |
0.8255 |
| S1 |
0.8219 |
0.8233 |
|