CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8215 |
0.8266 |
0.0051 |
0.6% |
0.8203 |
| High |
0.8268 |
0.8327 |
0.0059 |
0.7% |
0.8366 |
| Low |
0.8205 |
0.8238 |
0.0033 |
0.4% |
0.8188 |
| Close |
0.8260 |
0.8281 |
0.0021 |
0.3% |
0.8211 |
| Range |
0.0063 |
0.0089 |
0.0026 |
41.3% |
0.0178 |
| ATR |
0.0083 |
0.0084 |
0.0000 |
0.5% |
0.0000 |
| Volume |
44,128 |
53,755 |
9,627 |
21.8% |
319,346 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8549 |
0.8504 |
0.8330 |
|
| R3 |
0.8460 |
0.8415 |
0.8305 |
|
| R2 |
0.8371 |
0.8371 |
0.8297 |
|
| R1 |
0.8326 |
0.8326 |
0.8289 |
0.8349 |
| PP |
0.8282 |
0.8282 |
0.8282 |
0.8293 |
| S1 |
0.8237 |
0.8237 |
0.8273 |
0.8260 |
| S2 |
0.8193 |
0.8193 |
0.8265 |
|
| S3 |
0.8104 |
0.8148 |
0.8257 |
|
| S4 |
0.8015 |
0.8059 |
0.8232 |
|
|
| 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 |
2.1% |
0.0085 |
1.0% |
52% |
False |
False |
61,425 |
| 10 |
0.8366 |
0.8132 |
0.0234 |
2.8% |
0.0079 |
1.0% |
64% |
False |
False |
58,007 |
| 20 |
0.8366 |
0.7888 |
0.0478 |
5.8% |
0.0087 |
1.0% |
82% |
False |
False |
66,204 |
| 40 |
0.8366 |
0.7781 |
0.0585 |
7.1% |
0.0085 |
1.0% |
85% |
False |
False |
65,105 |
| 60 |
0.8366 |
0.7781 |
0.0585 |
7.1% |
0.0082 |
1.0% |
85% |
False |
False |
44,510 |
| 80 |
0.8440 |
0.7781 |
0.0659 |
8.0% |
0.0085 |
1.0% |
76% |
False |
False |
33,534 |
| 100 |
0.8688 |
0.7781 |
0.0907 |
11.0% |
0.0077 |
0.9% |
55% |
False |
False |
26,916 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.2% |
0.0071 |
0.9% |
46% |
False |
False |
22,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8705 |
|
2.618 |
0.8560 |
|
1.618 |
0.8471 |
|
1.000 |
0.8416 |
|
0.618 |
0.8382 |
|
HIGH |
0.8327 |
|
0.618 |
0.8293 |
|
0.500 |
0.8283 |
|
0.382 |
0.8272 |
|
LOW |
0.8238 |
|
0.618 |
0.8183 |
|
1.000 |
0.8149 |
|
1.618 |
0.8094 |
|
2.618 |
0.8005 |
|
4.250 |
0.7860 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8283 |
0.8273 |
| PP |
0.8282 |
0.8265 |
| S1 |
0.8282 |
0.8258 |
|