CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8266 |
0.8282 |
0.0016 |
0.2% |
0.8203 |
| High |
0.8327 |
0.8370 |
0.0043 |
0.5% |
0.8366 |
| Low |
0.8238 |
0.8269 |
0.0031 |
0.4% |
0.8188 |
| Close |
0.8281 |
0.8296 |
0.0015 |
0.2% |
0.8211 |
| Range |
0.0089 |
0.0101 |
0.0012 |
13.5% |
0.0178 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.5% |
0.0000 |
| Volume |
53,755 |
64,639 |
10,884 |
20.2% |
319,346 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8615 |
0.8556 |
0.8352 |
|
| R3 |
0.8514 |
0.8455 |
0.8324 |
|
| R2 |
0.8413 |
0.8413 |
0.8315 |
|
| R1 |
0.8354 |
0.8354 |
0.8305 |
0.8384 |
| PP |
0.8312 |
0.8312 |
0.8312 |
0.8326 |
| S1 |
0.8253 |
0.8253 |
0.8287 |
0.8283 |
| S2 |
0.8211 |
0.8211 |
0.8277 |
|
| S3 |
0.8110 |
0.8152 |
0.8268 |
|
| S4 |
0.8009 |
0.8051 |
0.8240 |
|
|
| 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 |
0.8370 |
0.8188 |
0.0182 |
2.2% |
0.0088 |
1.1% |
59% |
True |
False |
58,450 |
| 10 |
0.8370 |
0.8144 |
0.0226 |
2.7% |
0.0083 |
1.0% |
67% |
True |
False |
59,803 |
| 20 |
0.8370 |
0.7888 |
0.0482 |
5.8% |
0.0086 |
1.0% |
85% |
True |
False |
65,471 |
| 40 |
0.8370 |
0.7781 |
0.0589 |
7.1% |
0.0086 |
1.0% |
87% |
True |
False |
65,940 |
| 60 |
0.8370 |
0.7781 |
0.0589 |
7.1% |
0.0082 |
1.0% |
87% |
True |
False |
45,578 |
| 80 |
0.8435 |
0.7781 |
0.0654 |
7.9% |
0.0086 |
1.0% |
79% |
False |
False |
34,340 |
| 100 |
0.8661 |
0.7781 |
0.0880 |
10.6% |
0.0078 |
0.9% |
59% |
False |
False |
27,561 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.2% |
0.0072 |
0.9% |
47% |
False |
False |
22,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8799 |
|
2.618 |
0.8634 |
|
1.618 |
0.8533 |
|
1.000 |
0.8471 |
|
0.618 |
0.8432 |
|
HIGH |
0.8370 |
|
0.618 |
0.8331 |
|
0.500 |
0.8320 |
|
0.382 |
0.8308 |
|
LOW |
0.8269 |
|
0.618 |
0.8207 |
|
1.000 |
0.8168 |
|
1.618 |
0.8106 |
|
2.618 |
0.8005 |
|
4.250 |
0.7840 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8320 |
0.8293 |
| PP |
0.8312 |
0.8290 |
| S1 |
0.8304 |
0.8288 |
|