CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8359 |
0.8338 |
-0.0021 |
-0.3% |
0.8269 |
| High |
0.8386 |
0.8343 |
-0.0043 |
-0.5% |
0.8386 |
| Low |
0.8324 |
0.8283 |
-0.0041 |
-0.5% |
0.8230 |
| Close |
0.8333 |
0.8324 |
-0.0009 |
-0.1% |
0.8324 |
| Range |
0.0062 |
0.0060 |
-0.0002 |
-3.2% |
0.0156 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
57,411 |
54,970 |
-2,441 |
-4.3% |
267,861 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8497 |
0.8470 |
0.8357 |
|
| R3 |
0.8437 |
0.8410 |
0.8341 |
|
| R2 |
0.8377 |
0.8377 |
0.8335 |
|
| R1 |
0.8350 |
0.8350 |
0.8330 |
0.8334 |
| PP |
0.8317 |
0.8317 |
0.8317 |
0.8308 |
| S1 |
0.8290 |
0.8290 |
0.8319 |
0.8274 |
| S2 |
0.8257 |
0.8257 |
0.8313 |
|
| S3 |
0.8197 |
0.8230 |
0.8308 |
|
| S4 |
0.8137 |
0.8170 |
0.8291 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8781 |
0.8709 |
0.8410 |
|
| R3 |
0.8625 |
0.8553 |
0.8367 |
|
| R2 |
0.8469 |
0.8469 |
0.8353 |
|
| R1 |
0.8397 |
0.8397 |
0.8338 |
0.8433 |
| PP |
0.8313 |
0.8313 |
0.8313 |
0.8332 |
| S1 |
0.8241 |
0.8241 |
0.8310 |
0.8277 |
| S2 |
0.8157 |
0.8157 |
0.8295 |
|
| S3 |
0.8001 |
0.8085 |
0.8281 |
|
| S4 |
0.7845 |
0.7929 |
0.8238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8386 |
0.8230 |
0.0156 |
1.9% |
0.0067 |
0.8% |
60% |
False |
False |
53,572 |
| 10 |
0.8386 |
0.8205 |
0.0181 |
2.2% |
0.0074 |
0.9% |
66% |
False |
False |
55,596 |
| 20 |
0.8386 |
0.8120 |
0.0266 |
3.2% |
0.0075 |
0.9% |
77% |
False |
False |
57,418 |
| 40 |
0.8386 |
0.7814 |
0.0572 |
6.9% |
0.0080 |
1.0% |
89% |
False |
False |
62,834 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.3% |
0.0081 |
1.0% |
90% |
False |
False |
52,072 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.3% |
0.0083 |
1.0% |
90% |
False |
False |
39,222 |
| 100 |
0.8613 |
0.7781 |
0.0832 |
10.0% |
0.0079 |
1.0% |
65% |
False |
False |
31,437 |
| 120 |
0.8876 |
0.7781 |
0.1095 |
13.2% |
0.0075 |
0.9% |
50% |
False |
False |
26,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8598 |
|
2.618 |
0.8500 |
|
1.618 |
0.8440 |
|
1.000 |
0.8403 |
|
0.618 |
0.8380 |
|
HIGH |
0.8343 |
|
0.618 |
0.8320 |
|
0.500 |
0.8313 |
|
0.382 |
0.8306 |
|
LOW |
0.8283 |
|
0.618 |
0.8246 |
|
1.000 |
0.8223 |
|
1.618 |
0.8186 |
|
2.618 |
0.8126 |
|
4.250 |
0.8028 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8320 |
0.8335 |
| PP |
0.8317 |
0.8331 |
| S1 |
0.8313 |
0.8328 |
|