CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8338 |
0.8319 |
-0.0019 |
-0.2% |
0.8269 |
| High |
0.8343 |
0.8321 |
-0.0022 |
-0.3% |
0.8386 |
| Low |
0.8283 |
0.8212 |
-0.0071 |
-0.9% |
0.8230 |
| Close |
0.8324 |
0.8217 |
-0.0107 |
-1.3% |
0.8324 |
| Range |
0.0060 |
0.0109 |
0.0049 |
81.7% |
0.0156 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
3.0% |
0.0000 |
| Volume |
54,970 |
47,009 |
-7,961 |
-14.5% |
267,861 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8577 |
0.8506 |
0.8277 |
|
| R3 |
0.8468 |
0.8397 |
0.8247 |
|
| R2 |
0.8359 |
0.8359 |
0.8237 |
|
| R1 |
0.8288 |
0.8288 |
0.8227 |
0.8269 |
| PP |
0.8250 |
0.8250 |
0.8250 |
0.8241 |
| S1 |
0.8179 |
0.8179 |
0.8207 |
0.8160 |
| S2 |
0.8141 |
0.8141 |
0.8197 |
|
| S3 |
0.8032 |
0.8070 |
0.8187 |
|
| S4 |
0.7923 |
0.7961 |
0.8157 |
|
|
| 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 |
0.8212 |
0.0174 |
2.1% |
0.0078 |
0.9% |
3% |
False |
True |
54,452 |
| 10 |
0.8386 |
0.8212 |
0.0174 |
2.1% |
0.0079 |
1.0% |
3% |
False |
True |
55,884 |
| 20 |
0.8386 |
0.8120 |
0.0266 |
3.2% |
0.0078 |
0.9% |
36% |
False |
False |
57,293 |
| 40 |
0.8386 |
0.7814 |
0.0572 |
7.0% |
0.0080 |
1.0% |
70% |
False |
False |
61,842 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0082 |
1.0% |
72% |
False |
False |
52,819 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0084 |
1.0% |
72% |
False |
False |
39,782 |
| 100 |
0.8613 |
0.7781 |
0.0832 |
10.1% |
0.0080 |
1.0% |
52% |
False |
False |
31,905 |
| 120 |
0.8863 |
0.7781 |
0.1082 |
13.2% |
0.0075 |
0.9% |
40% |
False |
False |
26,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8784 |
|
2.618 |
0.8606 |
|
1.618 |
0.8497 |
|
1.000 |
0.8430 |
|
0.618 |
0.8388 |
|
HIGH |
0.8321 |
|
0.618 |
0.8279 |
|
0.500 |
0.8267 |
|
0.382 |
0.8254 |
|
LOW |
0.8212 |
|
0.618 |
0.8145 |
|
1.000 |
0.8103 |
|
1.618 |
0.8036 |
|
2.618 |
0.7927 |
|
4.250 |
0.7749 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8267 |
0.8299 |
| PP |
0.8250 |
0.8272 |
| S1 |
0.8234 |
0.8244 |
|