CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8319 |
0.8224 |
-0.0095 |
-1.1% |
0.8269 |
| High |
0.8321 |
0.8241 |
-0.0080 |
-1.0% |
0.8386 |
| Low |
0.8212 |
0.8159 |
-0.0053 |
-0.6% |
0.8230 |
| Close |
0.8217 |
0.8179 |
-0.0038 |
-0.5% |
0.8324 |
| Range |
0.0109 |
0.0082 |
-0.0027 |
-24.8% |
0.0156 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.1% |
0.0000 |
| Volume |
47,009 |
62,381 |
15,372 |
32.7% |
267,861 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8439 |
0.8391 |
0.8224 |
|
| R3 |
0.8357 |
0.8309 |
0.8202 |
|
| R2 |
0.8275 |
0.8275 |
0.8194 |
|
| R1 |
0.8227 |
0.8227 |
0.8187 |
0.8210 |
| PP |
0.8193 |
0.8193 |
0.8193 |
0.8185 |
| S1 |
0.8145 |
0.8145 |
0.8171 |
0.8128 |
| S2 |
0.8111 |
0.8111 |
0.8164 |
|
| S3 |
0.8029 |
0.8063 |
0.8156 |
|
| S4 |
0.7947 |
0.7981 |
0.8134 |
|
|
| 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 |
0.8159 |
0.0227 |
2.8% |
0.0077 |
0.9% |
9% |
False |
True |
57,064 |
| 10 |
0.8386 |
0.8159 |
0.0227 |
2.8% |
0.0078 |
1.0% |
9% |
False |
True |
56,747 |
| 20 |
0.8386 |
0.8132 |
0.0254 |
3.1% |
0.0079 |
1.0% |
19% |
False |
False |
57,377 |
| 40 |
0.8386 |
0.7814 |
0.0572 |
7.0% |
0.0080 |
1.0% |
64% |
False |
False |
62,035 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0082 |
1.0% |
66% |
False |
False |
53,847 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0084 |
1.0% |
66% |
False |
False |
40,556 |
| 100 |
0.8613 |
0.7781 |
0.0832 |
10.2% |
0.0080 |
1.0% |
48% |
False |
False |
32,527 |
| 120 |
0.8863 |
0.7781 |
0.1082 |
13.2% |
0.0076 |
0.9% |
37% |
False |
False |
27,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8590 |
|
2.618 |
0.8456 |
|
1.618 |
0.8374 |
|
1.000 |
0.8323 |
|
0.618 |
0.8292 |
|
HIGH |
0.8241 |
|
0.618 |
0.8210 |
|
0.500 |
0.8200 |
|
0.382 |
0.8190 |
|
LOW |
0.8159 |
|
0.618 |
0.8108 |
|
1.000 |
0.8077 |
|
1.618 |
0.8026 |
|
2.618 |
0.7944 |
|
4.250 |
0.7811 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8200 |
0.8251 |
| PP |
0.8193 |
0.8227 |
| S1 |
0.8186 |
0.8203 |
|