CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8172 |
0.8187 |
0.0015 |
0.2% |
0.8269 |
| High |
0.8213 |
0.8213 |
0.0000 |
0.0% |
0.8386 |
| Low |
0.8156 |
0.8164 |
0.0008 |
0.1% |
0.8230 |
| Close |
0.8200 |
0.8190 |
-0.0010 |
-0.1% |
0.8324 |
| Range |
0.0057 |
0.0049 |
-0.0008 |
-14.0% |
0.0156 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
56,493 |
35,828 |
-20,665 |
-36.6% |
267,861 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8336 |
0.8312 |
0.8217 |
|
| R3 |
0.8287 |
0.8263 |
0.8203 |
|
| R2 |
0.8238 |
0.8238 |
0.8199 |
|
| R1 |
0.8214 |
0.8214 |
0.8194 |
0.8226 |
| PP |
0.8189 |
0.8189 |
0.8189 |
0.8195 |
| S1 |
0.8165 |
0.8165 |
0.8186 |
0.8177 |
| S2 |
0.8140 |
0.8140 |
0.8181 |
|
| S3 |
0.8091 |
0.8116 |
0.8177 |
|
| S4 |
0.8042 |
0.8067 |
0.8163 |
|
|
| 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 |
0.8343 |
0.8156 |
0.0187 |
2.3% |
0.0071 |
0.9% |
18% |
False |
False |
51,336 |
| 10 |
0.8386 |
0.8156 |
0.0230 |
2.8% |
0.0070 |
0.9% |
15% |
False |
False |
53,929 |
| 20 |
0.8386 |
0.8156 |
0.0230 |
2.8% |
0.0076 |
0.9% |
15% |
False |
False |
56,551 |
| 40 |
0.8386 |
0.7814 |
0.0572 |
7.0% |
0.0079 |
1.0% |
66% |
False |
False |
61,222 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0081 |
1.0% |
68% |
False |
False |
55,342 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.4% |
0.0084 |
1.0% |
68% |
False |
False |
41,705 |
| 100 |
0.8613 |
0.7781 |
0.0832 |
10.2% |
0.0081 |
1.0% |
49% |
False |
False |
33,448 |
| 120 |
0.8810 |
0.7781 |
0.1029 |
12.6% |
0.0076 |
0.9% |
40% |
False |
False |
27,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8421 |
|
2.618 |
0.8341 |
|
1.618 |
0.8292 |
|
1.000 |
0.8262 |
|
0.618 |
0.8243 |
|
HIGH |
0.8213 |
|
0.618 |
0.8194 |
|
0.500 |
0.8189 |
|
0.382 |
0.8183 |
|
LOW |
0.8164 |
|
0.618 |
0.8134 |
|
1.000 |
0.8115 |
|
1.618 |
0.8085 |
|
2.618 |
0.8036 |
|
4.250 |
0.7956 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8190 |
0.8199 |
| PP |
0.8189 |
0.8196 |
| S1 |
0.8189 |
0.8193 |
|