CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8124 |
0.8039 |
-0.0085 |
-1.0% |
0.8319 |
| High |
0.8143 |
0.8064 |
-0.0079 |
-1.0% |
0.8321 |
| Low |
0.8030 |
0.8002 |
-0.0028 |
-0.3% |
0.8112 |
| Close |
0.8041 |
0.8016 |
-0.0025 |
-0.3% |
0.8126 |
| Range |
0.0113 |
0.0062 |
-0.0051 |
-45.1% |
0.0209 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
72,469 |
65,523 |
-6,946 |
-9.6% |
253,506 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8213 |
0.8177 |
0.8050 |
|
| R3 |
0.8151 |
0.8115 |
0.8033 |
|
| R2 |
0.8089 |
0.8089 |
0.8027 |
|
| R1 |
0.8053 |
0.8053 |
0.8022 |
0.8040 |
| PP |
0.8027 |
0.8027 |
0.8027 |
0.8021 |
| S1 |
0.7991 |
0.7991 |
0.8010 |
0.7978 |
| S2 |
0.7965 |
0.7965 |
0.8005 |
|
| S3 |
0.7903 |
0.7929 |
0.7999 |
|
| S4 |
0.7841 |
0.7867 |
0.7982 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8813 |
0.8679 |
0.8241 |
|
| R3 |
0.8604 |
0.8470 |
0.8183 |
|
| R2 |
0.8395 |
0.8395 |
0.8164 |
|
| R1 |
0.8261 |
0.8261 |
0.8145 |
0.8224 |
| PP |
0.8186 |
0.8186 |
0.8186 |
0.8168 |
| S1 |
0.8052 |
0.8052 |
0.8107 |
0.8015 |
| S2 |
0.7977 |
0.7977 |
0.8088 |
|
| S3 |
0.7768 |
0.7843 |
0.8069 |
|
| S4 |
0.7559 |
0.7634 |
0.8011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8213 |
0.8002 |
0.0211 |
2.6% |
0.0076 |
0.9% |
7% |
False |
True |
56,421 |
| 10 |
0.8386 |
0.8002 |
0.0384 |
4.8% |
0.0076 |
1.0% |
4% |
False |
True |
56,742 |
| 20 |
0.8386 |
0.8002 |
0.0384 |
4.8% |
0.0080 |
1.0% |
4% |
False |
True |
57,835 |
| 40 |
0.8386 |
0.7814 |
0.0572 |
7.1% |
0.0080 |
1.0% |
35% |
False |
False |
61,252 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0082 |
1.0% |
39% |
False |
False |
58,456 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0084 |
1.0% |
39% |
False |
False |
44,063 |
| 100 |
0.8563 |
0.7781 |
0.0782 |
9.8% |
0.0083 |
1.0% |
30% |
False |
False |
35,344 |
| 120 |
0.8775 |
0.7781 |
0.0994 |
12.4% |
0.0076 |
0.9% |
24% |
False |
False |
29,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8328 |
|
2.618 |
0.8226 |
|
1.618 |
0.8164 |
|
1.000 |
0.8126 |
|
0.618 |
0.8102 |
|
HIGH |
0.8064 |
|
0.618 |
0.8040 |
|
0.500 |
0.8033 |
|
0.382 |
0.8026 |
|
LOW |
0.8002 |
|
0.618 |
0.7964 |
|
1.000 |
0.7940 |
|
1.618 |
0.7902 |
|
2.618 |
0.7840 |
|
4.250 |
0.7739 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8033 |
0.8107 |
| PP |
0.8027 |
0.8076 |
| S1 |
0.8022 |
0.8046 |
|