CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8039 |
0.8023 |
-0.0016 |
-0.2% |
0.8319 |
| High |
0.8064 |
0.8047 |
-0.0017 |
-0.2% |
0.8321 |
| Low |
0.8002 |
0.7972 |
-0.0030 |
-0.4% |
0.8112 |
| Close |
0.8016 |
0.8044 |
0.0028 |
0.3% |
0.8126 |
| Range |
0.0062 |
0.0075 |
0.0013 |
21.0% |
0.0209 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
65,523 |
72,499 |
6,976 |
10.6% |
253,506 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8246 |
0.8220 |
0.8085 |
|
| R3 |
0.8171 |
0.8145 |
0.8065 |
|
| R2 |
0.8096 |
0.8096 |
0.8058 |
|
| R1 |
0.8070 |
0.8070 |
0.8051 |
0.8083 |
| PP |
0.8021 |
0.8021 |
0.8021 |
0.8028 |
| S1 |
0.7995 |
0.7995 |
0.8037 |
0.8008 |
| S2 |
0.7946 |
0.7946 |
0.8030 |
|
| S3 |
0.7871 |
0.7920 |
0.8023 |
|
| S4 |
0.7796 |
0.7845 |
0.8003 |
|
|
| 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 |
0.7972 |
0.0241 |
3.0% |
0.0080 |
1.0% |
30% |
False |
True |
59,622 |
| 10 |
0.8386 |
0.7972 |
0.0414 |
5.1% |
0.0077 |
1.0% |
17% |
False |
True |
57,637 |
| 20 |
0.8386 |
0.7972 |
0.0414 |
5.1% |
0.0079 |
1.0% |
17% |
False |
True |
57,484 |
| 40 |
0.8386 |
0.7860 |
0.0526 |
6.5% |
0.0080 |
1.0% |
35% |
False |
False |
61,089 |
| 60 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0082 |
1.0% |
43% |
False |
False |
59,649 |
| 80 |
0.8386 |
0.7781 |
0.0605 |
7.5% |
0.0083 |
1.0% |
43% |
False |
False |
44,955 |
| 100 |
0.8492 |
0.7781 |
0.0711 |
8.8% |
0.0082 |
1.0% |
37% |
False |
False |
36,065 |
| 120 |
0.8775 |
0.7781 |
0.0994 |
12.4% |
0.0076 |
0.9% |
26% |
False |
False |
30,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8366 |
|
2.618 |
0.8243 |
|
1.618 |
0.8168 |
|
1.000 |
0.8122 |
|
0.618 |
0.8093 |
|
HIGH |
0.8047 |
|
0.618 |
0.8018 |
|
0.500 |
0.8010 |
|
0.382 |
0.8001 |
|
LOW |
0.7972 |
|
0.618 |
0.7926 |
|
1.000 |
0.7897 |
|
1.618 |
0.7851 |
|
2.618 |
0.7776 |
|
4.250 |
0.7653 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8033 |
0.8058 |
| PP |
0.8021 |
0.8053 |
| S1 |
0.8010 |
0.8049 |
|