CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8015 |
0.8035 |
0.0020 |
0.2% |
0.8124 |
| High |
0.8035 |
0.8044 |
0.0009 |
0.1% |
0.8132 |
| Low |
0.7963 |
0.7970 |
0.0007 |
0.1% |
0.7963 |
| Close |
0.8033 |
0.8023 |
-0.0010 |
-0.1% |
0.8023 |
| Range |
0.0072 |
0.0074 |
0.0002 |
2.8% |
0.0169 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,546 |
4,615 |
3,069 |
198.5% |
8,336 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8234 |
0.8203 |
0.8064 |
|
| R3 |
0.8160 |
0.8129 |
0.8043 |
|
| R2 |
0.8086 |
0.8086 |
0.8037 |
|
| R1 |
0.8055 |
0.8055 |
0.8030 |
0.8034 |
| PP |
0.8012 |
0.8012 |
0.8012 |
0.8002 |
| S1 |
0.7981 |
0.7981 |
0.8016 |
0.7960 |
| S2 |
0.7938 |
0.7938 |
0.8009 |
|
| S3 |
0.7864 |
0.7907 |
0.8003 |
|
| S4 |
0.7790 |
0.7833 |
0.7982 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8546 |
0.8454 |
0.8116 |
|
| R3 |
0.8377 |
0.8285 |
0.8069 |
|
| R2 |
0.8208 |
0.8208 |
0.8054 |
|
| R1 |
0.8116 |
0.8116 |
0.8038 |
0.8078 |
| PP |
0.8039 |
0.8039 |
0.8039 |
0.8020 |
| S1 |
0.7947 |
0.7947 |
0.8008 |
0.7909 |
| S2 |
0.7870 |
0.7870 |
0.7992 |
|
| S3 |
0.7701 |
0.7778 |
0.7977 |
|
| S4 |
0.7532 |
0.7609 |
0.7930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8198 |
0.7963 |
0.0235 |
2.9% |
0.0083 |
1.0% |
26% |
False |
False |
1,715 |
| 10 |
0.8324 |
0.7963 |
0.0361 |
4.5% |
0.0072 |
0.9% |
17% |
False |
False |
1,187 |
| 20 |
0.8375 |
0.7963 |
0.0412 |
5.1% |
0.0069 |
0.9% |
15% |
False |
False |
722 |
| 40 |
0.8375 |
0.7880 |
0.0495 |
6.2% |
0.0073 |
0.9% |
29% |
False |
False |
544 |
| 60 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0073 |
0.9% |
41% |
False |
False |
437 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0068 |
0.8% |
41% |
False |
False |
362 |
| 100 |
0.8421 |
0.7777 |
0.0644 |
8.0% |
0.0068 |
0.8% |
38% |
False |
False |
303 |
| 120 |
0.8687 |
0.7777 |
0.0910 |
11.3% |
0.0061 |
0.8% |
27% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8359 |
|
2.618 |
0.8238 |
|
1.618 |
0.8164 |
|
1.000 |
0.8118 |
|
0.618 |
0.8090 |
|
HIGH |
0.8044 |
|
0.618 |
0.8016 |
|
0.500 |
0.8007 |
|
0.382 |
0.7998 |
|
LOW |
0.7970 |
|
0.618 |
0.7924 |
|
1.000 |
0.7896 |
|
1.618 |
0.7850 |
|
2.618 |
0.7776 |
|
4.250 |
0.7656 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8018 |
0.8018 |
| PP |
0.8012 |
0.8013 |
| S1 |
0.8007 |
0.8008 |
|