CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8031 |
0.8047 |
0.0016 |
0.2% |
0.8013 |
| High |
0.8064 |
0.8112 |
0.0048 |
0.6% |
0.8073 |
| Low |
0.8007 |
0.8026 |
0.0019 |
0.2% |
0.7946 |
| Close |
0.8048 |
0.8095 |
0.0047 |
0.6% |
0.8025 |
| Range |
0.0057 |
0.0086 |
0.0029 |
50.9% |
0.0127 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.3% |
0.0000 |
| Volume |
13,562 |
19,488 |
5,926 |
43.7% |
21,613 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8336 |
0.8301 |
0.8142 |
|
| R3 |
0.8250 |
0.8215 |
0.8119 |
|
| R2 |
0.8164 |
0.8164 |
0.8111 |
|
| R1 |
0.8129 |
0.8129 |
0.8103 |
0.8147 |
| PP |
0.8078 |
0.8078 |
0.8078 |
0.8086 |
| S1 |
0.8043 |
0.8043 |
0.8087 |
0.8061 |
| S2 |
0.7992 |
0.7992 |
0.8079 |
|
| S3 |
0.7906 |
0.7957 |
0.8071 |
|
| S4 |
0.7820 |
0.7871 |
0.8048 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8396 |
0.8337 |
0.8095 |
|
| R3 |
0.8269 |
0.8210 |
0.8060 |
|
| R2 |
0.8142 |
0.8142 |
0.8048 |
|
| R1 |
0.8083 |
0.8083 |
0.8037 |
0.8113 |
| PP |
0.8015 |
0.8015 |
0.8015 |
0.8029 |
| S1 |
0.7956 |
0.7956 |
0.8013 |
0.7986 |
| S2 |
0.7888 |
0.7888 |
0.8002 |
|
| S3 |
0.7761 |
0.7829 |
0.7990 |
|
| S4 |
0.7634 |
0.7702 |
0.7955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8112 |
0.7949 |
0.0163 |
2.0% |
0.0069 |
0.8% |
90% |
True |
False |
9,054 |
| 10 |
0.8112 |
0.7946 |
0.0166 |
2.1% |
0.0073 |
0.9% |
90% |
True |
False |
6,230 |
| 20 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0071 |
0.9% |
35% |
False |
False |
3,359 |
| 40 |
0.8375 |
0.7922 |
0.0453 |
5.6% |
0.0075 |
0.9% |
38% |
False |
False |
1,857 |
| 60 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0075 |
0.9% |
53% |
False |
False |
1,320 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0070 |
0.9% |
53% |
False |
False |
1,041 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0070 |
0.9% |
53% |
False |
False |
847 |
| 120 |
0.8586 |
0.7777 |
0.0809 |
10.0% |
0.0063 |
0.8% |
39% |
False |
False |
711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8478 |
|
2.618 |
0.8337 |
|
1.618 |
0.8251 |
|
1.000 |
0.8198 |
|
0.618 |
0.8165 |
|
HIGH |
0.8112 |
|
0.618 |
0.8079 |
|
0.500 |
0.8069 |
|
0.382 |
0.8059 |
|
LOW |
0.8026 |
|
0.618 |
0.7973 |
|
1.000 |
0.7940 |
|
1.618 |
0.7887 |
|
2.618 |
0.7801 |
|
4.250 |
0.7661 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8086 |
0.8074 |
| PP |
0.8078 |
0.8052 |
| S1 |
0.8069 |
0.8031 |
|