CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8103 |
0.8122 |
0.0019 |
0.2% |
0.8031 |
| High |
0.8129 |
0.8171 |
0.0042 |
0.5% |
0.8183 |
| Low |
0.8087 |
0.8086 |
-0.0001 |
0.0% |
0.8007 |
| Close |
0.8108 |
0.8166 |
0.0058 |
0.7% |
0.8102 |
| Range |
0.0042 |
0.0085 |
0.0043 |
102.4% |
0.0176 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.7% |
0.0000 |
| Volume |
41,316 |
68,040 |
26,724 |
64.7% |
166,176 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8396 |
0.8366 |
0.8213 |
|
| R3 |
0.8311 |
0.8281 |
0.8189 |
|
| R2 |
0.8226 |
0.8226 |
0.8182 |
|
| R1 |
0.8196 |
0.8196 |
0.8174 |
0.8211 |
| PP |
0.8141 |
0.8141 |
0.8141 |
0.8149 |
| S1 |
0.8111 |
0.8111 |
0.8158 |
0.8126 |
| S2 |
0.8056 |
0.8056 |
0.8150 |
|
| S3 |
0.7971 |
0.8026 |
0.8143 |
|
| S4 |
0.7886 |
0.7941 |
0.8119 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8625 |
0.8540 |
0.8199 |
|
| R3 |
0.8449 |
0.8364 |
0.8150 |
|
| R2 |
0.8273 |
0.8273 |
0.8134 |
|
| R1 |
0.8188 |
0.8188 |
0.8118 |
0.8231 |
| PP |
0.8097 |
0.8097 |
0.8097 |
0.8119 |
| S1 |
0.8012 |
0.8012 |
0.8086 |
0.8055 |
| S2 |
0.7921 |
0.7921 |
0.8070 |
|
| S3 |
0.7745 |
0.7836 |
0.8054 |
|
| S4 |
0.7569 |
0.7660 |
0.8005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8171 |
0.8077 |
0.0094 |
1.2% |
0.0056 |
0.7% |
95% |
True |
False |
51,643 |
| 10 |
0.8183 |
0.7949 |
0.0234 |
2.9% |
0.0065 |
0.8% |
93% |
False |
False |
33,417 |
| 20 |
0.8202 |
0.7946 |
0.0256 |
3.1% |
0.0070 |
0.9% |
86% |
False |
False |
17,841 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0069 |
0.8% |
51% |
False |
False |
9,073 |
| 60 |
0.8375 |
0.7809 |
0.0566 |
6.9% |
0.0071 |
0.9% |
63% |
False |
False |
6,167 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0071 |
0.9% |
65% |
False |
False |
4,679 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.3% |
0.0069 |
0.8% |
65% |
False |
False |
3,761 |
| 120 |
0.8581 |
0.7777 |
0.0804 |
9.8% |
0.0065 |
0.8% |
48% |
False |
False |
3,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8532 |
|
2.618 |
0.8394 |
|
1.618 |
0.8309 |
|
1.000 |
0.8256 |
|
0.618 |
0.8224 |
|
HIGH |
0.8171 |
|
0.618 |
0.8139 |
|
0.500 |
0.8129 |
|
0.382 |
0.8118 |
|
LOW |
0.8086 |
|
0.618 |
0.8033 |
|
1.000 |
0.8001 |
|
1.618 |
0.7948 |
|
2.618 |
0.7863 |
|
4.250 |
0.7725 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8154 |
0.8152 |
| PP |
0.8141 |
0.8138 |
| S1 |
0.8129 |
0.8124 |
|