CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8168 |
0.8142 |
-0.0026 |
-0.3% |
0.8106 |
| High |
0.8176 |
0.8173 |
-0.0003 |
0.0% |
0.8235 |
| Low |
0.8122 |
0.8100 |
-0.0022 |
-0.3% |
0.8077 |
| Close |
0.8145 |
0.8108 |
-0.0037 |
-0.5% |
0.8145 |
| Range |
0.0054 |
0.0073 |
0.0019 |
35.2% |
0.0158 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.4% |
0.0000 |
| Volume |
52,235 |
50,832 |
-1,403 |
-2.7% |
284,792 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8346 |
0.8300 |
0.8148 |
|
| R3 |
0.8273 |
0.8227 |
0.8128 |
|
| R2 |
0.8200 |
0.8200 |
0.8121 |
|
| R1 |
0.8154 |
0.8154 |
0.8115 |
0.8141 |
| PP |
0.8127 |
0.8127 |
0.8127 |
0.8120 |
| S1 |
0.8081 |
0.8081 |
0.8101 |
0.8068 |
| S2 |
0.8054 |
0.8054 |
0.8095 |
|
| S3 |
0.7981 |
0.8008 |
0.8088 |
|
| S4 |
0.7908 |
0.7935 |
0.8068 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8626 |
0.8544 |
0.8232 |
|
| R3 |
0.8468 |
0.8386 |
0.8188 |
|
| R2 |
0.8310 |
0.8310 |
0.8174 |
|
| R1 |
0.8228 |
0.8228 |
0.8159 |
0.8269 |
| PP |
0.8152 |
0.8152 |
0.8152 |
0.8173 |
| S1 |
0.8070 |
0.8070 |
0.8131 |
0.8111 |
| S2 |
0.7994 |
0.7994 |
0.8116 |
|
| S3 |
0.7836 |
0.7912 |
0.8102 |
|
| S4 |
0.7678 |
0.7754 |
0.8058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8235 |
0.8086 |
0.0149 |
1.8% |
0.0067 |
0.8% |
15% |
False |
False |
57,288 |
| 10 |
0.8235 |
0.8026 |
0.0209 |
2.6% |
0.0067 |
0.8% |
39% |
False |
False |
48,823 |
| 20 |
0.8235 |
0.7946 |
0.0289 |
3.6% |
0.0071 |
0.9% |
56% |
False |
False |
26,587 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0070 |
0.9% |
38% |
False |
False |
13,478 |
| 60 |
0.8375 |
0.7809 |
0.0566 |
7.0% |
0.0072 |
0.9% |
53% |
False |
False |
9,106 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0072 |
0.9% |
55% |
False |
False |
6,889 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0069 |
0.9% |
55% |
False |
False |
5,530 |
| 120 |
0.8581 |
0.7777 |
0.0804 |
9.9% |
0.0067 |
0.8% |
41% |
False |
False |
4,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8483 |
|
2.618 |
0.8364 |
|
1.618 |
0.8291 |
|
1.000 |
0.8246 |
|
0.618 |
0.8218 |
|
HIGH |
0.8173 |
|
0.618 |
0.8145 |
|
0.500 |
0.8137 |
|
0.382 |
0.8128 |
|
LOW |
0.8100 |
|
0.618 |
0.8055 |
|
1.000 |
0.8027 |
|
1.618 |
0.7982 |
|
2.618 |
0.7909 |
|
4.250 |
0.7790 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8137 |
0.8168 |
| PP |
0.8127 |
0.8148 |
| S1 |
0.8118 |
0.8128 |
|