CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8109 |
0.8098 |
-0.0011 |
-0.1% |
0.8106 |
| High |
0.8113 |
0.8136 |
0.0023 |
0.3% |
0.8235 |
| Low |
0.8065 |
0.8039 |
-0.0026 |
-0.3% |
0.8077 |
| Close |
0.8095 |
0.8060 |
-0.0035 |
-0.4% |
0.8145 |
| Range |
0.0048 |
0.0097 |
0.0049 |
102.1% |
0.0158 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.0% |
0.0000 |
| Volume |
62,612 |
66,686 |
4,074 |
6.5% |
284,792 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8369 |
0.8312 |
0.8113 |
|
| R3 |
0.8272 |
0.8215 |
0.8087 |
|
| R2 |
0.8175 |
0.8175 |
0.8078 |
|
| R1 |
0.8118 |
0.8118 |
0.8069 |
0.8098 |
| PP |
0.8078 |
0.8078 |
0.8078 |
0.8069 |
| S1 |
0.8021 |
0.8021 |
0.8051 |
0.8001 |
| S2 |
0.7981 |
0.7981 |
0.8042 |
|
| S3 |
0.7884 |
0.7924 |
0.8033 |
|
| S4 |
0.7787 |
0.7827 |
0.8007 |
|
|
| 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 |
0.8039 |
0.0196 |
2.4% |
0.0071 |
0.9% |
11% |
False |
True |
61,277 |
| 10 |
0.8235 |
0.8039 |
0.0196 |
2.4% |
0.0063 |
0.8% |
11% |
False |
True |
56,460 |
| 20 |
0.8235 |
0.7946 |
0.0289 |
3.6% |
0.0070 |
0.9% |
39% |
False |
False |
32,943 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0070 |
0.9% |
27% |
False |
False |
16,692 |
| 60 |
0.8375 |
0.7857 |
0.0518 |
6.4% |
0.0072 |
0.9% |
39% |
False |
False |
11,250 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0073 |
0.9% |
47% |
False |
False |
8,499 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0069 |
0.9% |
47% |
False |
False |
6,819 |
| 120 |
0.8460 |
0.7777 |
0.0683 |
8.5% |
0.0067 |
0.8% |
41% |
False |
False |
5,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8548 |
|
2.618 |
0.8390 |
|
1.618 |
0.8293 |
|
1.000 |
0.8233 |
|
0.618 |
0.8196 |
|
HIGH |
0.8136 |
|
0.618 |
0.8099 |
|
0.500 |
0.8088 |
|
0.382 |
0.8076 |
|
LOW |
0.8039 |
|
0.618 |
0.7979 |
|
1.000 |
0.7942 |
|
1.618 |
0.7882 |
|
2.618 |
0.7785 |
|
4.250 |
0.7627 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8088 |
0.8106 |
| PP |
0.8078 |
0.8091 |
| S1 |
0.8069 |
0.8075 |
|