CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8101 |
0.8087 |
-0.0014 |
-0.2% |
0.8142 |
| High |
0.8112 |
0.8118 |
0.0006 |
0.1% |
0.8173 |
| Low |
0.8056 |
0.8047 |
-0.0009 |
-0.1% |
0.8039 |
| Close |
0.8107 |
0.8075 |
-0.0032 |
-0.4% |
0.8107 |
| Range |
0.0056 |
0.0071 |
0.0015 |
26.8% |
0.0134 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.3% |
0.0000 |
| Volume |
51,099 |
74,763 |
23,664 |
46.3% |
276,433 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8293 |
0.8255 |
0.8114 |
|
| R3 |
0.8222 |
0.8184 |
0.8095 |
|
| R2 |
0.8151 |
0.8151 |
0.8088 |
|
| R1 |
0.8113 |
0.8113 |
0.8082 |
0.8097 |
| PP |
0.8080 |
0.8080 |
0.8080 |
0.8072 |
| S1 |
0.8042 |
0.8042 |
0.8068 |
0.8026 |
| S2 |
0.8009 |
0.8009 |
0.8062 |
|
| S3 |
0.7938 |
0.7971 |
0.8055 |
|
| S4 |
0.7867 |
0.7900 |
0.8036 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8508 |
0.8442 |
0.8181 |
|
| R3 |
0.8374 |
0.8308 |
0.8144 |
|
| R2 |
0.8240 |
0.8240 |
0.8132 |
|
| R1 |
0.8174 |
0.8174 |
0.8119 |
0.8140 |
| PP |
0.8106 |
0.8106 |
0.8106 |
0.8090 |
| S1 |
0.8040 |
0.8040 |
0.8095 |
0.8006 |
| S2 |
0.7972 |
0.7972 |
0.8082 |
|
| S3 |
0.7838 |
0.7906 |
0.8070 |
|
| S4 |
0.7704 |
0.7772 |
0.8033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8136 |
0.8039 |
0.0097 |
1.2% |
0.0066 |
0.8% |
37% |
False |
False |
60,072 |
| 10 |
0.8235 |
0.8039 |
0.0196 |
2.4% |
0.0067 |
0.8% |
18% |
False |
False |
58,680 |
| 20 |
0.8235 |
0.7949 |
0.0286 |
3.5% |
0.0068 |
0.8% |
44% |
False |
False |
41,075 |
| 40 |
0.8375 |
0.7946 |
0.0429 |
5.3% |
0.0069 |
0.9% |
30% |
False |
False |
20,951 |
| 60 |
0.8375 |
0.7880 |
0.0495 |
6.1% |
0.0071 |
0.9% |
39% |
False |
False |
14,089 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0072 |
0.9% |
50% |
False |
False |
10,623 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.4% |
0.0069 |
0.9% |
50% |
False |
False |
8,527 |
| 120 |
0.8421 |
0.7777 |
0.0644 |
8.0% |
0.0068 |
0.8% |
46% |
False |
False |
7,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8420 |
|
2.618 |
0.8304 |
|
1.618 |
0.8233 |
|
1.000 |
0.8189 |
|
0.618 |
0.8162 |
|
HIGH |
0.8118 |
|
0.618 |
0.8091 |
|
0.500 |
0.8083 |
|
0.382 |
0.8074 |
|
LOW |
0.8047 |
|
0.618 |
0.8003 |
|
1.000 |
0.7976 |
|
1.618 |
0.7932 |
|
2.618 |
0.7861 |
|
4.250 |
0.7745 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8083 |
0.8083 |
| PP |
0.8080 |
0.8080 |
| S1 |
0.8078 |
0.8078 |
|