CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.7982 |
0.8007 |
0.0025 |
0.3% |
0.8110 |
High |
0.8020 |
0.8007 |
-0.0013 |
-0.2% |
0.8110 |
Low |
0.7962 |
0.7944 |
-0.0018 |
-0.2% |
0.7962 |
Close |
0.8015 |
0.7963 |
-0.0052 |
-0.6% |
0.8015 |
Range |
0.0058 |
0.0063 |
0.0005 |
8.6% |
0.0148 |
ATR |
0.0057 |
0.0058 |
0.0001 |
1.7% |
0.0000 |
Volume |
211 |
120 |
-91 |
-43.1% |
1,163 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8160 |
0.8125 |
0.7998 |
|
R3 |
0.8097 |
0.8062 |
0.7980 |
|
R2 |
0.8034 |
0.8034 |
0.7975 |
|
R1 |
0.7999 |
0.7999 |
0.7969 |
0.7985 |
PP |
0.7971 |
0.7971 |
0.7971 |
0.7965 |
S1 |
0.7936 |
0.7936 |
0.7957 |
0.7922 |
S2 |
0.7908 |
0.7908 |
0.7951 |
|
S3 |
0.7845 |
0.7873 |
0.7946 |
|
S4 |
0.7782 |
0.7810 |
0.7928 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8473 |
0.8392 |
0.8096 |
|
R3 |
0.8325 |
0.8244 |
0.8056 |
|
R2 |
0.8177 |
0.8177 |
0.8042 |
|
R1 |
0.8096 |
0.8096 |
0.8029 |
0.8063 |
PP |
0.8029 |
0.8029 |
0.8029 |
0.8012 |
S1 |
0.7948 |
0.7948 |
0.8001 |
0.7915 |
S2 |
0.7881 |
0.7881 |
0.7988 |
|
S3 |
0.7733 |
0.7800 |
0.7974 |
|
S4 |
0.7585 |
0.7652 |
0.7934 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8110 |
0.7944 |
0.0166 |
2.1% |
0.0065 |
0.8% |
11% |
False |
True |
256 |
10 |
0.8269 |
0.7944 |
0.0325 |
4.1% |
0.0053 |
0.7% |
6% |
False |
True |
140 |
20 |
0.8364 |
0.7944 |
0.0420 |
5.3% |
0.0046 |
0.6% |
5% |
False |
True |
88 |
40 |
0.8364 |
0.7916 |
0.0448 |
5.6% |
0.0043 |
0.5% |
10% |
False |
False |
67 |
60 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0043 |
0.5% |
31% |
False |
False |
59 |
80 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0039 |
0.5% |
31% |
False |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8275 |
2.618 |
0.8172 |
1.618 |
0.8109 |
1.000 |
0.8070 |
0.618 |
0.8046 |
HIGH |
0.8007 |
0.618 |
0.7983 |
0.500 |
0.7976 |
0.382 |
0.7968 |
LOW |
0.7944 |
0.618 |
0.7905 |
1.000 |
0.7881 |
1.618 |
0.7842 |
2.618 |
0.7779 |
4.250 |
0.7676 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7976 |
0.7985 |
PP |
0.7971 |
0.7977 |
S1 |
0.7967 |
0.7970 |
|