CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8007 |
0.7972 |
-0.0035 |
-0.4% |
0.8110 |
High |
0.8007 |
0.8061 |
0.0054 |
0.7% |
0.8110 |
Low |
0.7944 |
0.7972 |
0.0028 |
0.4% |
0.7962 |
Close |
0.7963 |
0.8042 |
0.0079 |
1.0% |
0.8015 |
Range |
0.0063 |
0.0089 |
0.0026 |
41.3% |
0.0148 |
ATR |
0.0058 |
0.0061 |
0.0003 |
4.9% |
0.0000 |
Volume |
120 |
122 |
2 |
1.7% |
1,163 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8292 |
0.8256 |
0.8091 |
|
R3 |
0.8203 |
0.8167 |
0.8066 |
|
R2 |
0.8114 |
0.8114 |
0.8058 |
|
R1 |
0.8078 |
0.8078 |
0.8050 |
0.8096 |
PP |
0.8025 |
0.8025 |
0.8025 |
0.8034 |
S1 |
0.7989 |
0.7989 |
0.8034 |
0.8007 |
S2 |
0.7936 |
0.7936 |
0.8026 |
|
S3 |
0.7847 |
0.7900 |
0.8018 |
|
S4 |
0.7758 |
0.7811 |
0.7993 |
|
|
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 |
0.8061 |
0.7944 |
0.0117 |
1.5% |
0.0064 |
0.8% |
84% |
True |
False |
267 |
10 |
0.8181 |
0.7944 |
0.0237 |
2.9% |
0.0055 |
0.7% |
41% |
False |
False |
147 |
20 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0050 |
0.6% |
23% |
False |
False |
92 |
40 |
0.8364 |
0.7916 |
0.0448 |
5.6% |
0.0045 |
0.6% |
28% |
False |
False |
70 |
60 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0044 |
0.6% |
45% |
False |
False |
60 |
80 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0040 |
0.5% |
45% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8439 |
2.618 |
0.8294 |
1.618 |
0.8205 |
1.000 |
0.8150 |
0.618 |
0.8116 |
HIGH |
0.8061 |
0.618 |
0.8027 |
0.500 |
0.8017 |
0.382 |
0.8006 |
LOW |
0.7972 |
0.618 |
0.7917 |
1.000 |
0.7883 |
1.618 |
0.7828 |
2.618 |
0.7739 |
4.250 |
0.7594 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8034 |
0.8029 |
PP |
0.8025 |
0.8016 |
S1 |
0.8017 |
0.8003 |
|