CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8015 |
0.7975 |
-0.0040 |
-0.5% |
0.8007 |
| High |
0.8015 |
0.8022 |
0.0007 |
0.1% |
0.8061 |
| Low |
0.7979 |
0.7950 |
-0.0029 |
-0.4% |
0.7944 |
| Close |
0.7982 |
0.8017 |
0.0035 |
0.4% |
0.8017 |
| Range |
0.0036 |
0.0072 |
0.0036 |
100.0% |
0.0117 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
1.5% |
0.0000 |
| Volume |
37 |
63 |
26 |
70.3% |
847 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8212 |
0.8187 |
0.8057 |
|
| R3 |
0.8140 |
0.8115 |
0.8037 |
|
| R2 |
0.8068 |
0.8068 |
0.8030 |
|
| R1 |
0.8043 |
0.8043 |
0.8024 |
0.8056 |
| PP |
0.7996 |
0.7996 |
0.7996 |
0.8003 |
| S1 |
0.7971 |
0.7971 |
0.8010 |
0.7984 |
| S2 |
0.7924 |
0.7924 |
0.8004 |
|
| S3 |
0.7852 |
0.7899 |
0.7997 |
|
| S4 |
0.7780 |
0.7827 |
0.7977 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8358 |
0.8305 |
0.8081 |
|
| R3 |
0.8241 |
0.8188 |
0.8049 |
|
| R2 |
0.8124 |
0.8124 |
0.8038 |
|
| R1 |
0.8071 |
0.8071 |
0.8028 |
0.8098 |
| PP |
0.8007 |
0.8007 |
0.8007 |
0.8021 |
| S1 |
0.7954 |
0.7954 |
0.8006 |
0.7981 |
| S2 |
0.7890 |
0.7890 |
0.7996 |
|
| S3 |
0.7773 |
0.7837 |
0.7985 |
|
| S4 |
0.7656 |
0.7720 |
0.7953 |
|
|
| 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% |
0.0065 |
0.8% |
62% |
False |
False |
169 |
| 10 |
0.8181 |
0.7944 |
0.0237 |
3.0% |
0.0066 |
0.8% |
31% |
False |
False |
202 |
| 20 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0051 |
0.6% |
17% |
False |
False |
117 |
| 40 |
0.8364 |
0.7917 |
0.0447 |
5.6% |
0.0046 |
0.6% |
22% |
False |
False |
82 |
| 60 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0045 |
0.6% |
41% |
False |
False |
68 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0041 |
0.5% |
41% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8328 |
|
2.618 |
0.8210 |
|
1.618 |
0.8138 |
|
1.000 |
0.8094 |
|
0.618 |
0.8066 |
|
HIGH |
0.8022 |
|
0.618 |
0.7994 |
|
0.500 |
0.7986 |
|
0.382 |
0.7978 |
|
LOW |
0.7950 |
|
0.618 |
0.7906 |
|
1.000 |
0.7878 |
|
1.618 |
0.7834 |
|
2.618 |
0.7762 |
|
4.250 |
0.7644 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8007 |
0.8010 |
| PP |
0.7996 |
0.8002 |
| S1 |
0.7986 |
0.7995 |
|