CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8022 |
0.8060 |
0.0038 |
0.5% |
0.8007 |
| High |
0.8045 |
0.8100 |
0.0055 |
0.7% |
0.8061 |
| Low |
0.8016 |
0.8060 |
0.0044 |
0.5% |
0.7944 |
| Close |
0.8039 |
0.8086 |
0.0047 |
0.6% |
0.8017 |
| Range |
0.0029 |
0.0040 |
0.0011 |
37.9% |
0.0117 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.3% |
0.0000 |
| Volume |
118 |
98 |
-20 |
-16.9% |
847 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8202 |
0.8184 |
0.8108 |
|
| R3 |
0.8162 |
0.8144 |
0.8097 |
|
| R2 |
0.8122 |
0.8122 |
0.8093 |
|
| R1 |
0.8104 |
0.8104 |
0.8090 |
0.8113 |
| PP |
0.8082 |
0.8082 |
0.8082 |
0.8087 |
| S1 |
0.8064 |
0.8064 |
0.8082 |
0.8073 |
| S2 |
0.8042 |
0.8042 |
0.8079 |
|
| S3 |
0.8002 |
0.8024 |
0.8075 |
|
| S4 |
0.7962 |
0.7984 |
0.8064 |
|
|
| 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 |
0.8100 |
0.7950 |
0.0150 |
1.9% |
0.0048 |
0.6% |
91% |
True |
False |
164 |
| 10 |
0.8100 |
0.7944 |
0.0156 |
1.9% |
0.0056 |
0.7% |
91% |
True |
False |
215 |
| 20 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0052 |
0.6% |
34% |
False |
False |
125 |
| 40 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0048 |
0.6% |
34% |
False |
False |
87 |
| 60 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0045 |
0.6% |
52% |
False |
False |
67 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0042 |
0.5% |
52% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8270 |
|
2.618 |
0.8205 |
|
1.618 |
0.8165 |
|
1.000 |
0.8140 |
|
0.618 |
0.8125 |
|
HIGH |
0.8100 |
|
0.618 |
0.8085 |
|
0.500 |
0.8080 |
|
0.382 |
0.8075 |
|
LOW |
0.8060 |
|
0.618 |
0.8035 |
|
1.000 |
0.8020 |
|
1.618 |
0.7995 |
|
2.618 |
0.7955 |
|
4.250 |
0.7890 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8084 |
0.8066 |
| PP |
0.8082 |
0.8045 |
| S1 |
0.8080 |
0.8025 |
|