CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8060 |
0.8125 |
0.0065 |
0.8% |
0.8007 |
| High |
0.8100 |
0.8172 |
0.0072 |
0.9% |
0.8061 |
| Low |
0.8060 |
0.8116 |
0.0056 |
0.7% |
0.7944 |
| Close |
0.8086 |
0.8134 |
0.0048 |
0.6% |
0.8017 |
| Range |
0.0040 |
0.0056 |
0.0016 |
40.0% |
0.0117 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.4% |
0.0000 |
| Volume |
98 |
135 |
37 |
37.8% |
847 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8309 |
0.8277 |
0.8165 |
|
| R3 |
0.8253 |
0.8221 |
0.8149 |
|
| R2 |
0.8197 |
0.8197 |
0.8144 |
|
| R1 |
0.8165 |
0.8165 |
0.8139 |
0.8181 |
| PP |
0.8141 |
0.8141 |
0.8141 |
0.8149 |
| S1 |
0.8109 |
0.8109 |
0.8129 |
0.8125 |
| S2 |
0.8085 |
0.8085 |
0.8124 |
|
| S3 |
0.8029 |
0.8053 |
0.8119 |
|
| S4 |
0.7973 |
0.7997 |
0.8103 |
|
|
| 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 |
0.8172 |
0.7950 |
0.0222 |
2.7% |
0.0047 |
0.6% |
83% |
True |
False |
90 |
| 10 |
0.8172 |
0.7944 |
0.0228 |
2.8% |
0.0057 |
0.7% |
83% |
True |
False |
168 |
| 20 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0052 |
0.6% |
45% |
False |
False |
129 |
| 40 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0049 |
0.6% |
45% |
False |
False |
91 |
| 60 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0046 |
0.6% |
61% |
False |
False |
69 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0042 |
0.5% |
61% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8410 |
|
2.618 |
0.8319 |
|
1.618 |
0.8263 |
|
1.000 |
0.8228 |
|
0.618 |
0.8207 |
|
HIGH |
0.8172 |
|
0.618 |
0.8151 |
|
0.500 |
0.8144 |
|
0.382 |
0.8137 |
|
LOW |
0.8116 |
|
0.618 |
0.8081 |
|
1.000 |
0.8060 |
|
1.618 |
0.8025 |
|
2.618 |
0.7969 |
|
4.250 |
0.7878 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8144 |
0.8121 |
| PP |
0.8141 |
0.8107 |
| S1 |
0.8137 |
0.8094 |
|