CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8103 |
0.8120 |
0.0017 |
0.2% |
0.8022 |
| High |
0.8125 |
0.8120 |
-0.0005 |
-0.1% |
0.8172 |
| Low |
0.8075 |
0.8087 |
0.0012 |
0.1% |
0.8016 |
| Close |
0.8122 |
0.8094 |
-0.0028 |
-0.3% |
0.8094 |
| Range |
0.0050 |
0.0033 |
-0.0017 |
-34.0% |
0.0156 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
540 |
259 |
-281 |
-52.0% |
1,150 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8199 |
0.8180 |
0.8112 |
|
| R3 |
0.8166 |
0.8147 |
0.8103 |
|
| R2 |
0.8133 |
0.8133 |
0.8100 |
|
| R1 |
0.8114 |
0.8114 |
0.8097 |
0.8107 |
| PP |
0.8100 |
0.8100 |
0.8100 |
0.8097 |
| S1 |
0.8081 |
0.8081 |
0.8091 |
0.8074 |
| S2 |
0.8067 |
0.8067 |
0.8088 |
|
| S3 |
0.8034 |
0.8048 |
0.8085 |
|
| S4 |
0.8001 |
0.8015 |
0.8076 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8562 |
0.8484 |
0.8180 |
|
| R3 |
0.8406 |
0.8328 |
0.8137 |
|
| R2 |
0.8250 |
0.8250 |
0.8123 |
|
| R1 |
0.8172 |
0.8172 |
0.8108 |
0.8211 |
| PP |
0.8094 |
0.8094 |
0.8094 |
0.8114 |
| S1 |
0.8016 |
0.8016 |
0.8080 |
0.8055 |
| S2 |
0.7938 |
0.7938 |
0.8065 |
|
| S3 |
0.7782 |
0.7860 |
0.8051 |
|
| S4 |
0.7626 |
0.7704 |
0.8008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8172 |
0.8016 |
0.0156 |
1.9% |
0.0042 |
0.5% |
50% |
False |
False |
230 |
| 10 |
0.8172 |
0.7944 |
0.0228 |
2.8% |
0.0053 |
0.7% |
66% |
False |
False |
199 |
| 20 |
0.8311 |
0.7944 |
0.0367 |
4.5% |
0.0052 |
0.6% |
41% |
False |
False |
165 |
| 40 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0047 |
0.6% |
36% |
False |
False |
110 |
| 60 |
0.8364 |
0.7810 |
0.0554 |
6.8% |
0.0043 |
0.5% |
51% |
False |
False |
82 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0043 |
0.5% |
54% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8260 |
|
2.618 |
0.8206 |
|
1.618 |
0.8173 |
|
1.000 |
0.8153 |
|
0.618 |
0.8140 |
|
HIGH |
0.8120 |
|
0.618 |
0.8107 |
|
0.500 |
0.8104 |
|
0.382 |
0.8100 |
|
LOW |
0.8087 |
|
0.618 |
0.8067 |
|
1.000 |
0.8054 |
|
1.618 |
0.8034 |
|
2.618 |
0.8001 |
|
4.250 |
0.7947 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8104 |
0.8124 |
| PP |
0.8100 |
0.8114 |
| S1 |
0.8097 |
0.8104 |
|