CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8120 |
0.8075 |
-0.0045 |
-0.6% |
0.8022 |
High |
0.8120 |
0.8105 |
-0.0015 |
-0.2% |
0.8172 |
Low |
0.8087 |
0.8075 |
-0.0012 |
-0.1% |
0.8016 |
Close |
0.8094 |
0.8095 |
0.0001 |
0.0% |
0.8094 |
Range |
0.0033 |
0.0030 |
-0.0003 |
-9.1% |
0.0156 |
ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
259 |
178 |
-81 |
-31.3% |
1,150 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8182 |
0.8168 |
0.8112 |
|
R3 |
0.8152 |
0.8138 |
0.8103 |
|
R2 |
0.8122 |
0.8122 |
0.8101 |
|
R1 |
0.8108 |
0.8108 |
0.8098 |
0.8115 |
PP |
0.8092 |
0.8092 |
0.8092 |
0.8095 |
S1 |
0.8078 |
0.8078 |
0.8092 |
0.8085 |
S2 |
0.8062 |
0.8062 |
0.8090 |
|
S3 |
0.8032 |
0.8048 |
0.8087 |
|
S4 |
0.8002 |
0.8018 |
0.8079 |
|
|
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 |
0.8060 |
0.0112 |
1.4% |
0.0042 |
0.5% |
31% |
False |
False |
242 |
10 |
0.8172 |
0.7950 |
0.0222 |
2.7% |
0.0050 |
0.6% |
65% |
False |
False |
205 |
20 |
0.8269 |
0.7944 |
0.0325 |
4.0% |
0.0052 |
0.6% |
46% |
False |
False |
172 |
40 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0045 |
0.6% |
36% |
False |
False |
114 |
60 |
0.8364 |
0.7810 |
0.0554 |
6.8% |
0.0043 |
0.5% |
51% |
False |
False |
84 |
80 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0042 |
0.5% |
54% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8233 |
2.618 |
0.8184 |
1.618 |
0.8154 |
1.000 |
0.8135 |
0.618 |
0.8124 |
HIGH |
0.8105 |
0.618 |
0.8094 |
0.500 |
0.8090 |
0.382 |
0.8086 |
LOW |
0.8075 |
0.618 |
0.8056 |
1.000 |
0.8045 |
1.618 |
0.8026 |
2.618 |
0.7996 |
4.250 |
0.7948 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8093 |
0.8100 |
PP |
0.8092 |
0.8098 |
S1 |
0.8090 |
0.8097 |
|