CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8075 |
0.8092 |
0.0017 |
0.2% |
0.8022 |
High |
0.8105 |
0.8112 |
0.0007 |
0.1% |
0.8172 |
Low |
0.8075 |
0.8080 |
0.0005 |
0.1% |
0.8016 |
Close |
0.8095 |
0.8099 |
0.0004 |
0.0% |
0.8094 |
Range |
0.0030 |
0.0032 |
0.0002 |
6.7% |
0.0156 |
ATR |
0.0056 |
0.0055 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
178 |
26 |
-152 |
-85.4% |
1,150 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8193 |
0.8178 |
0.8117 |
|
R3 |
0.8161 |
0.8146 |
0.8108 |
|
R2 |
0.8129 |
0.8129 |
0.8105 |
|
R1 |
0.8114 |
0.8114 |
0.8102 |
0.8122 |
PP |
0.8097 |
0.8097 |
0.8097 |
0.8101 |
S1 |
0.8082 |
0.8082 |
0.8096 |
0.8090 |
S2 |
0.8065 |
0.8065 |
0.8093 |
|
S3 |
0.8033 |
0.8050 |
0.8090 |
|
S4 |
0.8001 |
0.8018 |
0.8081 |
|
|
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 |
0.8075 |
0.0097 |
1.2% |
0.0040 |
0.5% |
25% |
False |
False |
227 |
10 |
0.8172 |
0.7950 |
0.0222 |
2.7% |
0.0044 |
0.5% |
67% |
False |
False |
195 |
20 |
0.8181 |
0.7944 |
0.0237 |
2.9% |
0.0050 |
0.6% |
65% |
False |
False |
171 |
40 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0044 |
0.5% |
37% |
False |
False |
113 |
60 |
0.8364 |
0.7810 |
0.0554 |
6.8% |
0.0043 |
0.5% |
52% |
False |
False |
85 |
80 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0042 |
0.5% |
55% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8248 |
2.618 |
0.8196 |
1.618 |
0.8164 |
1.000 |
0.8144 |
0.618 |
0.8132 |
HIGH |
0.8112 |
0.618 |
0.8100 |
0.500 |
0.8096 |
0.382 |
0.8092 |
LOW |
0.8080 |
0.618 |
0.8060 |
1.000 |
0.8048 |
1.618 |
0.8028 |
2.618 |
0.7996 |
4.250 |
0.7944 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8098 |
0.8099 |
PP |
0.8097 |
0.8098 |
S1 |
0.8096 |
0.8098 |
|