CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8092 |
0.8106 |
0.0014 |
0.2% |
0.8022 |
| High |
0.8112 |
0.8160 |
0.0048 |
0.6% |
0.8172 |
| Low |
0.8080 |
0.8095 |
0.0015 |
0.2% |
0.8016 |
| Close |
0.8099 |
0.8157 |
0.0058 |
0.7% |
0.8094 |
| Range |
0.0032 |
0.0065 |
0.0033 |
103.1% |
0.0156 |
| ATR |
0.0055 |
0.0055 |
0.0001 |
1.3% |
0.0000 |
| Volume |
26 |
37 |
11 |
42.3% |
1,150 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8332 |
0.8310 |
0.8193 |
|
| R3 |
0.8267 |
0.8245 |
0.8175 |
|
| R2 |
0.8202 |
0.8202 |
0.8169 |
|
| R1 |
0.8180 |
0.8180 |
0.8163 |
0.8191 |
| PP |
0.8137 |
0.8137 |
0.8137 |
0.8143 |
| S1 |
0.8115 |
0.8115 |
0.8151 |
0.8126 |
| S2 |
0.8072 |
0.8072 |
0.8145 |
|
| S3 |
0.8007 |
0.8050 |
0.8139 |
|
| S4 |
0.7942 |
0.7985 |
0.8121 |
|
|
| 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 |
0.8160 |
0.8075 |
0.0085 |
1.0% |
0.0042 |
0.5% |
96% |
True |
False |
208 |
| 10 |
0.8172 |
0.7950 |
0.0222 |
2.7% |
0.0044 |
0.5% |
93% |
False |
False |
149 |
| 20 |
0.8181 |
0.7944 |
0.0237 |
2.9% |
0.0052 |
0.6% |
90% |
False |
False |
172 |
| 40 |
0.8364 |
0.7944 |
0.0420 |
5.1% |
0.0046 |
0.6% |
51% |
False |
False |
114 |
| 60 |
0.8364 |
0.7810 |
0.0554 |
6.8% |
0.0044 |
0.5% |
63% |
False |
False |
85 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0042 |
0.5% |
65% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8436 |
|
2.618 |
0.8330 |
|
1.618 |
0.8265 |
|
1.000 |
0.8225 |
|
0.618 |
0.8200 |
|
HIGH |
0.8160 |
|
0.618 |
0.8135 |
|
0.500 |
0.8128 |
|
0.382 |
0.8120 |
|
LOW |
0.8095 |
|
0.618 |
0.8055 |
|
1.000 |
0.8030 |
|
1.618 |
0.7990 |
|
2.618 |
0.7925 |
|
4.250 |
0.7819 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8147 |
0.8144 |
| PP |
0.8137 |
0.8131 |
| S1 |
0.8128 |
0.8118 |
|