CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.8106 |
0.8155 |
0.0049 |
0.6% |
0.8022 |
High |
0.8160 |
0.8216 |
0.0056 |
0.7% |
0.8172 |
Low |
0.8095 |
0.8154 |
0.0059 |
0.7% |
0.8016 |
Close |
0.8157 |
0.8154 |
-0.0003 |
0.0% |
0.8094 |
Range |
0.0065 |
0.0062 |
-0.0003 |
-4.6% |
0.0156 |
ATR |
0.0055 |
0.0056 |
0.0000 |
0.8% |
0.0000 |
Volume |
37 |
44 |
7 |
18.9% |
1,150 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8361 |
0.8319 |
0.8188 |
|
R3 |
0.8299 |
0.8257 |
0.8171 |
|
R2 |
0.8237 |
0.8237 |
0.8165 |
|
R1 |
0.8195 |
0.8195 |
0.8160 |
0.8185 |
PP |
0.8175 |
0.8175 |
0.8175 |
0.8170 |
S1 |
0.8133 |
0.8133 |
0.8148 |
0.8123 |
S2 |
0.8113 |
0.8113 |
0.8143 |
|
S3 |
0.8051 |
0.8071 |
0.8137 |
|
S4 |
0.7989 |
0.8009 |
0.8120 |
|
|
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 |
0.8216 |
0.8075 |
0.0141 |
1.7% |
0.0044 |
0.5% |
56% |
True |
False |
108 |
10 |
0.8216 |
0.7950 |
0.0266 |
3.3% |
0.0047 |
0.6% |
77% |
True |
False |
149 |
20 |
0.8216 |
0.7944 |
0.0272 |
3.3% |
0.0054 |
0.7% |
77% |
True |
False |
173 |
40 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0047 |
0.6% |
50% |
False |
False |
114 |
60 |
0.8364 |
0.7810 |
0.0554 |
6.8% |
0.0044 |
0.5% |
62% |
False |
False |
86 |
80 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0043 |
0.5% |
64% |
False |
False |
73 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8480 |
2.618 |
0.8378 |
1.618 |
0.8316 |
1.000 |
0.8278 |
0.618 |
0.8254 |
HIGH |
0.8216 |
0.618 |
0.8192 |
0.500 |
0.8185 |
0.382 |
0.8178 |
LOW |
0.8154 |
0.618 |
0.8116 |
1.000 |
0.8092 |
1.618 |
0.8054 |
2.618 |
0.7992 |
4.250 |
0.7891 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8185 |
0.8152 |
PP |
0.8175 |
0.8150 |
S1 |
0.8164 |
0.8148 |
|