CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8053 |
0.8087 |
0.0034 |
0.4% |
0.8144 |
| High |
0.8100 |
0.8104 |
0.0004 |
0.0% |
0.8165 |
| Low |
0.8048 |
0.8060 |
0.0012 |
0.1% |
0.8037 |
| Close |
0.8099 |
0.8098 |
-0.0001 |
0.0% |
0.8098 |
| Range |
0.0052 |
0.0044 |
-0.0008 |
-15.4% |
0.0128 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
108 |
69 |
-39 |
-36.1% |
336 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8219 |
0.8203 |
0.8122 |
|
| R3 |
0.8175 |
0.8159 |
0.8110 |
|
| R2 |
0.8131 |
0.8131 |
0.8106 |
|
| R1 |
0.8115 |
0.8115 |
0.8102 |
0.8123 |
| PP |
0.8087 |
0.8087 |
0.8087 |
0.8092 |
| S1 |
0.8071 |
0.8071 |
0.8094 |
0.8079 |
| S2 |
0.8043 |
0.8043 |
0.8090 |
|
| S3 |
0.7999 |
0.8027 |
0.8086 |
|
| S4 |
0.7955 |
0.7983 |
0.8074 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8484 |
0.8419 |
0.8168 |
|
| R3 |
0.8356 |
0.8291 |
0.8133 |
|
| R2 |
0.8228 |
0.8228 |
0.8121 |
|
| R1 |
0.8163 |
0.8163 |
0.8110 |
0.8132 |
| PP |
0.8100 |
0.8100 |
0.8100 |
0.8084 |
| S1 |
0.8035 |
0.8035 |
0.8086 |
0.8004 |
| S2 |
0.7972 |
0.7972 |
0.8075 |
|
| S3 |
0.7844 |
0.7907 |
0.8063 |
|
| S4 |
0.7716 |
0.7779 |
0.8028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8165 |
0.8037 |
0.0128 |
1.6% |
0.0058 |
0.7% |
48% |
False |
False |
67 |
| 10 |
0.8216 |
0.8037 |
0.0179 |
2.2% |
0.0054 |
0.7% |
34% |
False |
False |
80 |
| 20 |
0.8216 |
0.7944 |
0.0272 |
3.4% |
0.0054 |
0.7% |
57% |
False |
False |
139 |
| 40 |
0.8364 |
0.7944 |
0.0420 |
5.2% |
0.0049 |
0.6% |
37% |
False |
False |
111 |
| 60 |
0.8364 |
0.7916 |
0.0448 |
5.5% |
0.0046 |
0.6% |
41% |
False |
False |
90 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0045 |
0.6% |
54% |
False |
False |
78 |
| 100 |
0.8364 |
0.7780 |
0.0584 |
7.2% |
0.0042 |
0.5% |
54% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8291 |
|
2.618 |
0.8219 |
|
1.618 |
0.8175 |
|
1.000 |
0.8148 |
|
0.618 |
0.8131 |
|
HIGH |
0.8104 |
|
0.618 |
0.8087 |
|
0.500 |
0.8082 |
|
0.382 |
0.8077 |
|
LOW |
0.8060 |
|
0.618 |
0.8033 |
|
1.000 |
0.8016 |
|
1.618 |
0.7989 |
|
2.618 |
0.7945 |
|
4.250 |
0.7873 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8093 |
0.8092 |
| PP |
0.8087 |
0.8087 |
| S1 |
0.8082 |
0.8081 |
|