CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8078 |
0.8044 |
-0.0034 |
-0.4% |
0.8144 |
| High |
0.8107 |
0.8072 |
-0.0035 |
-0.4% |
0.8165 |
| Low |
0.8033 |
0.7984 |
-0.0049 |
-0.6% |
0.8037 |
| Close |
0.8066 |
0.7991 |
-0.0075 |
-0.9% |
0.8098 |
| Range |
0.0074 |
0.0088 |
0.0014 |
18.9% |
0.0128 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.7% |
0.0000 |
| Volume |
133 |
237 |
104 |
78.2% |
336 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8280 |
0.8223 |
0.8039 |
|
| R3 |
0.8192 |
0.8135 |
0.8015 |
|
| R2 |
0.8104 |
0.8104 |
0.8007 |
|
| R1 |
0.8047 |
0.8047 |
0.7999 |
0.8032 |
| PP |
0.8016 |
0.8016 |
0.8016 |
0.8008 |
| S1 |
0.7959 |
0.7959 |
0.7983 |
0.7944 |
| S2 |
0.7928 |
0.7928 |
0.7975 |
|
| S3 |
0.7840 |
0.7871 |
0.7967 |
|
| S4 |
0.7752 |
0.7783 |
0.7943 |
|
|
| 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 |
0.8125 |
0.7984 |
0.0141 |
1.8% |
0.0069 |
0.9% |
5% |
False |
True |
117 |
| 10 |
0.8216 |
0.7984 |
0.0232 |
2.9% |
0.0064 |
0.8% |
3% |
False |
True |
96 |
| 20 |
0.8216 |
0.7950 |
0.0266 |
3.3% |
0.0054 |
0.7% |
15% |
False |
False |
146 |
| 40 |
0.8364 |
0.7944 |
0.0420 |
5.3% |
0.0052 |
0.7% |
11% |
False |
False |
119 |
| 60 |
0.8364 |
0.7916 |
0.0448 |
5.6% |
0.0048 |
0.6% |
17% |
False |
False |
95 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0047 |
0.6% |
36% |
False |
False |
81 |
| 100 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0043 |
0.5% |
36% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8446 |
|
2.618 |
0.8302 |
|
1.618 |
0.8214 |
|
1.000 |
0.8160 |
|
0.618 |
0.8126 |
|
HIGH |
0.8072 |
|
0.618 |
0.8038 |
|
0.500 |
0.8028 |
|
0.382 |
0.8018 |
|
LOW |
0.7984 |
|
0.618 |
0.7930 |
|
1.000 |
0.7896 |
|
1.618 |
0.7842 |
|
2.618 |
0.7754 |
|
4.250 |
0.7610 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8028 |
0.8046 |
| PP |
0.8016 |
0.8027 |
| S1 |
0.8003 |
0.8009 |
|