CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7993 |
0.7927 |
-0.0066 |
-0.8% |
0.8144 |
| High |
0.7993 |
0.7958 |
-0.0035 |
-0.4% |
0.8165 |
| Low |
0.7925 |
0.7901 |
-0.0024 |
-0.3% |
0.8037 |
| Close |
0.7927 |
0.7946 |
0.0019 |
0.2% |
0.8098 |
| Range |
0.0068 |
0.0057 |
-0.0011 |
-16.2% |
0.0128 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
319 |
170 |
-149 |
-46.7% |
336 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8106 |
0.8083 |
0.7977 |
|
| R3 |
0.8049 |
0.8026 |
0.7962 |
|
| R2 |
0.7992 |
0.7992 |
0.7956 |
|
| R1 |
0.7969 |
0.7969 |
0.7951 |
0.7981 |
| PP |
0.7935 |
0.7935 |
0.7935 |
0.7941 |
| S1 |
0.7912 |
0.7912 |
0.7941 |
0.7924 |
| S2 |
0.7878 |
0.7878 |
0.7936 |
|
| S3 |
0.7821 |
0.7855 |
0.7930 |
|
| S4 |
0.7764 |
0.7798 |
0.7915 |
|
|
| 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 |
0.8107 |
0.7901 |
0.0206 |
2.6% |
0.0066 |
0.8% |
22% |
False |
True |
185 |
| 10 |
0.8178 |
0.7901 |
0.0277 |
3.5% |
0.0064 |
0.8% |
16% |
False |
True |
137 |
| 20 |
0.8216 |
0.7901 |
0.0315 |
4.0% |
0.0055 |
0.7% |
14% |
False |
True |
143 |
| 40 |
0.8364 |
0.7901 |
0.0463 |
5.8% |
0.0052 |
0.7% |
10% |
False |
True |
130 |
| 60 |
0.8364 |
0.7901 |
0.0463 |
5.8% |
0.0048 |
0.6% |
10% |
False |
True |
103 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0047 |
0.6% |
28% |
False |
False |
87 |
| 100 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0044 |
0.5% |
28% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8200 |
|
2.618 |
0.8107 |
|
1.618 |
0.8050 |
|
1.000 |
0.8015 |
|
0.618 |
0.7993 |
|
HIGH |
0.7958 |
|
0.618 |
0.7936 |
|
0.500 |
0.7930 |
|
0.382 |
0.7923 |
|
LOW |
0.7901 |
|
0.618 |
0.7866 |
|
1.000 |
0.7844 |
|
1.618 |
0.7809 |
|
2.618 |
0.7752 |
|
4.250 |
0.7659 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7941 |
0.7987 |
| PP |
0.7935 |
0.7973 |
| S1 |
0.7930 |
0.7960 |
|