CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7667 |
0.7669 |
0.0002 |
0.0% |
0.7707 |
High |
0.7697 |
0.7739 |
0.0042 |
0.5% |
0.7730 |
Low |
0.7660 |
0.7664 |
0.0004 |
0.1% |
0.7630 |
Close |
0.7666 |
0.7727 |
0.0061 |
0.8% |
0.7647 |
Range |
0.0037 |
0.0075 |
0.0038 |
102.7% |
0.0100 |
ATR |
0.0054 |
0.0056 |
0.0001 |
2.7% |
0.0000 |
Volume |
664 |
306 |
-358 |
-53.9% |
1,455 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7935 |
0.7906 |
0.7768 |
|
R3 |
0.7860 |
0.7831 |
0.7748 |
|
R2 |
0.7785 |
0.7785 |
0.7741 |
|
R1 |
0.7756 |
0.7756 |
0.7734 |
0.7771 |
PP |
0.7710 |
0.7710 |
0.7710 |
0.7717 |
S1 |
0.7681 |
0.7681 |
0.7720 |
0.7696 |
S2 |
0.7635 |
0.7635 |
0.7713 |
|
S3 |
0.7560 |
0.7606 |
0.7706 |
|
S4 |
0.7485 |
0.7531 |
0.7686 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7969 |
0.7908 |
0.7702 |
|
R3 |
0.7869 |
0.7808 |
0.7675 |
|
R2 |
0.7769 |
0.7769 |
0.7665 |
|
R1 |
0.7708 |
0.7708 |
0.7656 |
0.7689 |
PP |
0.7669 |
0.7669 |
0.7669 |
0.7659 |
S1 |
0.7608 |
0.7608 |
0.7638 |
0.7589 |
S2 |
0.7569 |
0.7569 |
0.7629 |
|
S3 |
0.7469 |
0.7508 |
0.7620 |
|
S4 |
0.7369 |
0.7408 |
0.7592 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7739 |
0.7630 |
0.0109 |
1.4% |
0.0051 |
0.7% |
89% |
True |
False |
391 |
10 |
0.7842 |
0.7630 |
0.0212 |
2.7% |
0.0053 |
0.7% |
46% |
False |
False |
447 |
20 |
0.8072 |
0.7630 |
0.0442 |
5.7% |
0.0057 |
0.7% |
22% |
False |
False |
387 |
40 |
0.8216 |
0.7630 |
0.0586 |
7.6% |
0.0055 |
0.7% |
17% |
False |
False |
263 |
60 |
0.8364 |
0.7630 |
0.0734 |
9.5% |
0.0052 |
0.7% |
13% |
False |
False |
205 |
80 |
0.8364 |
0.7630 |
0.0734 |
9.5% |
0.0049 |
0.6% |
13% |
False |
False |
165 |
100 |
0.8364 |
0.7630 |
0.0734 |
9.5% |
0.0048 |
0.6% |
13% |
False |
False |
141 |
120 |
0.8364 |
0.7630 |
0.0734 |
9.5% |
0.0045 |
0.6% |
13% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8058 |
2.618 |
0.7935 |
1.618 |
0.7860 |
1.000 |
0.7814 |
0.618 |
0.7785 |
HIGH |
0.7739 |
0.618 |
0.7710 |
0.500 |
0.7702 |
0.382 |
0.7693 |
LOW |
0.7664 |
0.618 |
0.7618 |
1.000 |
0.7589 |
1.618 |
0.7543 |
2.618 |
0.7468 |
4.250 |
0.7345 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7719 |
0.7713 |
PP |
0.7710 |
0.7699 |
S1 |
0.7702 |
0.7685 |
|