CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7686 |
0.7626 |
-0.0060 |
-0.8% |
0.7639 |
| High |
0.7686 |
0.7710 |
0.0024 |
0.3% |
0.7660 |
| Low |
0.7602 |
0.7600 |
-0.0002 |
0.0% |
0.7566 |
| Close |
0.7614 |
0.7693 |
0.0079 |
1.0% |
0.7612 |
| Range |
0.0084 |
0.0110 |
0.0026 |
31.0% |
0.0094 |
| ATR |
0.0063 |
0.0067 |
0.0003 |
5.3% |
0.0000 |
| Volume |
299 |
368 |
69 |
23.1% |
1,968 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7998 |
0.7955 |
0.7754 |
|
| R3 |
0.7888 |
0.7845 |
0.7723 |
|
| R2 |
0.7778 |
0.7778 |
0.7713 |
|
| R1 |
0.7735 |
0.7735 |
0.7703 |
0.7757 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7678 |
| S1 |
0.7625 |
0.7625 |
0.7683 |
0.7647 |
| S2 |
0.7558 |
0.7558 |
0.7673 |
|
| S3 |
0.7448 |
0.7515 |
0.7663 |
|
| S4 |
0.7338 |
0.7405 |
0.7633 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7895 |
0.7847 |
0.7664 |
|
| R3 |
0.7801 |
0.7753 |
0.7638 |
|
| R2 |
0.7707 |
0.7707 |
0.7629 |
|
| R1 |
0.7659 |
0.7659 |
0.7621 |
0.7636 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7601 |
| S1 |
0.7565 |
0.7565 |
0.7603 |
0.7542 |
| S2 |
0.7519 |
0.7519 |
0.7595 |
|
| S3 |
0.7425 |
0.7471 |
0.7586 |
|
| S4 |
0.7331 |
0.7377 |
0.7560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7710 |
0.7575 |
0.0135 |
1.8% |
0.0086 |
1.1% |
87% |
True |
False |
477 |
| 10 |
0.7719 |
0.7566 |
0.0153 |
2.0% |
0.0072 |
0.9% |
83% |
False |
False |
362 |
| 20 |
0.7768 |
0.7566 |
0.0202 |
2.6% |
0.0059 |
0.8% |
63% |
False |
False |
412 |
| 40 |
0.8216 |
0.7566 |
0.0650 |
8.4% |
0.0062 |
0.8% |
20% |
False |
False |
313 |
| 60 |
0.8216 |
0.7566 |
0.0650 |
8.4% |
0.0058 |
0.7% |
20% |
False |
False |
266 |
| 80 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0053 |
0.7% |
16% |
False |
False |
213 |
| 100 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0050 |
0.7% |
16% |
False |
False |
176 |
| 120 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0049 |
0.6% |
16% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8178 |
|
2.618 |
0.7998 |
|
1.618 |
0.7888 |
|
1.000 |
0.7820 |
|
0.618 |
0.7778 |
|
HIGH |
0.7710 |
|
0.618 |
0.7668 |
|
0.500 |
0.7655 |
|
0.382 |
0.7642 |
|
LOW |
0.7600 |
|
0.618 |
0.7532 |
|
1.000 |
0.7490 |
|
1.618 |
0.7422 |
|
2.618 |
0.7312 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7678 |
| PP |
0.7668 |
0.7663 |
| S1 |
0.7655 |
0.7648 |
|