CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7937 |
0.7924 |
-0.0013 |
-0.2% |
0.8087 |
| High |
0.7967 |
0.7966 |
-0.0001 |
0.0% |
0.8118 |
| Low |
0.7905 |
0.7888 |
-0.0017 |
-0.2% |
0.7905 |
| Close |
0.7953 |
0.7894 |
-0.0059 |
-0.7% |
0.7953 |
| Range |
0.0062 |
0.0078 |
0.0016 |
25.8% |
0.0213 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
79,482 |
88,219 |
8,737 |
11.0% |
321,767 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8150 |
0.8100 |
0.7937 |
|
| R3 |
0.8072 |
0.8022 |
0.7915 |
|
| R2 |
0.7994 |
0.7994 |
0.7908 |
|
| R1 |
0.7944 |
0.7944 |
0.7901 |
0.7930 |
| PP |
0.7916 |
0.7916 |
0.7916 |
0.7909 |
| S1 |
0.7866 |
0.7866 |
0.7887 |
0.7852 |
| S2 |
0.7838 |
0.7838 |
0.7880 |
|
| S3 |
0.7760 |
0.7788 |
0.7873 |
|
| S4 |
0.7682 |
0.7710 |
0.7851 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8631 |
0.8505 |
0.8070 |
|
| R3 |
0.8418 |
0.8292 |
0.8012 |
|
| R2 |
0.8205 |
0.8205 |
0.7992 |
|
| R1 |
0.8079 |
0.8079 |
0.7973 |
0.8036 |
| PP |
0.7992 |
0.7992 |
0.7992 |
0.7970 |
| S1 |
0.7866 |
0.7866 |
0.7933 |
0.7823 |
| S2 |
0.7779 |
0.7779 |
0.7914 |
|
| S3 |
0.7566 |
0.7653 |
0.7894 |
|
| S4 |
0.7353 |
0.7440 |
0.7836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8118 |
0.7888 |
0.0230 |
2.9% |
0.0074 |
0.9% |
3% |
False |
True |
81,997 |
| 10 |
0.8173 |
0.7888 |
0.0285 |
3.6% |
0.0071 |
0.9% |
2% |
False |
True |
68,641 |
| 20 |
0.8235 |
0.7888 |
0.0347 |
4.4% |
0.0068 |
0.9% |
2% |
False |
True |
56,869 |
| 40 |
0.8375 |
0.7888 |
0.0487 |
6.2% |
0.0068 |
0.9% |
1% |
False |
True |
29,308 |
| 60 |
0.8375 |
0.7880 |
0.0495 |
6.3% |
0.0072 |
0.9% |
3% |
False |
False |
19,652 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0073 |
0.9% |
20% |
False |
False |
14,800 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0069 |
0.9% |
20% |
False |
False |
11,877 |
| 120 |
0.8383 |
0.7777 |
0.0606 |
7.7% |
0.0069 |
0.9% |
19% |
False |
False |
9,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8298 |
|
2.618 |
0.8170 |
|
1.618 |
0.8092 |
|
1.000 |
0.8044 |
|
0.618 |
0.8014 |
|
HIGH |
0.7966 |
|
0.618 |
0.7936 |
|
0.500 |
0.7927 |
|
0.382 |
0.7918 |
|
LOW |
0.7888 |
|
0.618 |
0.7840 |
|
1.000 |
0.7810 |
|
1.618 |
0.7762 |
|
2.618 |
0.7684 |
|
4.250 |
0.7557 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7927 |
0.7945 |
| PP |
0.7916 |
0.7928 |
| S1 |
0.7905 |
0.7911 |
|