CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7897 |
0.7858 |
-0.0039 |
-0.5% |
0.8087 |
| High |
0.7899 |
0.7873 |
-0.0026 |
-0.3% |
0.8118 |
| Low |
0.7817 |
0.7825 |
0.0008 |
0.1% |
0.7905 |
| Close |
0.7851 |
0.7841 |
-0.0010 |
-0.1% |
0.7953 |
| Range |
0.0082 |
0.0048 |
-0.0034 |
-41.5% |
0.0213 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
76,925 |
78,041 |
1,116 |
1.5% |
321,767 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7990 |
0.7964 |
0.7867 |
|
| R3 |
0.7942 |
0.7916 |
0.7854 |
|
| R2 |
0.7894 |
0.7894 |
0.7850 |
|
| R1 |
0.7868 |
0.7868 |
0.7845 |
0.7857 |
| PP |
0.7846 |
0.7846 |
0.7846 |
0.7841 |
| S1 |
0.7820 |
0.7820 |
0.7837 |
0.7809 |
| S2 |
0.7798 |
0.7798 |
0.7832 |
|
| S3 |
0.7750 |
0.7772 |
0.7828 |
|
| S4 |
0.7702 |
0.7724 |
0.7815 |
|
|
| 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 |
0.8001 |
0.7817 |
0.0184 |
2.3% |
0.0068 |
0.9% |
13% |
False |
False |
78,665 |
| 10 |
0.8136 |
0.7817 |
0.0319 |
4.1% |
0.0071 |
0.9% |
8% |
False |
False |
72,794 |
| 20 |
0.8235 |
0.7817 |
0.0418 |
5.3% |
0.0067 |
0.9% |
6% |
False |
False |
62,965 |
| 40 |
0.8375 |
0.7817 |
0.0558 |
7.1% |
0.0069 |
0.9% |
4% |
False |
False |
33,162 |
| 60 |
0.8375 |
0.7817 |
0.0558 |
7.1% |
0.0072 |
0.9% |
4% |
False |
False |
22,226 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0073 |
0.9% |
11% |
False |
False |
16,731 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0070 |
0.9% |
11% |
False |
False |
13,426 |
| 120 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0069 |
0.9% |
11% |
False |
False |
11,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8077 |
|
2.618 |
0.7999 |
|
1.618 |
0.7951 |
|
1.000 |
0.7921 |
|
0.618 |
0.7903 |
|
HIGH |
0.7873 |
|
0.618 |
0.7855 |
|
0.500 |
0.7849 |
|
0.382 |
0.7843 |
|
LOW |
0.7825 |
|
0.618 |
0.7795 |
|
1.000 |
0.7777 |
|
1.618 |
0.7747 |
|
2.618 |
0.7699 |
|
4.250 |
0.7621 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7849 |
0.7892 |
| PP |
0.7846 |
0.7875 |
| S1 |
0.7844 |
0.7858 |
|