CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7858 |
0.7840 |
-0.0018 |
-0.2% |
0.8087 |
| High |
0.7873 |
0.7888 |
0.0015 |
0.2% |
0.8118 |
| Low |
0.7825 |
0.7839 |
0.0014 |
0.2% |
0.7905 |
| Close |
0.7841 |
0.7855 |
0.0014 |
0.2% |
0.7953 |
| Range |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0213 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
78,041 |
63,927 |
-14,114 |
-18.1% |
321,767 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8008 |
0.7980 |
0.7882 |
|
| R3 |
0.7959 |
0.7931 |
0.7868 |
|
| R2 |
0.7910 |
0.7910 |
0.7864 |
|
| R1 |
0.7882 |
0.7882 |
0.7859 |
0.7896 |
| PP |
0.7861 |
0.7861 |
0.7861 |
0.7868 |
| S1 |
0.7833 |
0.7833 |
0.7851 |
0.7847 |
| S2 |
0.7812 |
0.7812 |
0.7846 |
|
| S3 |
0.7763 |
0.7784 |
0.7842 |
|
| S4 |
0.7714 |
0.7735 |
0.7828 |
|
|
| 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 |
0.7967 |
0.7817 |
0.0150 |
1.9% |
0.0064 |
0.8% |
25% |
False |
False |
77,318 |
| 10 |
0.8118 |
0.7817 |
0.0301 |
3.8% |
0.0067 |
0.8% |
13% |
False |
False |
72,518 |
| 20 |
0.8235 |
0.7817 |
0.0418 |
5.3% |
0.0065 |
0.8% |
9% |
False |
False |
64,489 |
| 40 |
0.8375 |
0.7817 |
0.0558 |
7.1% |
0.0069 |
0.9% |
7% |
False |
False |
34,756 |
| 60 |
0.8375 |
0.7817 |
0.0558 |
7.1% |
0.0072 |
0.9% |
7% |
False |
False |
23,289 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0074 |
0.9% |
13% |
False |
False |
17,529 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0070 |
0.9% |
13% |
False |
False |
14,064 |
| 120 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0069 |
0.9% |
13% |
False |
False |
11,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8096 |
|
2.618 |
0.8016 |
|
1.618 |
0.7967 |
|
1.000 |
0.7937 |
|
0.618 |
0.7918 |
|
HIGH |
0.7888 |
|
0.618 |
0.7869 |
|
0.500 |
0.7864 |
|
0.382 |
0.7858 |
|
LOW |
0.7839 |
|
0.618 |
0.7809 |
|
1.000 |
0.7790 |
|
1.618 |
0.7760 |
|
2.618 |
0.7711 |
|
4.250 |
0.7631 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7864 |
0.7858 |
| PP |
0.7861 |
0.7857 |
| S1 |
0.7858 |
0.7856 |
|