CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7840 |
0.7863 |
0.0023 |
0.3% |
0.7924 |
| High |
0.7888 |
0.7896 |
0.0008 |
0.1% |
0.7966 |
| Low |
0.7839 |
0.7834 |
-0.0005 |
-0.1% |
0.7817 |
| Close |
0.7855 |
0.7872 |
0.0017 |
0.2% |
0.7872 |
| Range |
0.0049 |
0.0062 |
0.0013 |
26.5% |
0.0149 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
63,927 |
68,182 |
4,255 |
6.7% |
375,294 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8053 |
0.8025 |
0.7906 |
|
| R3 |
0.7991 |
0.7963 |
0.7889 |
|
| R2 |
0.7929 |
0.7929 |
0.7883 |
|
| R1 |
0.7901 |
0.7901 |
0.7878 |
0.7915 |
| PP |
0.7867 |
0.7867 |
0.7867 |
0.7875 |
| S1 |
0.7839 |
0.7839 |
0.7866 |
0.7853 |
| S2 |
0.7805 |
0.7805 |
0.7861 |
|
| S3 |
0.7743 |
0.7777 |
0.7855 |
|
| S4 |
0.7681 |
0.7715 |
0.7838 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8332 |
0.8251 |
0.7954 |
|
| R3 |
0.8183 |
0.8102 |
0.7913 |
|
| R2 |
0.8034 |
0.8034 |
0.7899 |
|
| R1 |
0.7953 |
0.7953 |
0.7886 |
0.7919 |
| PP |
0.7885 |
0.7885 |
0.7885 |
0.7868 |
| S1 |
0.7804 |
0.7804 |
0.7858 |
0.7770 |
| S2 |
0.7736 |
0.7736 |
0.7845 |
|
| S3 |
0.7587 |
0.7655 |
0.7831 |
|
| S4 |
0.7438 |
0.7506 |
0.7790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7966 |
0.7817 |
0.0149 |
1.9% |
0.0064 |
0.8% |
37% |
False |
False |
75,058 |
| 10 |
0.8118 |
0.7817 |
0.0301 |
3.8% |
0.0067 |
0.8% |
18% |
False |
False |
74,816 |
| 20 |
0.8235 |
0.7817 |
0.0418 |
5.3% |
0.0065 |
0.8% |
13% |
False |
False |
65,729 |
| 40 |
0.8375 |
0.7817 |
0.0558 |
7.1% |
0.0069 |
0.9% |
10% |
False |
False |
36,455 |
| 60 |
0.8375 |
0.7817 |
0.0558 |
7.1% |
0.0070 |
0.9% |
10% |
False |
False |
24,423 |
| 80 |
0.8375 |
0.7809 |
0.0566 |
7.2% |
0.0072 |
0.9% |
11% |
False |
False |
18,380 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0070 |
0.9% |
16% |
False |
False |
14,745 |
| 120 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0070 |
0.9% |
16% |
False |
False |
12,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8160 |
|
2.618 |
0.8058 |
|
1.618 |
0.7996 |
|
1.000 |
0.7958 |
|
0.618 |
0.7934 |
|
HIGH |
0.7896 |
|
0.618 |
0.7872 |
|
0.500 |
0.7865 |
|
0.382 |
0.7858 |
|
LOW |
0.7834 |
|
0.618 |
0.7796 |
|
1.000 |
0.7772 |
|
1.618 |
0.7734 |
|
2.618 |
0.7672 |
|
4.250 |
0.7571 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7870 |
0.7868 |
| PP |
0.7867 |
0.7864 |
| S1 |
0.7865 |
0.7861 |
|