CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7870 |
0.7842 |
-0.0028 |
-0.4% |
0.7924 |
| High |
0.7881 |
0.7858 |
-0.0023 |
-0.3% |
0.7966 |
| Low |
0.7812 |
0.7802 |
-0.0010 |
-0.1% |
0.7817 |
| Close |
0.7834 |
0.7839 |
0.0005 |
0.1% |
0.7872 |
| Range |
0.0069 |
0.0056 |
-0.0013 |
-18.8% |
0.0149 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
62,774 |
57,933 |
-4,841 |
-7.7% |
375,294 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8001 |
0.7976 |
0.7870 |
|
| R3 |
0.7945 |
0.7920 |
0.7854 |
|
| R2 |
0.7889 |
0.7889 |
0.7849 |
|
| R1 |
0.7864 |
0.7864 |
0.7844 |
0.7849 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7825 |
| S1 |
0.7808 |
0.7808 |
0.7834 |
0.7793 |
| S2 |
0.7777 |
0.7777 |
0.7829 |
|
| S3 |
0.7721 |
0.7752 |
0.7824 |
|
| S4 |
0.7665 |
0.7696 |
0.7808 |
|
|
| 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 |
0.7896 |
0.7802 |
0.0094 |
1.2% |
0.0057 |
0.7% |
39% |
False |
True |
66,171 |
| 10 |
0.8080 |
0.7802 |
0.0278 |
3.5% |
0.0067 |
0.9% |
13% |
False |
True |
74,300 |
| 20 |
0.8235 |
0.7802 |
0.0433 |
5.5% |
0.0067 |
0.9% |
9% |
False |
True |
66,490 |
| 40 |
0.8292 |
0.7802 |
0.0490 |
6.3% |
0.0069 |
0.9% |
8% |
False |
True |
39,456 |
| 60 |
0.8375 |
0.7802 |
0.0573 |
7.3% |
0.0068 |
0.9% |
6% |
False |
True |
26,404 |
| 80 |
0.8375 |
0.7802 |
0.0573 |
7.3% |
0.0070 |
0.9% |
6% |
False |
True |
19,883 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0070 |
0.9% |
10% |
False |
False |
15,948 |
| 120 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0069 |
0.9% |
10% |
False |
False |
13,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8096 |
|
2.618 |
0.8005 |
|
1.618 |
0.7949 |
|
1.000 |
0.7914 |
|
0.618 |
0.7893 |
|
HIGH |
0.7858 |
|
0.618 |
0.7837 |
|
0.500 |
0.7830 |
|
0.382 |
0.7823 |
|
LOW |
0.7802 |
|
0.618 |
0.7767 |
|
1.000 |
0.7746 |
|
1.618 |
0.7711 |
|
2.618 |
0.7655 |
|
4.250 |
0.7564 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7836 |
0.7849 |
| PP |
0.7833 |
0.7846 |
| S1 |
0.7830 |
0.7842 |
|