CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7842 |
0.7846 |
0.0004 |
0.1% |
0.7924 |
| High |
0.7858 |
0.7853 |
-0.0005 |
-0.1% |
0.7966 |
| Low |
0.7802 |
0.7711 |
-0.0091 |
-1.2% |
0.7817 |
| Close |
0.7839 |
0.7729 |
-0.0110 |
-1.4% |
0.7872 |
| Range |
0.0056 |
0.0142 |
0.0086 |
153.6% |
0.0149 |
| ATR |
0.0067 |
0.0072 |
0.0005 |
8.0% |
0.0000 |
| Volume |
57,933 |
98,913 |
40,980 |
70.7% |
375,294 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8190 |
0.8102 |
0.7807 |
|
| R3 |
0.8048 |
0.7960 |
0.7768 |
|
| R2 |
0.7906 |
0.7906 |
0.7755 |
|
| R1 |
0.7818 |
0.7818 |
0.7742 |
0.7791 |
| PP |
0.7764 |
0.7764 |
0.7764 |
0.7751 |
| S1 |
0.7676 |
0.7676 |
0.7716 |
0.7649 |
| S2 |
0.7622 |
0.7622 |
0.7703 |
|
| S3 |
0.7480 |
0.7534 |
0.7690 |
|
| S4 |
0.7338 |
0.7392 |
0.7651 |
|
|
| 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 |
0.7711 |
0.0185 |
2.4% |
0.0076 |
1.0% |
10% |
False |
True |
70,345 |
| 10 |
0.8001 |
0.7711 |
0.0290 |
3.8% |
0.0072 |
0.9% |
6% |
False |
True |
74,505 |
| 20 |
0.8235 |
0.7711 |
0.0524 |
6.8% |
0.0072 |
0.9% |
3% |
False |
True |
69,370 |
| 40 |
0.8235 |
0.7711 |
0.0524 |
6.8% |
0.0071 |
0.9% |
3% |
False |
True |
41,919 |
| 60 |
0.8375 |
0.7711 |
0.0664 |
8.6% |
0.0070 |
0.9% |
3% |
False |
True |
28,041 |
| 80 |
0.8375 |
0.7711 |
0.0664 |
8.6% |
0.0071 |
0.9% |
3% |
False |
True |
21,118 |
| 100 |
0.8375 |
0.7711 |
0.0664 |
8.6% |
0.0071 |
0.9% |
3% |
False |
True |
16,937 |
| 120 |
0.8375 |
0.7711 |
0.0664 |
8.6% |
0.0069 |
0.9% |
3% |
False |
True |
14,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8457 |
|
2.618 |
0.8225 |
|
1.618 |
0.8083 |
|
1.000 |
0.7995 |
|
0.618 |
0.7941 |
|
HIGH |
0.7853 |
|
0.618 |
0.7799 |
|
0.500 |
0.7782 |
|
0.382 |
0.7765 |
|
LOW |
0.7711 |
|
0.618 |
0.7623 |
|
1.000 |
0.7569 |
|
1.618 |
0.7481 |
|
2.618 |
0.7339 |
|
4.250 |
0.7108 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7782 |
0.7796 |
| PP |
0.7764 |
0.7774 |
| S1 |
0.7747 |
0.7751 |
|