CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7738 |
0.7711 |
-0.0027 |
-0.3% |
0.7870 |
| High |
0.7745 |
0.7718 |
-0.0027 |
-0.3% |
0.7881 |
| Low |
0.7705 |
0.7684 |
-0.0021 |
-0.3% |
0.7684 |
| Close |
0.7707 |
0.7695 |
-0.0012 |
-0.2% |
0.7695 |
| Range |
0.0040 |
0.0034 |
-0.0006 |
-15.0% |
0.0197 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
53,303 |
46,634 |
-6,669 |
-12.5% |
319,557 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7801 |
0.7782 |
0.7714 |
|
| R3 |
0.7767 |
0.7748 |
0.7704 |
|
| R2 |
0.7733 |
0.7733 |
0.7701 |
|
| R1 |
0.7714 |
0.7714 |
0.7698 |
0.7707 |
| PP |
0.7699 |
0.7699 |
0.7699 |
0.7695 |
| S1 |
0.7680 |
0.7680 |
0.7692 |
0.7673 |
| S2 |
0.7665 |
0.7665 |
0.7689 |
|
| S3 |
0.7631 |
0.7646 |
0.7686 |
|
| S4 |
0.7597 |
0.7612 |
0.7676 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8344 |
0.8217 |
0.7803 |
|
| R3 |
0.8147 |
0.8020 |
0.7749 |
|
| R2 |
0.7950 |
0.7950 |
0.7731 |
|
| R1 |
0.7823 |
0.7823 |
0.7713 |
0.7788 |
| PP |
0.7753 |
0.7753 |
0.7753 |
0.7736 |
| S1 |
0.7626 |
0.7626 |
0.7677 |
0.7591 |
| S2 |
0.7556 |
0.7556 |
0.7659 |
|
| S3 |
0.7359 |
0.7429 |
0.7641 |
|
| S4 |
0.7162 |
0.7232 |
0.7587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7881 |
0.7684 |
0.0197 |
2.6% |
0.0068 |
0.9% |
6% |
False |
True |
63,911 |
| 10 |
0.7966 |
0.7684 |
0.0282 |
3.7% |
0.0066 |
0.9% |
4% |
False |
True |
69,485 |
| 20 |
0.8176 |
0.7684 |
0.0492 |
6.4% |
0.0067 |
0.9% |
2% |
False |
True |
67,264 |
| 40 |
0.8235 |
0.7684 |
0.0551 |
7.2% |
0.0069 |
0.9% |
2% |
False |
True |
44,380 |
| 60 |
0.8375 |
0.7684 |
0.0691 |
9.0% |
0.0069 |
0.9% |
2% |
False |
True |
29,695 |
| 80 |
0.8375 |
0.7684 |
0.0691 |
9.0% |
0.0071 |
0.9% |
2% |
False |
True |
22,365 |
| 100 |
0.8375 |
0.7684 |
0.0691 |
9.0% |
0.0071 |
0.9% |
2% |
False |
True |
17,934 |
| 120 |
0.8375 |
0.7684 |
0.0691 |
9.0% |
0.0069 |
0.9% |
2% |
False |
True |
14,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7863 |
|
2.618 |
0.7807 |
|
1.618 |
0.7773 |
|
1.000 |
0.7752 |
|
0.618 |
0.7739 |
|
HIGH |
0.7718 |
|
0.618 |
0.7705 |
|
0.500 |
0.7701 |
|
0.382 |
0.7697 |
|
LOW |
0.7684 |
|
0.618 |
0.7663 |
|
1.000 |
0.7650 |
|
1.618 |
0.7629 |
|
2.618 |
0.7595 |
|
4.250 |
0.7540 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7701 |
0.7769 |
| PP |
0.7699 |
0.7744 |
| S1 |
0.7697 |
0.7720 |
|