CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7698 |
0.7687 |
-0.0011 |
-0.1% |
0.7870 |
| High |
0.7716 |
0.7738 |
0.0022 |
0.3% |
0.7881 |
| Low |
0.7674 |
0.7681 |
0.0007 |
0.1% |
0.7684 |
| Close |
0.7686 |
0.7712 |
0.0026 |
0.3% |
0.7695 |
| Range |
0.0042 |
0.0057 |
0.0015 |
35.7% |
0.0197 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
46,030 |
55,081 |
9,051 |
19.7% |
319,557 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7881 |
0.7854 |
0.7743 |
|
| R3 |
0.7824 |
0.7797 |
0.7728 |
|
| R2 |
0.7767 |
0.7767 |
0.7722 |
|
| R1 |
0.7740 |
0.7740 |
0.7717 |
0.7754 |
| PP |
0.7710 |
0.7710 |
0.7710 |
0.7717 |
| S1 |
0.7683 |
0.7683 |
0.7707 |
0.7697 |
| S2 |
0.7653 |
0.7653 |
0.7702 |
|
| S3 |
0.7596 |
0.7626 |
0.7696 |
|
| S4 |
0.7539 |
0.7569 |
0.7681 |
|
|
| 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 |
0.7853 |
0.7674 |
0.0179 |
2.3% |
0.0063 |
0.8% |
21% |
False |
False |
59,992 |
| 10 |
0.7896 |
0.7674 |
0.0222 |
2.9% |
0.0060 |
0.8% |
17% |
False |
False |
63,081 |
| 20 |
0.8136 |
0.7674 |
0.0462 |
6.0% |
0.0066 |
0.9% |
8% |
False |
False |
67,166 |
| 40 |
0.8235 |
0.7674 |
0.0561 |
7.3% |
0.0069 |
0.9% |
7% |
False |
False |
46,876 |
| 60 |
0.8375 |
0.7674 |
0.0701 |
9.1% |
0.0069 |
0.9% |
5% |
False |
False |
31,374 |
| 80 |
0.8375 |
0.7674 |
0.0701 |
9.1% |
0.0070 |
0.9% |
5% |
False |
False |
23,621 |
| 100 |
0.8375 |
0.7674 |
0.0701 |
9.1% |
0.0070 |
0.9% |
5% |
False |
False |
18,944 |
| 120 |
0.8375 |
0.7674 |
0.0701 |
9.1% |
0.0069 |
0.9% |
5% |
False |
False |
15,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7980 |
|
2.618 |
0.7887 |
|
1.618 |
0.7830 |
|
1.000 |
0.7795 |
|
0.618 |
0.7773 |
|
HIGH |
0.7738 |
|
0.618 |
0.7716 |
|
0.500 |
0.7710 |
|
0.382 |
0.7703 |
|
LOW |
0.7681 |
|
0.618 |
0.7646 |
|
1.000 |
0.7624 |
|
1.618 |
0.7589 |
|
2.618 |
0.7532 |
|
4.250 |
0.7439 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7711 |
0.7710 |
| PP |
0.7710 |
0.7708 |
| S1 |
0.7710 |
0.7706 |
|