CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7719 |
0.7670 |
-0.0049 |
-0.6% |
0.7870 |
| High |
0.7726 |
0.7725 |
-0.0001 |
0.0% |
0.7881 |
| Low |
0.7657 |
0.7661 |
0.0004 |
0.1% |
0.7684 |
| Close |
0.7672 |
0.7667 |
-0.0005 |
-0.1% |
0.7695 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.2% |
0.0197 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
57,334 |
59,566 |
2,232 |
3.9% |
319,557 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7876 |
0.7836 |
0.7702 |
|
| R3 |
0.7812 |
0.7772 |
0.7685 |
|
| R2 |
0.7748 |
0.7748 |
0.7679 |
|
| R1 |
0.7708 |
0.7708 |
0.7673 |
0.7696 |
| PP |
0.7684 |
0.7684 |
0.7684 |
0.7679 |
| S1 |
0.7644 |
0.7644 |
0.7661 |
0.7632 |
| S2 |
0.7620 |
0.7620 |
0.7655 |
|
| S3 |
0.7556 |
0.7580 |
0.7649 |
|
| S4 |
0.7492 |
0.7516 |
0.7632 |
|
|
| 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 |
0.7738 |
0.7657 |
0.0081 |
1.1% |
0.0053 |
0.7% |
12% |
False |
False |
52,929 |
| 10 |
0.7896 |
0.7657 |
0.0239 |
3.1% |
0.0064 |
0.8% |
4% |
False |
False |
60,575 |
| 20 |
0.8118 |
0.7657 |
0.0461 |
6.0% |
0.0065 |
0.8% |
2% |
False |
False |
66,546 |
| 40 |
0.8235 |
0.7657 |
0.0578 |
7.5% |
0.0068 |
0.9% |
2% |
False |
False |
49,745 |
| 60 |
0.8375 |
0.7657 |
0.0718 |
9.4% |
0.0068 |
0.9% |
1% |
False |
False |
33,310 |
| 80 |
0.8375 |
0.7657 |
0.0718 |
9.4% |
0.0070 |
0.9% |
1% |
False |
False |
25,074 |
| 100 |
0.8375 |
0.7657 |
0.0718 |
9.4% |
0.0071 |
0.9% |
1% |
False |
False |
20,109 |
| 120 |
0.8375 |
0.7657 |
0.0718 |
9.4% |
0.0068 |
0.9% |
1% |
False |
False |
16,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7997 |
|
2.618 |
0.7893 |
|
1.618 |
0.7829 |
|
1.000 |
0.7789 |
|
0.618 |
0.7765 |
|
HIGH |
0.7725 |
|
0.618 |
0.7701 |
|
0.500 |
0.7693 |
|
0.382 |
0.7685 |
|
LOW |
0.7661 |
|
0.618 |
0.7621 |
|
1.000 |
0.7597 |
|
1.618 |
0.7557 |
|
2.618 |
0.7493 |
|
4.250 |
0.7389 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7693 |
0.7698 |
| PP |
0.7684 |
0.7687 |
| S1 |
0.7676 |
0.7677 |
|