CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7670 |
0.7665 |
-0.0005 |
-0.1% |
0.7698 |
| High |
0.7725 |
0.7678 |
-0.0047 |
-0.6% |
0.7738 |
| Low |
0.7661 |
0.7629 |
-0.0032 |
-0.4% |
0.7629 |
| Close |
0.7667 |
0.7650 |
-0.0017 |
-0.2% |
0.7650 |
| Range |
0.0064 |
0.0049 |
-0.0015 |
-23.4% |
0.0109 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
59,566 |
55,689 |
-3,877 |
-6.5% |
273,700 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7799 |
0.7774 |
0.7677 |
|
| R3 |
0.7750 |
0.7725 |
0.7663 |
|
| R2 |
0.7701 |
0.7701 |
0.7659 |
|
| R1 |
0.7676 |
0.7676 |
0.7654 |
0.7664 |
| PP |
0.7652 |
0.7652 |
0.7652 |
0.7647 |
| S1 |
0.7627 |
0.7627 |
0.7646 |
0.7615 |
| S2 |
0.7603 |
0.7603 |
0.7641 |
|
| S3 |
0.7554 |
0.7578 |
0.7637 |
|
| S4 |
0.7505 |
0.7529 |
0.7623 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7934 |
0.7710 |
|
| R3 |
0.7890 |
0.7825 |
0.7680 |
|
| R2 |
0.7781 |
0.7781 |
0.7670 |
|
| R1 |
0.7716 |
0.7716 |
0.7660 |
0.7694 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7662 |
| S1 |
0.7607 |
0.7607 |
0.7640 |
0.7585 |
| S2 |
0.7563 |
0.7563 |
0.7630 |
|
| S3 |
0.7454 |
0.7498 |
0.7620 |
|
| S4 |
0.7345 |
0.7389 |
0.7590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7738 |
0.7629 |
0.0109 |
1.4% |
0.0056 |
0.7% |
19% |
False |
True |
54,740 |
| 10 |
0.7881 |
0.7629 |
0.0252 |
3.3% |
0.0062 |
0.8% |
8% |
False |
True |
59,325 |
| 20 |
0.8118 |
0.7629 |
0.0489 |
6.4% |
0.0065 |
0.8% |
4% |
False |
True |
67,070 |
| 40 |
0.8235 |
0.7629 |
0.0606 |
7.9% |
0.0067 |
0.9% |
3% |
False |
True |
51,098 |
| 60 |
0.8375 |
0.7629 |
0.0746 |
9.8% |
0.0068 |
0.9% |
3% |
False |
True |
34,234 |
| 80 |
0.8375 |
0.7629 |
0.0746 |
9.8% |
0.0070 |
0.9% |
3% |
False |
True |
25,766 |
| 100 |
0.8375 |
0.7629 |
0.0746 |
9.8% |
0.0071 |
0.9% |
3% |
False |
True |
20,663 |
| 120 |
0.8375 |
0.7629 |
0.0746 |
9.8% |
0.0068 |
0.9% |
3% |
False |
True |
17,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7886 |
|
2.618 |
0.7806 |
|
1.618 |
0.7757 |
|
1.000 |
0.7727 |
|
0.618 |
0.7708 |
|
HIGH |
0.7678 |
|
0.618 |
0.7659 |
|
0.500 |
0.7654 |
|
0.382 |
0.7648 |
|
LOW |
0.7629 |
|
0.618 |
0.7599 |
|
1.000 |
0.7580 |
|
1.618 |
0.7550 |
|
2.618 |
0.7501 |
|
4.250 |
0.7421 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7678 |
| PP |
0.7652 |
0.7668 |
| S1 |
0.7651 |
0.7659 |
|