CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7735 |
0.0067 |
0.9% |
0.7698 |
| High |
0.7743 |
0.7773 |
0.0030 |
0.4% |
0.7738 |
| Low |
0.7664 |
0.7709 |
0.0045 |
0.6% |
0.7629 |
| Close |
0.7730 |
0.7728 |
-0.0002 |
0.0% |
0.7650 |
| Range |
0.0079 |
0.0064 |
-0.0015 |
-19.0% |
0.0109 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0000 |
| Volume |
60,855 |
63,377 |
2,522 |
4.1% |
273,700 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7929 |
0.7892 |
0.7763 |
|
| R3 |
0.7865 |
0.7828 |
0.7746 |
|
| R2 |
0.7801 |
0.7801 |
0.7740 |
|
| R1 |
0.7764 |
0.7764 |
0.7734 |
0.7751 |
| PP |
0.7737 |
0.7737 |
0.7737 |
0.7730 |
| S1 |
0.7700 |
0.7700 |
0.7722 |
0.7687 |
| S2 |
0.7673 |
0.7673 |
0.7716 |
|
| S3 |
0.7609 |
0.7636 |
0.7710 |
|
| S4 |
0.7545 |
0.7572 |
0.7693 |
|
|
| 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 |
0.7773 |
0.7629 |
0.0144 |
1.9% |
0.0059 |
0.8% |
69% |
True |
False |
58,966 |
| 10 |
0.7773 |
0.7629 |
0.0144 |
1.9% |
0.0054 |
0.7% |
69% |
True |
False |
55,321 |
| 20 |
0.8001 |
0.7629 |
0.0372 |
4.8% |
0.0063 |
0.8% |
27% |
False |
False |
64,913 |
| 40 |
0.8235 |
0.7629 |
0.0606 |
7.8% |
0.0065 |
0.8% |
16% |
False |
False |
55,237 |
| 60 |
0.8375 |
0.7629 |
0.0746 |
9.7% |
0.0067 |
0.9% |
13% |
False |
False |
37,214 |
| 80 |
0.8375 |
0.7629 |
0.0746 |
9.7% |
0.0070 |
0.9% |
13% |
False |
False |
28,003 |
| 100 |
0.8375 |
0.7629 |
0.0746 |
9.7% |
0.0071 |
0.9% |
13% |
False |
False |
22,447 |
| 120 |
0.8375 |
0.7629 |
0.0746 |
9.7% |
0.0068 |
0.9% |
13% |
False |
False |
18,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8045 |
|
2.618 |
0.7941 |
|
1.618 |
0.7877 |
|
1.000 |
0.7837 |
|
0.618 |
0.7813 |
|
HIGH |
0.7773 |
|
0.618 |
0.7749 |
|
0.500 |
0.7741 |
|
0.382 |
0.7733 |
|
LOW |
0.7709 |
|
0.618 |
0.7669 |
|
1.000 |
0.7645 |
|
1.618 |
0.7605 |
|
2.618 |
0.7541 |
|
4.250 |
0.7437 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7741 |
0.7725 |
| PP |
0.7737 |
0.7721 |
| S1 |
0.7732 |
0.7718 |
|