CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7719 |
0.7689 |
-0.0030 |
-0.4% |
0.7664 |
| High |
0.7724 |
0.7726 |
0.0002 |
0.0% |
0.7773 |
| Low |
0.7661 |
0.7630 |
-0.0031 |
-0.4% |
0.7630 |
| Close |
0.7687 |
0.7636 |
-0.0051 |
-0.7% |
0.7636 |
| Range |
0.0063 |
0.0096 |
0.0033 |
52.4% |
0.0143 |
| ATR |
0.0064 |
0.0067 |
0.0002 |
3.5% |
0.0000 |
| Volume |
54,404 |
85,443 |
31,039 |
57.1% |
319,422 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7890 |
0.7689 |
|
| R3 |
0.7856 |
0.7794 |
0.7662 |
|
| R2 |
0.7760 |
0.7760 |
0.7654 |
|
| R1 |
0.7698 |
0.7698 |
0.7645 |
0.7681 |
| PP |
0.7664 |
0.7664 |
0.7664 |
0.7656 |
| S1 |
0.7602 |
0.7602 |
0.7627 |
0.7585 |
| S2 |
0.7568 |
0.7568 |
0.7618 |
|
| S3 |
0.7472 |
0.7506 |
0.7610 |
|
| S4 |
0.7376 |
0.7410 |
0.7583 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8015 |
0.7715 |
|
| R3 |
0.7966 |
0.7872 |
0.7675 |
|
| R2 |
0.7823 |
0.7823 |
0.7662 |
|
| R1 |
0.7729 |
0.7729 |
0.7649 |
0.7705 |
| PP |
0.7680 |
0.7680 |
0.7680 |
0.7667 |
| S1 |
0.7586 |
0.7586 |
0.7623 |
0.7562 |
| S2 |
0.7537 |
0.7537 |
0.7610 |
|
| S3 |
0.7394 |
0.7443 |
0.7597 |
|
| S4 |
0.7251 |
0.7300 |
0.7557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7773 |
0.7630 |
0.0143 |
1.9% |
0.0068 |
0.9% |
4% |
False |
True |
63,884 |
| 10 |
0.7773 |
0.7629 |
0.0144 |
1.9% |
0.0062 |
0.8% |
5% |
False |
False |
59,312 |
| 20 |
0.7966 |
0.7629 |
0.0337 |
4.4% |
0.0064 |
0.8% |
2% |
False |
False |
64,398 |
| 40 |
0.8235 |
0.7629 |
0.0606 |
7.9% |
0.0066 |
0.9% |
1% |
False |
False |
58,609 |
| 60 |
0.8375 |
0.7629 |
0.0746 |
9.8% |
0.0067 |
0.9% |
1% |
False |
False |
39,540 |
| 80 |
0.8375 |
0.7629 |
0.0746 |
9.8% |
0.0070 |
0.9% |
1% |
False |
False |
29,745 |
| 100 |
0.8375 |
0.7629 |
0.0746 |
9.8% |
0.0071 |
0.9% |
1% |
False |
False |
23,844 |
| 120 |
0.8375 |
0.7629 |
0.0746 |
9.8% |
0.0068 |
0.9% |
1% |
False |
False |
19,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8134 |
|
2.618 |
0.7977 |
|
1.618 |
0.7881 |
|
1.000 |
0.7822 |
|
0.618 |
0.7785 |
|
HIGH |
0.7726 |
|
0.618 |
0.7689 |
|
0.500 |
0.7678 |
|
0.382 |
0.7667 |
|
LOW |
0.7630 |
|
0.618 |
0.7571 |
|
1.000 |
0.7534 |
|
1.618 |
0.7475 |
|
2.618 |
0.7379 |
|
4.250 |
0.7222 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7678 |
0.7702 |
| PP |
0.7664 |
0.7680 |
| S1 |
0.7650 |
0.7658 |
|