CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7599 |
0.7581 |
-0.0018 |
-0.2% |
0.7664 |
| High |
0.7628 |
0.7625 |
-0.0003 |
0.0% |
0.7773 |
| Low |
0.7572 |
0.7566 |
-0.0006 |
-0.1% |
0.7630 |
| Close |
0.7582 |
0.7580 |
-0.0002 |
0.0% |
0.7636 |
| Range |
0.0056 |
0.0059 |
0.0003 |
5.4% |
0.0143 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
58,974 |
61,844 |
2,870 |
4.9% |
319,422 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7767 |
0.7733 |
0.7612 |
|
| R3 |
0.7708 |
0.7674 |
0.7596 |
|
| R2 |
0.7649 |
0.7649 |
0.7591 |
|
| R1 |
0.7615 |
0.7615 |
0.7585 |
0.7603 |
| PP |
0.7590 |
0.7590 |
0.7590 |
0.7584 |
| S1 |
0.7556 |
0.7556 |
0.7575 |
0.7544 |
| S2 |
0.7531 |
0.7531 |
0.7569 |
|
| S3 |
0.7472 |
0.7497 |
0.7564 |
|
| S4 |
0.7413 |
0.7438 |
0.7548 |
|
|
| 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 |
0.7726 |
0.7566 |
0.0160 |
2.1% |
0.0066 |
0.9% |
9% |
False |
True |
62,073 |
| 10 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0063 |
0.8% |
7% |
False |
True |
60,519 |
| 20 |
0.7896 |
0.7566 |
0.0330 |
4.4% |
0.0062 |
0.8% |
4% |
False |
True |
60,765 |
| 40 |
0.8235 |
0.7566 |
0.0669 |
8.8% |
0.0065 |
0.9% |
2% |
False |
True |
61,865 |
| 60 |
0.8375 |
0.7566 |
0.0809 |
10.7% |
0.0067 |
0.9% |
2% |
False |
True |
42,363 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.7% |
0.0070 |
0.9% |
2% |
False |
True |
31,861 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.7% |
0.0071 |
0.9% |
2% |
False |
True |
25,538 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.7% |
0.0069 |
0.9% |
2% |
False |
True |
21,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7876 |
|
2.618 |
0.7779 |
|
1.618 |
0.7720 |
|
1.000 |
0.7684 |
|
0.618 |
0.7661 |
|
HIGH |
0.7625 |
|
0.618 |
0.7602 |
|
0.500 |
0.7596 |
|
0.382 |
0.7589 |
|
LOW |
0.7566 |
|
0.618 |
0.7530 |
|
1.000 |
0.7507 |
|
1.618 |
0.7471 |
|
2.618 |
0.7412 |
|
4.250 |
0.7315 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7596 |
0.7605 |
| PP |
0.7590 |
0.7596 |
| S1 |
0.7585 |
0.7588 |
|