CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7581 |
0.7586 |
0.0005 |
0.1% |
0.7664 |
| High |
0.7625 |
0.7636 |
0.0011 |
0.1% |
0.7773 |
| Low |
0.7566 |
0.7576 |
0.0010 |
0.1% |
0.7630 |
| Close |
0.7580 |
0.7620 |
0.0040 |
0.5% |
0.7636 |
| Range |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0143 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
61,844 |
47,160 |
-14,684 |
-23.7% |
319,422 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7765 |
0.7653 |
|
| R3 |
0.7731 |
0.7705 |
0.7637 |
|
| R2 |
0.7671 |
0.7671 |
0.7631 |
|
| R1 |
0.7645 |
0.7645 |
0.7626 |
0.7658 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7617 |
| S1 |
0.7585 |
0.7585 |
0.7615 |
0.7598 |
| S2 |
0.7551 |
0.7551 |
0.7609 |
|
| S3 |
0.7491 |
0.7525 |
0.7604 |
|
| S4 |
0.7431 |
0.7465 |
0.7587 |
|
|
| 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% |
0.0065 |
0.9% |
34% |
False |
False |
60,624 |
| 10 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0062 |
0.8% |
26% |
False |
False |
59,278 |
| 20 |
0.7896 |
0.7566 |
0.0330 |
4.3% |
0.0063 |
0.8% |
16% |
False |
False |
59,926 |
| 40 |
0.8235 |
0.7566 |
0.0669 |
8.8% |
0.0064 |
0.8% |
8% |
False |
False |
62,208 |
| 60 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0067 |
0.9% |
7% |
False |
False |
43,146 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0069 |
0.9% |
7% |
False |
False |
32,449 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0072 |
0.9% |
7% |
False |
False |
26,008 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0068 |
0.9% |
7% |
False |
False |
21,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7891 |
|
2.618 |
0.7793 |
|
1.618 |
0.7733 |
|
1.000 |
0.7696 |
|
0.618 |
0.7673 |
|
HIGH |
0.7636 |
|
0.618 |
0.7613 |
|
0.500 |
0.7606 |
|
0.382 |
0.7599 |
|
LOW |
0.7576 |
|
0.618 |
0.7539 |
|
1.000 |
0.7516 |
|
1.618 |
0.7479 |
|
2.618 |
0.7419 |
|
4.250 |
0.7321 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7614 |
| PP |
0.7611 |
0.7607 |
| S1 |
0.7606 |
0.7601 |
|