CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7705 |
0.0080 |
1.0% |
0.7641 |
| High |
0.7720 |
0.7714 |
-0.0006 |
-0.1% |
0.7667 |
| Low |
0.7599 |
0.7637 |
0.0038 |
0.5% |
0.7566 |
| Close |
0.7695 |
0.7649 |
-0.0046 |
-0.6% |
0.7614 |
| Range |
0.0121 |
0.0077 |
-0.0044 |
-36.4% |
0.0101 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.3% |
0.0000 |
| Volume |
88,057 |
55,096 |
-32,961 |
-37.4% |
301,911 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7898 |
0.7850 |
0.7691 |
|
| R3 |
0.7821 |
0.7773 |
0.7670 |
|
| R2 |
0.7744 |
0.7744 |
0.7663 |
|
| R1 |
0.7696 |
0.7696 |
0.7656 |
0.7682 |
| PP |
0.7667 |
0.7667 |
0.7667 |
0.7659 |
| S1 |
0.7619 |
0.7619 |
0.7642 |
0.7605 |
| S2 |
0.7590 |
0.7590 |
0.7635 |
|
| S3 |
0.7513 |
0.7542 |
0.7628 |
|
| S4 |
0.7436 |
0.7465 |
0.7607 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7919 |
0.7867 |
0.7670 |
|
| R3 |
0.7818 |
0.7766 |
0.7642 |
|
| R2 |
0.7717 |
0.7717 |
0.7633 |
|
| R1 |
0.7665 |
0.7665 |
0.7623 |
0.7641 |
| PP |
0.7616 |
0.7616 |
0.7616 |
0.7603 |
| S1 |
0.7564 |
0.7564 |
0.7605 |
0.7540 |
| S2 |
0.7515 |
0.7515 |
0.7595 |
|
| S3 |
0.7414 |
0.7463 |
0.7586 |
|
| S4 |
0.7313 |
0.7362 |
0.7558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7720 |
0.7583 |
0.0137 |
1.8% |
0.0097 |
1.3% |
48% |
False |
False |
71,348 |
| 10 |
0.7726 |
0.7566 |
0.0160 |
2.1% |
0.0081 |
1.1% |
52% |
False |
False |
65,986 |
| 20 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0069 |
0.9% |
40% |
False |
False |
60,708 |
| 40 |
0.8235 |
0.7566 |
0.0669 |
8.7% |
0.0069 |
0.9% |
12% |
False |
False |
64,671 |
| 60 |
0.8235 |
0.7566 |
0.0669 |
8.7% |
0.0069 |
0.9% |
12% |
False |
False |
49,061 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0069 |
0.9% |
10% |
False |
False |
36,872 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
10% |
False |
False |
29,568 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
10% |
False |
False |
24,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8041 |
|
2.618 |
0.7916 |
|
1.618 |
0.7839 |
|
1.000 |
0.7791 |
|
0.618 |
0.7762 |
|
HIGH |
0.7714 |
|
0.618 |
0.7685 |
|
0.500 |
0.7676 |
|
0.382 |
0.7666 |
|
LOW |
0.7637 |
|
0.618 |
0.7589 |
|
1.000 |
0.7560 |
|
1.618 |
0.7512 |
|
2.618 |
0.7435 |
|
4.250 |
0.7310 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7676 |
0.7660 |
| PP |
0.7667 |
0.7656 |
| S1 |
0.7658 |
0.7653 |
|