CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7639 |
0.0003 |
0.0% |
0.7614 |
| High |
0.7655 |
0.7667 |
0.0012 |
0.2% |
0.7720 |
| Low |
0.7602 |
0.7617 |
0.0015 |
0.2% |
0.7585 |
| Close |
0.7639 |
0.7650 |
0.0011 |
0.1% |
0.7643 |
| Range |
0.0053 |
0.0050 |
-0.0003 |
-5.7% |
0.0135 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
46,385 |
43,582 |
-2,803 |
-6.0% |
322,372 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7795 |
0.7772 |
0.7678 |
|
| R3 |
0.7745 |
0.7722 |
0.7664 |
|
| R2 |
0.7695 |
0.7695 |
0.7659 |
|
| R1 |
0.7672 |
0.7672 |
0.7655 |
0.7684 |
| PP |
0.7645 |
0.7645 |
0.7645 |
0.7650 |
| S1 |
0.7622 |
0.7622 |
0.7645 |
0.7634 |
| S2 |
0.7595 |
0.7595 |
0.7641 |
|
| S3 |
0.7545 |
0.7572 |
0.7636 |
|
| S4 |
0.7495 |
0.7522 |
0.7623 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.7984 |
0.7717 |
|
| R3 |
0.7919 |
0.7849 |
0.7680 |
|
| R2 |
0.7784 |
0.7784 |
0.7668 |
|
| R1 |
0.7714 |
0.7714 |
0.7655 |
0.7749 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7667 |
| S1 |
0.7579 |
0.7579 |
0.7631 |
0.7614 |
| S2 |
0.7514 |
0.7514 |
0.7618 |
|
| S3 |
0.7379 |
0.7444 |
0.7606 |
|
| S4 |
0.7244 |
0.7309 |
0.7569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7720 |
0.7599 |
0.0121 |
1.6% |
0.0070 |
0.9% |
42% |
False |
False |
56,596 |
| 10 |
0.7720 |
0.7566 |
0.0154 |
2.0% |
0.0076 |
1.0% |
55% |
False |
False |
60,557 |
| 20 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0070 |
0.9% |
41% |
False |
False |
60,313 |
| 40 |
0.8136 |
0.7566 |
0.0570 |
7.5% |
0.0068 |
0.9% |
15% |
False |
False |
63,739 |
| 60 |
0.8235 |
0.7566 |
0.0669 |
8.7% |
0.0069 |
0.9% |
13% |
False |
False |
51,355 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0069 |
0.9% |
10% |
False |
False |
38,608 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
10% |
False |
False |
30,960 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
10% |
False |
False |
25,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7798 |
|
1.618 |
0.7748 |
|
1.000 |
0.7717 |
|
0.618 |
0.7698 |
|
HIGH |
0.7667 |
|
0.618 |
0.7648 |
|
0.500 |
0.7642 |
|
0.382 |
0.7636 |
|
LOW |
0.7617 |
|
0.618 |
0.7586 |
|
1.000 |
0.7567 |
|
1.618 |
0.7536 |
|
2.618 |
0.7486 |
|
4.250 |
0.7405 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7647 |
0.7647 |
| PP |
0.7645 |
0.7645 |
| S1 |
0.7642 |
0.7642 |
|