CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7620 |
0.7641 |
0.0021 |
0.3% |
0.7636 |
| High |
0.7656 |
0.7658 |
0.0002 |
0.0% |
0.7677 |
| Low |
0.7588 |
0.7578 |
-0.0010 |
-0.1% |
0.7578 |
| Close |
0.7636 |
0.7591 |
-0.0045 |
-0.6% |
0.7591 |
| Range |
0.0068 |
0.0080 |
0.0012 |
17.6% |
0.0099 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.9% |
0.0000 |
| Volume |
67,394 |
78,799 |
11,405 |
16.9% |
328,467 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7849 |
0.7800 |
0.7635 |
|
| R3 |
0.7769 |
0.7720 |
0.7613 |
|
| R2 |
0.7689 |
0.7689 |
0.7606 |
|
| R1 |
0.7640 |
0.7640 |
0.7598 |
0.7625 |
| PP |
0.7609 |
0.7609 |
0.7609 |
0.7601 |
| S1 |
0.7560 |
0.7560 |
0.7584 |
0.7545 |
| S2 |
0.7529 |
0.7529 |
0.7576 |
|
| S3 |
0.7449 |
0.7480 |
0.7569 |
|
| S4 |
0.7369 |
0.7400 |
0.7547 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7912 |
0.7851 |
0.7645 |
|
| R3 |
0.7813 |
0.7752 |
0.7618 |
|
| R2 |
0.7714 |
0.7714 |
0.7609 |
|
| R1 |
0.7653 |
0.7653 |
0.7600 |
0.7634 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7606 |
| S1 |
0.7554 |
0.7554 |
0.7582 |
0.7535 |
| S2 |
0.7516 |
0.7516 |
0.7573 |
|
| S3 |
0.7417 |
0.7455 |
0.7564 |
|
| S4 |
0.7318 |
0.7356 |
0.7537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7677 |
0.7578 |
0.0099 |
1.3% |
0.0068 |
0.9% |
13% |
False |
True |
65,693 |
| 10 |
0.7720 |
0.7578 |
0.0142 |
1.9% |
0.0079 |
1.0% |
9% |
False |
True |
65,083 |
| 20 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0072 |
1.0% |
12% |
False |
False |
63,608 |
| 40 |
0.8118 |
0.7566 |
0.0552 |
7.3% |
0.0068 |
0.9% |
5% |
False |
False |
65,339 |
| 60 |
0.8235 |
0.7566 |
0.0669 |
8.8% |
0.0069 |
0.9% |
4% |
False |
False |
55,268 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.7% |
0.0069 |
0.9% |
3% |
False |
False |
41,578 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.7% |
0.0070 |
0.9% |
3% |
False |
False |
33,334 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.7% |
0.0071 |
0.9% |
3% |
False |
False |
27,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7998 |
|
2.618 |
0.7867 |
|
1.618 |
0.7787 |
|
1.000 |
0.7738 |
|
0.618 |
0.7707 |
|
HIGH |
0.7658 |
|
0.618 |
0.7627 |
|
0.500 |
0.7618 |
|
0.382 |
0.7609 |
|
LOW |
0.7578 |
|
0.618 |
0.7529 |
|
1.000 |
0.7498 |
|
1.618 |
0.7449 |
|
2.618 |
0.7369 |
|
4.250 |
0.7238 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7618 |
0.7628 |
| PP |
0.7609 |
0.7615 |
| S1 |
0.7600 |
0.7603 |
|