CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7849 |
0.7834 |
-0.0015 |
-0.2% |
0.8078 |
| High |
0.7859 |
0.7875 |
0.0016 |
0.2% |
0.8107 |
| Low |
0.7824 |
0.7834 |
0.0010 |
0.1% |
0.7901 |
| Close |
0.7835 |
0.7849 |
0.0014 |
0.2% |
0.7946 |
| Range |
0.0035 |
0.0041 |
0.0006 |
17.1% |
0.0206 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
409 |
321 |
-88 |
-21.5% |
859 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7953 |
0.7872 |
|
| R3 |
0.7935 |
0.7912 |
0.7860 |
|
| R2 |
0.7894 |
0.7894 |
0.7857 |
|
| R1 |
0.7871 |
0.7871 |
0.7853 |
0.7883 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7858 |
| S1 |
0.7830 |
0.7830 |
0.7845 |
0.7842 |
| S2 |
0.7812 |
0.7812 |
0.7841 |
|
| S3 |
0.7771 |
0.7789 |
0.7838 |
|
| S4 |
0.7730 |
0.7748 |
0.7826 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8603 |
0.8480 |
0.8059 |
|
| R3 |
0.8397 |
0.8274 |
0.8003 |
|
| R2 |
0.8191 |
0.8191 |
0.7984 |
|
| R1 |
0.8068 |
0.8068 |
0.7965 |
0.8027 |
| PP |
0.7985 |
0.7985 |
0.7985 |
0.7964 |
| S1 |
0.7862 |
0.7862 |
0.7927 |
0.7821 |
| S2 |
0.7779 |
0.7779 |
0.7908 |
|
| S3 |
0.7573 |
0.7656 |
0.7889 |
|
| S4 |
0.7367 |
0.7450 |
0.7833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7958 |
0.7815 |
0.0143 |
1.8% |
0.0056 |
0.7% |
24% |
False |
False |
349 |
| 10 |
0.8107 |
0.7815 |
0.0292 |
3.7% |
0.0061 |
0.8% |
12% |
False |
False |
261 |
| 20 |
0.8216 |
0.7815 |
0.0401 |
5.1% |
0.0057 |
0.7% |
8% |
False |
False |
201 |
| 40 |
0.8364 |
0.7815 |
0.0549 |
7.0% |
0.0054 |
0.7% |
6% |
False |
False |
165 |
| 60 |
0.8364 |
0.7815 |
0.0549 |
7.0% |
0.0052 |
0.7% |
6% |
False |
False |
128 |
| 80 |
0.8364 |
0.7780 |
0.0584 |
7.4% |
0.0049 |
0.6% |
12% |
False |
False |
102 |
| 100 |
0.8364 |
0.7780 |
0.0584 |
7.4% |
0.0045 |
0.6% |
12% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8049 |
|
2.618 |
0.7982 |
|
1.618 |
0.7941 |
|
1.000 |
0.7916 |
|
0.618 |
0.7900 |
|
HIGH |
0.7875 |
|
0.618 |
0.7859 |
|
0.500 |
0.7855 |
|
0.382 |
0.7850 |
|
LOW |
0.7834 |
|
0.618 |
0.7809 |
|
1.000 |
0.7793 |
|
1.618 |
0.7768 |
|
2.618 |
0.7727 |
|
4.250 |
0.7660 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7855 |
0.7854 |
| PP |
0.7853 |
0.7852 |
| S1 |
0.7851 |
0.7851 |
|