CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7857 |
0.7868 |
0.0011 |
0.1% |
0.7952 |
High |
0.7885 |
0.7868 |
-0.0017 |
-0.2% |
0.7952 |
Low |
0.7828 |
0.7808 |
-0.0020 |
-0.3% |
0.7815 |
Close |
0.7866 |
0.7829 |
-0.0037 |
-0.5% |
0.7866 |
Range |
0.0057 |
0.0060 |
0.0003 |
5.3% |
0.0137 |
ATR |
0.0059 |
0.0059 |
0.0000 |
0.1% |
0.0000 |
Volume |
389 |
294 |
-95 |
-24.4% |
1,968 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8015 |
0.7982 |
0.7862 |
|
R3 |
0.7955 |
0.7922 |
0.7846 |
|
R2 |
0.7895 |
0.7895 |
0.7840 |
|
R1 |
0.7862 |
0.7862 |
0.7835 |
0.7849 |
PP |
0.7835 |
0.7835 |
0.7835 |
0.7828 |
S1 |
0.7802 |
0.7802 |
0.7824 |
0.7789 |
S2 |
0.7775 |
0.7775 |
0.7818 |
|
S3 |
0.7715 |
0.7742 |
0.7813 |
|
S4 |
0.7655 |
0.7682 |
0.7796 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8289 |
0.8214 |
0.7941 |
|
R3 |
0.8152 |
0.8077 |
0.7904 |
|
R2 |
0.8015 |
0.8015 |
0.7891 |
|
R1 |
0.7940 |
0.7940 |
0.7879 |
0.7909 |
PP |
0.7878 |
0.7878 |
0.7878 |
0.7862 |
S1 |
0.7803 |
0.7803 |
0.7853 |
0.7772 |
S2 |
0.7741 |
0.7741 |
0.7841 |
|
S3 |
0.7604 |
0.7666 |
0.7828 |
|
S4 |
0.7467 |
0.7529 |
0.7791 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7892 |
0.7808 |
0.0084 |
1.1% |
0.0054 |
0.7% |
25% |
False |
True |
355 |
10 |
0.8107 |
0.7808 |
0.0299 |
3.8% |
0.0063 |
0.8% |
7% |
False |
True |
312 |
20 |
0.8216 |
0.7808 |
0.0408 |
5.2% |
0.0058 |
0.7% |
5% |
False |
True |
196 |
40 |
0.8311 |
0.7808 |
0.0503 |
6.4% |
0.0055 |
0.7% |
4% |
False |
True |
180 |
60 |
0.8364 |
0.7808 |
0.0556 |
7.1% |
0.0051 |
0.6% |
4% |
False |
True |
139 |
80 |
0.8364 |
0.7808 |
0.0556 |
7.1% |
0.0047 |
0.6% |
4% |
False |
True |
110 |
100 |
0.8364 |
0.7780 |
0.0584 |
7.5% |
0.0046 |
0.6% |
8% |
False |
False |
97 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8123 |
2.618 |
0.8025 |
1.618 |
0.7965 |
1.000 |
0.7928 |
0.618 |
0.7905 |
HIGH |
0.7868 |
0.618 |
0.7845 |
0.500 |
0.7838 |
0.382 |
0.7831 |
LOW |
0.7808 |
0.618 |
0.7771 |
1.000 |
0.7748 |
1.618 |
0.7711 |
2.618 |
0.7651 |
4.250 |
0.7553 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7838 |
0.7847 |
PP |
0.7835 |
0.7841 |
S1 |
0.7832 |
0.7835 |
|