CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 14-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7868 |
0.7836 |
-0.0032 |
-0.4% |
0.7952 |
High |
0.7868 |
0.7850 |
-0.0018 |
-0.2% |
0.7952 |
Low |
0.7808 |
0.7800 |
-0.0008 |
-0.1% |
0.7815 |
Close |
0.7829 |
0.7833 |
0.0004 |
0.1% |
0.7866 |
Range |
0.0060 |
0.0050 |
-0.0010 |
-16.7% |
0.0137 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
294 |
281 |
-13 |
-4.4% |
1,968 |
|
Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7978 |
0.7955 |
0.7861 |
|
R3 |
0.7928 |
0.7905 |
0.7847 |
|
R2 |
0.7878 |
0.7878 |
0.7842 |
|
R1 |
0.7855 |
0.7855 |
0.7838 |
0.7842 |
PP |
0.7828 |
0.7828 |
0.7828 |
0.7821 |
S1 |
0.7805 |
0.7805 |
0.7828 |
0.7792 |
S2 |
0.7778 |
0.7778 |
0.7824 |
|
S3 |
0.7728 |
0.7755 |
0.7819 |
|
S4 |
0.7678 |
0.7705 |
0.7806 |
|
|
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 |
0.7885 |
0.7800 |
0.0085 |
1.1% |
0.0049 |
0.6% |
39% |
False |
True |
338 |
10 |
0.8072 |
0.7800 |
0.0272 |
3.5% |
0.0060 |
0.8% |
12% |
False |
True |
326 |
20 |
0.8216 |
0.7800 |
0.0416 |
5.3% |
0.0059 |
0.8% |
8% |
False |
True |
201 |
40 |
0.8269 |
0.7800 |
0.0469 |
6.0% |
0.0056 |
0.7% |
7% |
False |
True |
187 |
60 |
0.8364 |
0.7800 |
0.0564 |
7.2% |
0.0050 |
0.6% |
6% |
False |
True |
143 |
80 |
0.8364 |
0.7800 |
0.0564 |
7.2% |
0.0047 |
0.6% |
6% |
False |
True |
114 |
100 |
0.8364 |
0.7780 |
0.0584 |
7.5% |
0.0046 |
0.6% |
9% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8063 |
2.618 |
0.7981 |
1.618 |
0.7931 |
1.000 |
0.7900 |
0.618 |
0.7881 |
HIGH |
0.7850 |
0.618 |
0.7831 |
0.500 |
0.7825 |
0.382 |
0.7819 |
LOW |
0.7800 |
0.618 |
0.7769 |
1.000 |
0.7750 |
1.618 |
0.7719 |
2.618 |
0.7669 |
4.250 |
0.7588 |
|
|
Fisher Pivots for day following 14-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7830 |
0.7843 |
PP |
0.7828 |
0.7839 |
S1 |
0.7825 |
0.7836 |
|