CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 15-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7836 |
0.7840 |
0.0004 |
0.1% |
0.7952 |
High |
0.7850 |
0.7842 |
-0.0008 |
-0.1% |
0.7952 |
Low |
0.7800 |
0.7710 |
-0.0090 |
-1.2% |
0.7815 |
Close |
0.7833 |
0.7725 |
-0.0108 |
-1.4% |
0.7866 |
Range |
0.0050 |
0.0132 |
0.0082 |
164.0% |
0.0137 |
ATR |
0.0058 |
0.0064 |
0.0005 |
9.0% |
0.0000 |
Volume |
281 |
281 |
0 |
0.0% |
1,968 |
|
Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8155 |
0.8072 |
0.7798 |
|
R3 |
0.8023 |
0.7940 |
0.7761 |
|
R2 |
0.7891 |
0.7891 |
0.7749 |
|
R1 |
0.7808 |
0.7808 |
0.7737 |
0.7784 |
PP |
0.7759 |
0.7759 |
0.7759 |
0.7747 |
S1 |
0.7676 |
0.7676 |
0.7713 |
0.7652 |
S2 |
0.7627 |
0.7627 |
0.7701 |
|
S3 |
0.7495 |
0.7544 |
0.7689 |
|
S4 |
0.7363 |
0.7412 |
0.7652 |
|
|
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 |
0.7710 |
0.0175 |
2.3% |
0.0068 |
0.9% |
9% |
False |
True |
313 |
10 |
0.7993 |
0.7710 |
0.0283 |
3.7% |
0.0065 |
0.8% |
5% |
False |
True |
331 |
20 |
0.8216 |
0.7710 |
0.0506 |
6.6% |
0.0064 |
0.8% |
3% |
False |
True |
214 |
40 |
0.8216 |
0.7710 |
0.0506 |
6.6% |
0.0057 |
0.7% |
3% |
False |
True |
192 |
60 |
0.8364 |
0.7710 |
0.0654 |
8.5% |
0.0051 |
0.7% |
2% |
False |
True |
147 |
80 |
0.8364 |
0.7710 |
0.0654 |
8.5% |
0.0048 |
0.6% |
2% |
False |
True |
117 |
100 |
0.8364 |
0.7710 |
0.0654 |
8.5% |
0.0047 |
0.6% |
2% |
False |
True |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8403 |
2.618 |
0.8188 |
1.618 |
0.8056 |
1.000 |
0.7974 |
0.618 |
0.7924 |
HIGH |
0.7842 |
0.618 |
0.7792 |
0.500 |
0.7776 |
0.382 |
0.7760 |
LOW |
0.7710 |
0.618 |
0.7628 |
1.000 |
0.7578 |
1.618 |
0.7496 |
2.618 |
0.7364 |
4.250 |
0.7149 |
|
|
Fisher Pivots for day following 15-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7776 |
0.7789 |
PP |
0.7759 |
0.7768 |
S1 |
0.7742 |
0.7746 |
|