CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7840 |
0.7739 |
-0.0101 |
-1.3% |
0.7952 |
| High |
0.7842 |
0.7739 |
-0.0103 |
-1.3% |
0.7952 |
| Low |
0.7710 |
0.7703 |
-0.0007 |
-0.1% |
0.7815 |
| Close |
0.7725 |
0.7703 |
-0.0022 |
-0.3% |
0.7866 |
| Range |
0.0132 |
0.0036 |
-0.0096 |
-72.7% |
0.0137 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
281 |
1,402 |
1,121 |
398.9% |
1,968 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7823 |
0.7799 |
0.7723 |
|
| R3 |
0.7787 |
0.7763 |
0.7713 |
|
| R2 |
0.7751 |
0.7751 |
0.7710 |
|
| R1 |
0.7727 |
0.7727 |
0.7706 |
0.7721 |
| PP |
0.7715 |
0.7715 |
0.7715 |
0.7712 |
| S1 |
0.7691 |
0.7691 |
0.7700 |
0.7685 |
| S2 |
0.7679 |
0.7679 |
0.7696 |
|
| S3 |
0.7643 |
0.7655 |
0.7693 |
|
| S4 |
0.7607 |
0.7619 |
0.7683 |
|
|
| 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 |
0.7703 |
0.0182 |
2.4% |
0.0067 |
0.9% |
0% |
False |
True |
529 |
| 10 |
0.7958 |
0.7703 |
0.0255 |
3.3% |
0.0062 |
0.8% |
0% |
False |
True |
439 |
| 20 |
0.8216 |
0.7703 |
0.0513 |
6.7% |
0.0063 |
0.8% |
0% |
False |
True |
282 |
| 40 |
0.8216 |
0.7703 |
0.0513 |
6.7% |
0.0057 |
0.7% |
0% |
False |
True |
227 |
| 60 |
0.8364 |
0.7703 |
0.0661 |
8.6% |
0.0051 |
0.7% |
0% |
False |
True |
170 |
| 80 |
0.8364 |
0.7703 |
0.0661 |
8.6% |
0.0048 |
0.6% |
0% |
False |
True |
134 |
| 100 |
0.8364 |
0.7703 |
0.0661 |
8.6% |
0.0046 |
0.6% |
0% |
False |
True |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7892 |
|
2.618 |
0.7833 |
|
1.618 |
0.7797 |
|
1.000 |
0.7775 |
|
0.618 |
0.7761 |
|
HIGH |
0.7739 |
|
0.618 |
0.7725 |
|
0.500 |
0.7721 |
|
0.382 |
0.7717 |
|
LOW |
0.7703 |
|
0.618 |
0.7681 |
|
1.000 |
0.7667 |
|
1.618 |
0.7645 |
|
2.618 |
0.7609 |
|
4.250 |
0.7550 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7721 |
0.7777 |
| PP |
0.7715 |
0.7752 |
| S1 |
0.7709 |
0.7728 |
|