CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7739 |
0.7704 |
-0.0035 |
-0.5% |
0.7868 |
| High |
0.7739 |
0.7710 |
-0.0029 |
-0.4% |
0.7868 |
| Low |
0.7703 |
0.7685 |
-0.0018 |
-0.2% |
0.7685 |
| Close |
0.7703 |
0.7691 |
-0.0012 |
-0.2% |
0.7691 |
| Range |
0.0036 |
0.0025 |
-0.0011 |
-30.6% |
0.0183 |
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
1,402 |
365 |
-1,037 |
-74.0% |
2,623 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7756 |
0.7705 |
|
| R3 |
0.7745 |
0.7731 |
0.7698 |
|
| R2 |
0.7720 |
0.7720 |
0.7696 |
|
| R1 |
0.7706 |
0.7706 |
0.7693 |
0.7701 |
| PP |
0.7695 |
0.7695 |
0.7695 |
0.7693 |
| S1 |
0.7681 |
0.7681 |
0.7689 |
0.7676 |
| S2 |
0.7670 |
0.7670 |
0.7686 |
|
| S3 |
0.7645 |
0.7656 |
0.7684 |
|
| S4 |
0.7620 |
0.7631 |
0.7677 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8297 |
0.8177 |
0.7792 |
|
| R3 |
0.8114 |
0.7994 |
0.7741 |
|
| R2 |
0.7931 |
0.7931 |
0.7725 |
|
| R1 |
0.7811 |
0.7811 |
0.7708 |
0.7780 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7732 |
| S1 |
0.7628 |
0.7628 |
0.7674 |
0.7597 |
| S2 |
0.7565 |
0.7565 |
0.7657 |
|
| S3 |
0.7382 |
0.7445 |
0.7641 |
|
| S4 |
0.7199 |
0.7262 |
0.7590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7868 |
0.7685 |
0.0183 |
2.4% |
0.0061 |
0.8% |
3% |
False |
True |
524 |
| 10 |
0.7952 |
0.7685 |
0.0267 |
3.5% |
0.0058 |
0.8% |
2% |
False |
True |
459 |
| 20 |
0.8178 |
0.7685 |
0.0493 |
6.4% |
0.0061 |
0.8% |
1% |
False |
True |
298 |
| 40 |
0.8216 |
0.7685 |
0.0531 |
6.9% |
0.0057 |
0.7% |
1% |
False |
True |
235 |
| 60 |
0.8364 |
0.7685 |
0.0679 |
8.8% |
0.0052 |
0.7% |
1% |
False |
True |
175 |
| 80 |
0.8364 |
0.7685 |
0.0679 |
8.8% |
0.0049 |
0.6% |
1% |
False |
True |
139 |
| 100 |
0.8364 |
0.7685 |
0.0679 |
8.8% |
0.0046 |
0.6% |
1% |
False |
True |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7775 |
|
1.618 |
0.7750 |
|
1.000 |
0.7735 |
|
0.618 |
0.7725 |
|
HIGH |
0.7710 |
|
0.618 |
0.7700 |
|
0.500 |
0.7698 |
|
0.382 |
0.7695 |
|
LOW |
0.7685 |
|
0.618 |
0.7670 |
|
1.000 |
0.7660 |
|
1.618 |
0.7645 |
|
2.618 |
0.7620 |
|
4.250 |
0.7579 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7698 |
0.7764 |
| PP |
0.7695 |
0.7739 |
| S1 |
0.7693 |
0.7715 |
|