CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7687 |
0.7717 |
0.0030 |
0.4% |
0.7868 |
| High |
0.7730 |
0.7719 |
-0.0011 |
-0.1% |
0.7868 |
| Low |
0.7683 |
0.7656 |
-0.0027 |
-0.4% |
0.7685 |
| Close |
0.7709 |
0.7669 |
-0.0040 |
-0.5% |
0.7691 |
| Range |
0.0047 |
0.0063 |
0.0016 |
34.0% |
0.0183 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.8% |
0.0000 |
| Volume |
211 |
447 |
236 |
111.8% |
2,623 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7870 |
0.7833 |
0.7704 |
|
| R3 |
0.7807 |
0.7770 |
0.7686 |
|
| R2 |
0.7744 |
0.7744 |
0.7681 |
|
| R1 |
0.7707 |
0.7707 |
0.7675 |
0.7694 |
| PP |
0.7681 |
0.7681 |
0.7681 |
0.7675 |
| S1 |
0.7644 |
0.7644 |
0.7663 |
0.7631 |
| S2 |
0.7618 |
0.7618 |
0.7657 |
|
| S3 |
0.7555 |
0.7581 |
0.7652 |
|
| S4 |
0.7492 |
0.7518 |
0.7634 |
|
|
| 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 |
0.7739 |
0.7656 |
0.0083 |
1.1% |
0.0041 |
0.5% |
16% |
False |
True |
536 |
| 10 |
0.7885 |
0.7656 |
0.0229 |
3.0% |
0.0054 |
0.7% |
6% |
False |
True |
424 |
| 20 |
0.8125 |
0.7656 |
0.0469 |
6.1% |
0.0060 |
0.8% |
3% |
False |
True |
329 |
| 40 |
0.8216 |
0.7656 |
0.0560 |
7.3% |
0.0056 |
0.7% |
2% |
False |
True |
256 |
| 60 |
0.8364 |
0.7656 |
0.0708 |
9.2% |
0.0052 |
0.7% |
2% |
False |
True |
181 |
| 80 |
0.8364 |
0.7656 |
0.0708 |
9.2% |
0.0049 |
0.6% |
2% |
False |
True |
148 |
| 100 |
0.8364 |
0.7656 |
0.0708 |
9.2% |
0.0047 |
0.6% |
2% |
False |
True |
127 |
| 120 |
0.8364 |
0.7656 |
0.0708 |
9.2% |
0.0045 |
0.6% |
2% |
False |
True |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7987 |
|
2.618 |
0.7884 |
|
1.618 |
0.7821 |
|
1.000 |
0.7782 |
|
0.618 |
0.7758 |
|
HIGH |
0.7719 |
|
0.618 |
0.7695 |
|
0.500 |
0.7688 |
|
0.382 |
0.7680 |
|
LOW |
0.7656 |
|
0.618 |
0.7617 |
|
1.000 |
0.7593 |
|
1.618 |
0.7554 |
|
2.618 |
0.7491 |
|
4.250 |
0.7388 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7688 |
0.7693 |
| PP |
0.7681 |
0.7685 |
| S1 |
0.7675 |
0.7677 |
|