CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7666 |
0.7672 |
0.0006 |
0.1% |
0.7707 |
| High |
0.7701 |
0.7672 |
-0.0029 |
-0.4% |
0.7730 |
| Low |
0.7661 |
0.7630 |
-0.0031 |
-0.4% |
0.7630 |
| Close |
0.7664 |
0.7647 |
-0.0017 |
-0.2% |
0.7647 |
| Range |
0.0040 |
0.0042 |
0.0002 |
5.0% |
0.0100 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
215 |
325 |
110 |
51.2% |
1,455 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7776 |
0.7753 |
0.7670 |
|
| R3 |
0.7734 |
0.7711 |
0.7659 |
|
| R2 |
0.7692 |
0.7692 |
0.7655 |
|
| R1 |
0.7669 |
0.7669 |
0.7651 |
0.7660 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7645 |
| S1 |
0.7627 |
0.7627 |
0.7643 |
0.7618 |
| S2 |
0.7608 |
0.7608 |
0.7639 |
|
| S3 |
0.7566 |
0.7585 |
0.7635 |
|
| S4 |
0.7524 |
0.7543 |
0.7624 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7969 |
0.7908 |
0.7702 |
|
| R3 |
0.7869 |
0.7808 |
0.7675 |
|
| R2 |
0.7769 |
0.7769 |
0.7665 |
|
| R1 |
0.7708 |
0.7708 |
0.7656 |
0.7689 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7659 |
| S1 |
0.7608 |
0.7608 |
0.7638 |
0.7589 |
| S2 |
0.7569 |
0.7569 |
0.7629 |
|
| S3 |
0.7469 |
0.7508 |
0.7620 |
|
| S4 |
0.7369 |
0.7408 |
0.7592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7730 |
0.7630 |
0.0100 |
1.3% |
0.0045 |
0.6% |
17% |
False |
True |
291 |
| 10 |
0.7868 |
0.7630 |
0.0238 |
3.1% |
0.0053 |
0.7% |
7% |
False |
True |
407 |
| 20 |
0.8107 |
0.7630 |
0.0477 |
6.2% |
0.0057 |
0.7% |
4% |
False |
True |
348 |
| 40 |
0.8216 |
0.7630 |
0.0586 |
7.7% |
0.0056 |
0.7% |
3% |
False |
True |
247 |
| 60 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0052 |
0.7% |
2% |
False |
True |
189 |
| 80 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0049 |
0.6% |
2% |
False |
True |
154 |
| 100 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0048 |
0.6% |
2% |
False |
True |
132 |
| 120 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0044 |
0.6% |
2% |
False |
True |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7851 |
|
2.618 |
0.7782 |
|
1.618 |
0.7740 |
|
1.000 |
0.7714 |
|
0.618 |
0.7698 |
|
HIGH |
0.7672 |
|
0.618 |
0.7656 |
|
0.500 |
0.7651 |
|
0.382 |
0.7646 |
|
LOW |
0.7630 |
|
0.618 |
0.7604 |
|
1.000 |
0.7588 |
|
1.618 |
0.7562 |
|
2.618 |
0.7520 |
|
4.250 |
0.7452 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7651 |
0.7675 |
| PP |
0.7650 |
0.7665 |
| S1 |
0.7648 |
0.7656 |
|