CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7732 |
0.7712 |
-0.0020 |
-0.3% |
0.7707 |
High |
0.7768 |
0.7715 |
-0.0053 |
-0.7% |
0.7730 |
Low |
0.7709 |
0.7660 |
-0.0049 |
-0.6% |
0.7630 |
Close |
0.7724 |
0.7684 |
-0.0040 |
-0.5% |
0.7647 |
Range |
0.0059 |
0.0055 |
-0.0004 |
-6.8% |
0.0100 |
ATR |
0.0056 |
0.0057 |
0.0001 |
1.0% |
0.0000 |
Volume |
443 |
322 |
-121 |
-27.3% |
1,455 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7851 |
0.7823 |
0.7714 |
|
R3 |
0.7796 |
0.7768 |
0.7699 |
|
R2 |
0.7741 |
0.7741 |
0.7694 |
|
R1 |
0.7713 |
0.7713 |
0.7689 |
0.7700 |
PP |
0.7686 |
0.7686 |
0.7686 |
0.7680 |
S1 |
0.7658 |
0.7658 |
0.7679 |
0.7645 |
S2 |
0.7631 |
0.7631 |
0.7674 |
|
S3 |
0.7576 |
0.7603 |
0.7669 |
|
S4 |
0.7521 |
0.7548 |
0.7654 |
|
|
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 |
0.7768 |
0.7630 |
0.0138 |
1.8% |
0.0054 |
0.7% |
39% |
False |
False |
412 |
10 |
0.7768 |
0.7630 |
0.0138 |
1.8% |
0.0048 |
0.6% |
39% |
False |
False |
355 |
20 |
0.7958 |
0.7630 |
0.0328 |
4.3% |
0.0055 |
0.7% |
16% |
False |
False |
397 |
40 |
0.8216 |
0.7630 |
0.0586 |
7.6% |
0.0054 |
0.7% |
9% |
False |
False |
267 |
60 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0053 |
0.7% |
7% |
False |
False |
217 |
80 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0050 |
0.7% |
7% |
False |
False |
174 |
100 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0049 |
0.6% |
7% |
False |
False |
147 |
120 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0045 |
0.6% |
7% |
False |
False |
131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7949 |
2.618 |
0.7859 |
1.618 |
0.7804 |
1.000 |
0.7770 |
0.618 |
0.7749 |
HIGH |
0.7715 |
0.618 |
0.7694 |
0.500 |
0.7688 |
0.382 |
0.7681 |
LOW |
0.7660 |
0.618 |
0.7626 |
1.000 |
0.7605 |
1.618 |
0.7571 |
2.618 |
0.7516 |
4.250 |
0.7426 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7688 |
0.7714 |
PP |
0.7686 |
0.7704 |
S1 |
0.7685 |
0.7694 |
|