CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7597 |
-0.0042 |
-0.5% |
0.7667 |
| High |
0.7639 |
0.7621 |
-0.0018 |
-0.2% |
0.7768 |
| Low |
0.7587 |
0.7575 |
-0.0012 |
-0.2% |
0.7632 |
| Close |
0.7600 |
0.7580 |
-0.0020 |
-0.3% |
0.7633 |
| Range |
0.0052 |
0.0046 |
-0.0006 |
-11.5% |
0.0136 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
218 |
366 |
148 |
67.9% |
1,913 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7730 |
0.7701 |
0.7605 |
|
| R3 |
0.7684 |
0.7655 |
0.7593 |
|
| R2 |
0.7638 |
0.7638 |
0.7588 |
|
| R1 |
0.7609 |
0.7609 |
0.7584 |
0.7601 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7588 |
| S1 |
0.7563 |
0.7563 |
0.7576 |
0.7555 |
| S2 |
0.7546 |
0.7546 |
0.7572 |
|
| S3 |
0.7500 |
0.7517 |
0.7567 |
|
| S4 |
0.7454 |
0.7471 |
0.7555 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8086 |
0.7995 |
0.7708 |
|
| R3 |
0.7950 |
0.7859 |
0.7670 |
|
| R2 |
0.7814 |
0.7814 |
0.7658 |
|
| R1 |
0.7723 |
0.7723 |
0.7645 |
0.7701 |
| PP |
0.7678 |
0.7678 |
0.7678 |
0.7666 |
| S1 |
0.7587 |
0.7587 |
0.7621 |
0.7565 |
| S2 |
0.7542 |
0.7542 |
0.7608 |
|
| S3 |
0.7406 |
0.7451 |
0.7596 |
|
| S4 |
0.7270 |
0.7315 |
0.7558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7768 |
0.7575 |
0.0193 |
2.5% |
0.0060 |
0.8% |
3% |
False |
True |
305 |
| 10 |
0.7768 |
0.7575 |
0.0193 |
2.5% |
0.0056 |
0.7% |
3% |
False |
True |
348 |
| 20 |
0.7885 |
0.7575 |
0.0310 |
4.1% |
0.0054 |
0.7% |
2% |
False |
True |
384 |
| 40 |
0.8216 |
0.7575 |
0.0641 |
8.5% |
0.0056 |
0.7% |
1% |
False |
True |
280 |
| 60 |
0.8364 |
0.7575 |
0.0789 |
10.4% |
0.0054 |
0.7% |
1% |
False |
True |
227 |
| 80 |
0.8364 |
0.7575 |
0.0789 |
10.4% |
0.0051 |
0.7% |
1% |
False |
True |
183 |
| 100 |
0.8364 |
0.7575 |
0.0789 |
10.4% |
0.0050 |
0.7% |
1% |
False |
True |
153 |
| 120 |
0.8364 |
0.7575 |
0.0789 |
10.4% |
0.0046 |
0.6% |
1% |
False |
True |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7817 |
|
2.618 |
0.7741 |
|
1.618 |
0.7695 |
|
1.000 |
0.7667 |
|
0.618 |
0.7649 |
|
HIGH |
0.7621 |
|
0.618 |
0.7603 |
|
0.500 |
0.7598 |
|
0.382 |
0.7593 |
|
LOW |
0.7575 |
|
0.618 |
0.7547 |
|
1.000 |
0.7529 |
|
1.618 |
0.7501 |
|
2.618 |
0.7455 |
|
4.250 |
0.7380 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7598 |
0.7647 |
| PP |
0.7592 |
0.7625 |
| S1 |
0.7586 |
0.7602 |
|