CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7575 |
0.7595 |
0.0020 |
0.3% |
0.7667 |
| High |
0.7615 |
0.7625 |
0.0010 |
0.1% |
0.7768 |
| Low |
0.7566 |
0.7575 |
0.0009 |
0.1% |
0.7632 |
| Close |
0.7577 |
0.7618 |
0.0041 |
0.5% |
0.7633 |
| Range |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0136 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
154 |
1,052 |
898 |
583.1% |
1,913 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7756 |
0.7737 |
0.7646 |
|
| R3 |
0.7706 |
0.7687 |
0.7632 |
|
| R2 |
0.7656 |
0.7656 |
0.7627 |
|
| R1 |
0.7637 |
0.7637 |
0.7623 |
0.7647 |
| PP |
0.7606 |
0.7606 |
0.7606 |
0.7611 |
| S1 |
0.7587 |
0.7587 |
0.7613 |
0.7597 |
| S2 |
0.7556 |
0.7556 |
0.7609 |
|
| S3 |
0.7506 |
0.7537 |
0.7604 |
|
| S4 |
0.7456 |
0.7487 |
0.7591 |
|
|
| 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 |
0.7719 |
0.7566 |
0.0153 |
2.0% |
0.0057 |
0.7% |
34% |
False |
False |
393 |
| 10 |
0.7768 |
0.7566 |
0.0202 |
2.7% |
0.0055 |
0.7% |
26% |
False |
False |
402 |
| 20 |
0.7885 |
0.7566 |
0.0319 |
4.2% |
0.0055 |
0.7% |
16% |
False |
False |
408 |
| 40 |
0.8216 |
0.7566 |
0.0650 |
8.5% |
0.0056 |
0.7% |
8% |
False |
False |
305 |
| 60 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0054 |
0.7% |
7% |
False |
False |
246 |
| 80 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0052 |
0.7% |
7% |
False |
False |
198 |
| 100 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0050 |
0.7% |
7% |
False |
False |
163 |
| 120 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0047 |
0.6% |
7% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7838 |
|
2.618 |
0.7756 |
|
1.618 |
0.7706 |
|
1.000 |
0.7675 |
|
0.618 |
0.7656 |
|
HIGH |
0.7625 |
|
0.618 |
0.7606 |
|
0.500 |
0.7600 |
|
0.382 |
0.7594 |
|
LOW |
0.7575 |
|
0.618 |
0.7544 |
|
1.000 |
0.7525 |
|
1.618 |
0.7494 |
|
2.618 |
0.7444 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7612 |
0.7611 |
| PP |
0.7606 |
0.7603 |
| S1 |
0.7600 |
0.7596 |
|