CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7699 |
0.7653 |
-0.0046 |
-0.6% |
0.7614 |
High |
0.7710 |
0.7675 |
-0.0035 |
-0.5% |
0.7710 |
Low |
0.7638 |
0.7634 |
-0.0004 |
-0.1% |
0.7585 |
Close |
0.7647 |
0.7641 |
-0.0006 |
-0.1% |
0.7641 |
Range |
0.0072 |
0.0041 |
-0.0031 |
-43.1% |
0.0125 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
665 |
624 |
-41 |
-6.2% |
2,444 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7773 |
0.7748 |
0.7664 |
|
R3 |
0.7732 |
0.7707 |
0.7652 |
|
R2 |
0.7691 |
0.7691 |
0.7649 |
|
R1 |
0.7666 |
0.7666 |
0.7645 |
0.7658 |
PP |
0.7650 |
0.7650 |
0.7650 |
0.7646 |
S1 |
0.7625 |
0.7625 |
0.7637 |
0.7617 |
S2 |
0.7609 |
0.7609 |
0.7633 |
|
S3 |
0.7568 |
0.7584 |
0.7630 |
|
S4 |
0.7527 |
0.7543 |
0.7618 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8020 |
0.7956 |
0.7710 |
|
R3 |
0.7895 |
0.7831 |
0.7675 |
|
R2 |
0.7770 |
0.7770 |
0.7664 |
|
R1 |
0.7706 |
0.7706 |
0.7652 |
0.7738 |
PP |
0.7645 |
0.7645 |
0.7645 |
0.7662 |
S1 |
0.7581 |
0.7581 |
0.7630 |
0.7613 |
S2 |
0.7520 |
0.7520 |
0.7618 |
|
S3 |
0.7395 |
0.7456 |
0.7607 |
|
S4 |
0.7270 |
0.7331 |
0.7572 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7710 |
0.7585 |
0.0125 |
1.6% |
0.0083 |
1.1% |
45% |
False |
False |
488 |
10 |
0.7710 |
0.7566 |
0.0144 |
1.9% |
0.0069 |
0.9% |
52% |
False |
False |
441 |
20 |
0.7768 |
0.7566 |
0.0202 |
2.6% |
0.0061 |
0.8% |
37% |
False |
False |
389 |
40 |
0.8178 |
0.7566 |
0.0612 |
8.0% |
0.0061 |
0.8% |
12% |
False |
False |
343 |
60 |
0.8216 |
0.7566 |
0.0650 |
8.5% |
0.0059 |
0.8% |
12% |
False |
False |
286 |
80 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0054 |
0.7% |
9% |
False |
False |
229 |
100 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0051 |
0.7% |
9% |
False |
False |
189 |
120 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0049 |
0.6% |
9% |
False |
False |
163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7849 |
2.618 |
0.7782 |
1.618 |
0.7741 |
1.000 |
0.7716 |
0.618 |
0.7700 |
HIGH |
0.7675 |
0.618 |
0.7659 |
0.500 |
0.7655 |
0.382 |
0.7650 |
LOW |
0.7634 |
0.618 |
0.7609 |
1.000 |
0.7593 |
1.618 |
0.7568 |
2.618 |
0.7527 |
4.250 |
0.7460 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7655 |
0.7655 |
PP |
0.7650 |
0.7650 |
S1 |
0.7646 |
0.7646 |
|