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 |
|