CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7653 |
0.7628 |
-0.0025 |
-0.3% |
0.7614 |
| High |
0.7675 |
0.7652 |
-0.0023 |
-0.3% |
0.7710 |
| Low |
0.7634 |
0.7601 |
-0.0033 |
-0.4% |
0.7585 |
| Close |
0.7641 |
0.7637 |
-0.0004 |
-0.1% |
0.7641 |
| Range |
0.0041 |
0.0051 |
0.0010 |
24.4% |
0.0125 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
624 |
326 |
-298 |
-47.8% |
2,444 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7783 |
0.7761 |
0.7665 |
|
| R3 |
0.7732 |
0.7710 |
0.7651 |
|
| R2 |
0.7681 |
0.7681 |
0.7646 |
|
| R1 |
0.7659 |
0.7659 |
0.7642 |
0.7670 |
| PP |
0.7630 |
0.7630 |
0.7630 |
0.7636 |
| S1 |
0.7608 |
0.7608 |
0.7632 |
0.7619 |
| S2 |
0.7579 |
0.7579 |
0.7628 |
|
| S3 |
0.7528 |
0.7557 |
0.7623 |
|
| S4 |
0.7477 |
0.7506 |
0.7609 |
|
|
| 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 |
0.7600 |
0.0110 |
1.4% |
0.0072 |
0.9% |
34% |
False |
False |
456 |
| 10 |
0.7710 |
0.7566 |
0.0144 |
1.9% |
0.0069 |
0.9% |
49% |
False |
False |
452 |
| 20 |
0.7768 |
0.7566 |
0.0202 |
2.6% |
0.0062 |
0.8% |
35% |
False |
False |
392 |
| 40 |
0.8165 |
0.7566 |
0.0599 |
7.8% |
0.0061 |
0.8% |
12% |
False |
False |
347 |
| 60 |
0.8216 |
0.7566 |
0.0650 |
8.5% |
0.0059 |
0.8% |
11% |
False |
False |
292 |
| 80 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0054 |
0.7% |
9% |
False |
False |
231 |
| 100 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0051 |
0.7% |
9% |
False |
False |
192 |
| 120 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0049 |
0.6% |
9% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7869 |
|
2.618 |
0.7786 |
|
1.618 |
0.7735 |
|
1.000 |
0.7703 |
|
0.618 |
0.7684 |
|
HIGH |
0.7652 |
|
0.618 |
0.7633 |
|
0.500 |
0.7627 |
|
0.382 |
0.7620 |
|
LOW |
0.7601 |
|
0.618 |
0.7569 |
|
1.000 |
0.7550 |
|
1.618 |
0.7518 |
|
2.618 |
0.7467 |
|
4.250 |
0.7384 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7656 |
| PP |
0.7630 |
0.7649 |
| S1 |
0.7627 |
0.7643 |
|