CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7654 |
0.7620 |
-0.0034 |
-0.4% |
0.7614 |
| High |
0.7672 |
0.7653 |
-0.0019 |
-0.2% |
0.7710 |
| Low |
0.7586 |
0.7589 |
0.0003 |
0.0% |
0.7585 |
| Close |
0.7634 |
0.7634 |
0.0000 |
0.0% |
0.7641 |
| Range |
0.0086 |
0.0064 |
-0.0022 |
-25.6% |
0.0125 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
639 |
1,372 |
733 |
114.7% |
2,444 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7817 |
0.7790 |
0.7669 |
|
| R3 |
0.7753 |
0.7726 |
0.7652 |
|
| R2 |
0.7689 |
0.7689 |
0.7646 |
|
| R1 |
0.7662 |
0.7662 |
0.7640 |
0.7676 |
| PP |
0.7625 |
0.7625 |
0.7625 |
0.7632 |
| S1 |
0.7598 |
0.7598 |
0.7628 |
0.7612 |
| S2 |
0.7561 |
0.7561 |
0.7622 |
|
| S3 |
0.7497 |
0.7534 |
0.7616 |
|
| S4 |
0.7433 |
0.7470 |
0.7599 |
|
|
| 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 |
0.7675 |
0.7586 |
0.0089 |
1.2% |
0.0058 |
0.8% |
54% |
False |
False |
646 |
| 10 |
0.7710 |
0.7583 |
0.0127 |
1.7% |
0.0074 |
1.0% |
40% |
False |
False |
523 |
| 20 |
0.7768 |
0.7566 |
0.0202 |
2.6% |
0.0065 |
0.8% |
34% |
False |
False |
462 |
| 40 |
0.8107 |
0.7566 |
0.0541 |
7.1% |
0.0061 |
0.8% |
13% |
False |
False |
400 |
| 60 |
0.8216 |
0.7566 |
0.0650 |
8.5% |
0.0059 |
0.8% |
10% |
False |
False |
318 |
| 80 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0055 |
0.7% |
9% |
False |
False |
254 |
| 100 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0052 |
0.7% |
9% |
False |
False |
213 |
| 120 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0050 |
0.7% |
9% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7925 |
|
2.618 |
0.7821 |
|
1.618 |
0.7757 |
|
1.000 |
0.7717 |
|
0.618 |
0.7693 |
|
HIGH |
0.7653 |
|
0.618 |
0.7629 |
|
0.500 |
0.7621 |
|
0.382 |
0.7613 |
|
LOW |
0.7589 |
|
0.618 |
0.7549 |
|
1.000 |
0.7525 |
|
1.618 |
0.7485 |
|
2.618 |
0.7421 |
|
4.250 |
0.7317 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7630 |
0.7632 |
| PP |
0.7625 |
0.7631 |
| S1 |
0.7621 |
0.7629 |
|