CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7547 |
0.7538 |
-0.0009 |
-0.1% |
0.7583 |
High |
0.7573 |
0.7611 |
0.0038 |
0.5% |
0.7648 |
Low |
0.7504 |
0.7523 |
0.0019 |
0.3% |
0.7487 |
Close |
0.7528 |
0.7576 |
0.0048 |
0.6% |
0.7566 |
Range |
0.0069 |
0.0088 |
0.0019 |
27.5% |
0.0161 |
ATR |
0.0076 |
0.0077 |
0.0001 |
1.2% |
0.0000 |
Volume |
5,744 |
5,721 |
-23 |
-0.4% |
9,836 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7834 |
0.7793 |
0.7624 |
|
R3 |
0.7746 |
0.7705 |
0.7600 |
|
R2 |
0.7658 |
0.7658 |
0.7592 |
|
R1 |
0.7617 |
0.7617 |
0.7584 |
0.7638 |
PP |
0.7570 |
0.7570 |
0.7570 |
0.7580 |
S1 |
0.7529 |
0.7529 |
0.7568 |
0.7550 |
S2 |
0.7482 |
0.7482 |
0.7560 |
|
S3 |
0.7394 |
0.7441 |
0.7552 |
|
S4 |
0.7306 |
0.7353 |
0.7528 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8050 |
0.7969 |
0.7655 |
|
R3 |
0.7889 |
0.7808 |
0.7610 |
|
R2 |
0.7728 |
0.7728 |
0.7596 |
|
R1 |
0.7647 |
0.7647 |
0.7581 |
0.7607 |
PP |
0.7567 |
0.7567 |
0.7567 |
0.7547 |
S1 |
0.7486 |
0.7486 |
0.7551 |
0.7446 |
S2 |
0.7406 |
0.7406 |
0.7536 |
|
S3 |
0.7245 |
0.7325 |
0.7522 |
|
S4 |
0.7084 |
0.7164 |
0.7477 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7624 |
0.7502 |
0.0122 |
1.6% |
0.0087 |
1.1% |
61% |
False |
False |
3,293 |
10 |
0.7651 |
0.7487 |
0.0164 |
2.2% |
0.0086 |
1.1% |
54% |
False |
False |
2,610 |
20 |
0.7710 |
0.7487 |
0.0223 |
2.9% |
0.0080 |
1.1% |
40% |
False |
False |
1,566 |
40 |
0.7885 |
0.7487 |
0.0398 |
5.3% |
0.0067 |
0.9% |
22% |
False |
False |
987 |
60 |
0.8216 |
0.7487 |
0.0729 |
9.6% |
0.0064 |
0.8% |
12% |
False |
False |
725 |
80 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0061 |
0.8% |
10% |
False |
False |
576 |
100 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0058 |
0.8% |
10% |
False |
False |
471 |
120 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0055 |
0.7% |
10% |
False |
False |
397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7985 |
2.618 |
0.7841 |
1.618 |
0.7753 |
1.000 |
0.7699 |
0.618 |
0.7665 |
HIGH |
0.7611 |
0.618 |
0.7577 |
0.500 |
0.7567 |
0.382 |
0.7557 |
LOW |
0.7523 |
0.618 |
0.7469 |
1.000 |
0.7435 |
1.618 |
0.7381 |
2.618 |
0.7293 |
4.250 |
0.7149 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7573 |
0.7572 |
PP |
0.7570 |
0.7568 |
S1 |
0.7567 |
0.7564 |
|