CME Canadian Dollar Future March 2016
| 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 |
0.7558 |
0.7575 |
0.0017 |
0.2% |
0.7565 |
| High |
0.7572 |
0.7610 |
0.0038 |
0.5% |
0.7630 |
| Low |
0.7507 |
0.7526 |
0.0019 |
0.3% |
0.7490 |
| Close |
0.7528 |
0.7576 |
0.0048 |
0.6% |
0.7565 |
| Range |
0.0065 |
0.0084 |
0.0019 |
29.2% |
0.0140 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
1.8% |
0.0000 |
| Volume |
71 |
125 |
54 |
76.1% |
299 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7823 |
0.7783 |
0.7622 |
|
| R3 |
0.7739 |
0.7699 |
0.7599 |
|
| R2 |
0.7655 |
0.7655 |
0.7591 |
|
| R1 |
0.7615 |
0.7615 |
0.7584 |
0.7635 |
| PP |
0.7571 |
0.7571 |
0.7571 |
0.7581 |
| S1 |
0.7531 |
0.7531 |
0.7568 |
0.7551 |
| S2 |
0.7487 |
0.7487 |
0.7561 |
|
| S3 |
0.7403 |
0.7447 |
0.7553 |
|
| S4 |
0.7319 |
0.7363 |
0.7530 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7982 |
0.7913 |
0.7642 |
|
| R3 |
0.7842 |
0.7773 |
0.7604 |
|
| R2 |
0.7702 |
0.7702 |
0.7591 |
|
| R1 |
0.7633 |
0.7633 |
0.7578 |
0.7635 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7563 |
| S1 |
0.7493 |
0.7493 |
0.7552 |
0.7495 |
| S2 |
0.7422 |
0.7422 |
0.7539 |
|
| S3 |
0.7282 |
0.7353 |
0.7527 |
|
| S4 |
0.7142 |
0.7213 |
0.7488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7616 |
0.7507 |
0.0109 |
1.4% |
0.0079 |
1.0% |
63% |
False |
False |
104 |
| 10 |
0.7648 |
0.7490 |
0.0158 |
2.1% |
0.0077 |
1.0% |
54% |
False |
False |
83 |
| 20 |
0.7715 |
0.7490 |
0.0225 |
3.0% |
0.0069 |
0.9% |
38% |
False |
False |
67 |
| 40 |
0.7864 |
0.7490 |
0.0374 |
4.9% |
0.0052 |
0.7% |
23% |
False |
False |
40 |
| 60 |
0.8153 |
0.7490 |
0.0663 |
8.8% |
0.0038 |
0.5% |
13% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7967 |
|
2.618 |
0.7830 |
|
1.618 |
0.7746 |
|
1.000 |
0.7694 |
|
0.618 |
0.7662 |
|
HIGH |
0.7610 |
|
0.618 |
0.7578 |
|
0.500 |
0.7568 |
|
0.382 |
0.7558 |
|
LOW |
0.7526 |
|
0.618 |
0.7474 |
|
1.000 |
0.7442 |
|
1.618 |
0.7390 |
|
2.618 |
0.7306 |
|
4.250 |
0.7169 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7573 |
0.7571 |
| PP |
0.7571 |
0.7566 |
| S1 |
0.7568 |
0.7562 |
|