CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7575 |
0.7560 |
-0.0015 |
-0.2% |
0.7556 |
High |
0.7610 |
0.7585 |
-0.0025 |
-0.3% |
0.7616 |
Low |
0.7526 |
0.7524 |
-0.0002 |
0.0% |
0.7507 |
Close |
0.7576 |
0.7543 |
-0.0033 |
-0.4% |
0.7543 |
Range |
0.0084 |
0.0061 |
-0.0023 |
-27.4% |
0.0109 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
125 |
177 |
52 |
41.6% |
643 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7734 |
0.7699 |
0.7577 |
|
R3 |
0.7673 |
0.7638 |
0.7560 |
|
R2 |
0.7612 |
0.7612 |
0.7554 |
|
R1 |
0.7577 |
0.7577 |
0.7549 |
0.7564 |
PP |
0.7551 |
0.7551 |
0.7551 |
0.7544 |
S1 |
0.7516 |
0.7516 |
0.7537 |
0.7503 |
S2 |
0.7490 |
0.7490 |
0.7532 |
|
S3 |
0.7429 |
0.7455 |
0.7526 |
|
S4 |
0.7368 |
0.7394 |
0.7509 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7882 |
0.7822 |
0.7603 |
|
R3 |
0.7773 |
0.7713 |
0.7573 |
|
R2 |
0.7664 |
0.7664 |
0.7563 |
|
R1 |
0.7604 |
0.7604 |
0.7553 |
0.7580 |
PP |
0.7555 |
0.7555 |
0.7555 |
0.7543 |
S1 |
0.7495 |
0.7495 |
0.7533 |
0.7471 |
S2 |
0.7446 |
0.7446 |
0.7523 |
|
S3 |
0.7337 |
0.7386 |
0.7513 |
|
S4 |
0.7228 |
0.7277 |
0.7483 |
|
|
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% |
0.0077 |
1.0% |
33% |
False |
False |
128 |
10 |
0.7630 |
0.7490 |
0.0140 |
1.9% |
0.0076 |
1.0% |
38% |
False |
False |
94 |
20 |
0.7715 |
0.7490 |
0.0225 |
3.0% |
0.0070 |
0.9% |
24% |
False |
False |
75 |
40 |
0.7838 |
0.7490 |
0.0348 |
4.6% |
0.0053 |
0.7% |
15% |
False |
False |
45 |
60 |
0.8153 |
0.7490 |
0.0663 |
8.8% |
0.0039 |
0.5% |
8% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7844 |
2.618 |
0.7745 |
1.618 |
0.7684 |
1.000 |
0.7646 |
0.618 |
0.7623 |
HIGH |
0.7585 |
0.618 |
0.7562 |
0.500 |
0.7555 |
0.382 |
0.7547 |
LOW |
0.7524 |
0.618 |
0.7486 |
1.000 |
0.7463 |
1.618 |
0.7425 |
2.618 |
0.7364 |
4.250 |
0.7265 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7555 |
0.7559 |
PP |
0.7551 |
0.7553 |
S1 |
0.7547 |
0.7548 |
|