CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7560 |
0.7520 |
-0.0040 |
-0.5% |
0.7556 |
High |
0.7585 |
0.7580 |
-0.0005 |
-0.1% |
0.7616 |
Low |
0.7524 |
0.7515 |
-0.0009 |
-0.1% |
0.7507 |
Close |
0.7543 |
0.7564 |
0.0021 |
0.3% |
0.7543 |
Range |
0.0061 |
0.0065 |
0.0004 |
6.6% |
0.0109 |
ATR |
0.0068 |
0.0068 |
0.0000 |
-0.3% |
0.0000 |
Volume |
177 |
915 |
738 |
416.9% |
643 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7748 |
0.7721 |
0.7600 |
|
R3 |
0.7683 |
0.7656 |
0.7582 |
|
R2 |
0.7618 |
0.7618 |
0.7576 |
|
R1 |
0.7591 |
0.7591 |
0.7570 |
0.7605 |
PP |
0.7553 |
0.7553 |
0.7553 |
0.7560 |
S1 |
0.7526 |
0.7526 |
0.7558 |
0.7540 |
S2 |
0.7488 |
0.7488 |
0.7552 |
|
S3 |
0.7423 |
0.7461 |
0.7546 |
|
S4 |
0.7358 |
0.7396 |
0.7528 |
|
|
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% |
0.0069 |
0.9% |
52% |
False |
False |
278 |
10 |
0.7616 |
0.7490 |
0.0126 |
1.7% |
0.0072 |
1.0% |
59% |
False |
False |
177 |
20 |
0.7715 |
0.7490 |
0.0225 |
3.0% |
0.0068 |
0.9% |
33% |
False |
False |
120 |
40 |
0.7836 |
0.7490 |
0.0346 |
4.6% |
0.0054 |
0.7% |
21% |
False |
False |
67 |
60 |
0.8153 |
0.7490 |
0.0663 |
8.8% |
0.0040 |
0.5% |
11% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7856 |
2.618 |
0.7750 |
1.618 |
0.7685 |
1.000 |
0.7645 |
0.618 |
0.7620 |
HIGH |
0.7580 |
0.618 |
0.7555 |
0.500 |
0.7548 |
0.382 |
0.7540 |
LOW |
0.7515 |
0.618 |
0.7475 |
1.000 |
0.7450 |
1.618 |
0.7410 |
2.618 |
0.7345 |
4.250 |
0.7239 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7559 |
0.7564 |
PP |
0.7553 |
0.7563 |
S1 |
0.7548 |
0.7563 |
|