CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8056 |
0.7996 |
-0.0060 |
-0.7% |
0.8142 |
| High |
0.8080 |
0.8001 |
-0.0079 |
-1.0% |
0.8173 |
| Low |
0.7991 |
0.7929 |
-0.0062 |
-0.8% |
0.8039 |
| Close |
0.7998 |
0.7934 |
-0.0064 |
-0.8% |
0.8107 |
| Range |
0.0089 |
0.0072 |
-0.0017 |
-19.1% |
0.0134 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
96,860 |
70,662 |
-26,198 |
-27.0% |
276,433 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8171 |
0.8124 |
0.7974 |
|
| R3 |
0.8099 |
0.8052 |
0.7954 |
|
| R2 |
0.8027 |
0.8027 |
0.7947 |
|
| R1 |
0.7980 |
0.7980 |
0.7941 |
0.7968 |
| PP |
0.7955 |
0.7955 |
0.7955 |
0.7948 |
| S1 |
0.7908 |
0.7908 |
0.7927 |
0.7896 |
| S2 |
0.7883 |
0.7883 |
0.7921 |
|
| S3 |
0.7811 |
0.7836 |
0.7914 |
|
| S4 |
0.7739 |
0.7764 |
0.7894 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8508 |
0.8442 |
0.8181 |
|
| R3 |
0.8374 |
0.8308 |
0.8144 |
|
| R2 |
0.8240 |
0.8240 |
0.8132 |
|
| R1 |
0.8174 |
0.8174 |
0.8119 |
0.8140 |
| PP |
0.8106 |
0.8106 |
0.8106 |
0.8090 |
| S1 |
0.8040 |
0.8040 |
0.8095 |
0.8006 |
| S2 |
0.7972 |
0.7972 |
0.8082 |
|
| S3 |
0.7838 |
0.7906 |
0.8070 |
|
| S4 |
0.7704 |
0.7772 |
0.8033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8118 |
0.7929 |
0.0189 |
2.4% |
0.0069 |
0.9% |
3% |
False |
True |
67,717 |
| 10 |
0.8235 |
0.7929 |
0.0306 |
3.9% |
0.0070 |
0.9% |
2% |
False |
True |
64,497 |
| 20 |
0.8235 |
0.7929 |
0.0306 |
3.9% |
0.0067 |
0.8% |
2% |
False |
True |
48,957 |
| 40 |
0.8375 |
0.7929 |
0.0446 |
5.6% |
0.0069 |
0.9% |
1% |
False |
True |
25,129 |
| 60 |
0.8375 |
0.7880 |
0.0495 |
6.2% |
0.0073 |
0.9% |
11% |
False |
False |
16,875 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0073 |
0.9% |
26% |
False |
False |
12,713 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0069 |
0.9% |
26% |
False |
False |
10,202 |
| 120 |
0.8383 |
0.7777 |
0.0606 |
7.6% |
0.0069 |
0.9% |
26% |
False |
False |
8,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8307 |
|
2.618 |
0.8189 |
|
1.618 |
0.8117 |
|
1.000 |
0.8073 |
|
0.618 |
0.8045 |
|
HIGH |
0.8001 |
|
0.618 |
0.7973 |
|
0.500 |
0.7965 |
|
0.382 |
0.7957 |
|
LOW |
0.7929 |
|
0.618 |
0.7885 |
|
1.000 |
0.7857 |
|
1.618 |
0.7813 |
|
2.618 |
0.7741 |
|
4.250 |
0.7623 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7965 |
0.8024 |
| PP |
0.7955 |
0.7994 |
| S1 |
0.7944 |
0.7964 |
|