CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7996 |
0.7937 |
-0.0059 |
-0.7% |
0.8142 |
| High |
0.8001 |
0.7967 |
-0.0034 |
-0.4% |
0.8173 |
| Low |
0.7929 |
0.7905 |
-0.0024 |
-0.3% |
0.8039 |
| Close |
0.7934 |
0.7953 |
0.0019 |
0.2% |
0.8107 |
| Range |
0.0072 |
0.0062 |
-0.0010 |
-13.9% |
0.0134 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
70,662 |
79,482 |
8,820 |
12.5% |
276,433 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8128 |
0.8102 |
0.7987 |
|
| R3 |
0.8066 |
0.8040 |
0.7970 |
|
| R2 |
0.8004 |
0.8004 |
0.7964 |
|
| R1 |
0.7978 |
0.7978 |
0.7959 |
0.7991 |
| PP |
0.7942 |
0.7942 |
0.7942 |
0.7948 |
| S1 |
0.7916 |
0.7916 |
0.7947 |
0.7929 |
| S2 |
0.7880 |
0.7880 |
0.7942 |
|
| S3 |
0.7818 |
0.7854 |
0.7936 |
|
| S4 |
0.7756 |
0.7792 |
0.7919 |
|
|
| 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 |
0.7905 |
0.0213 |
2.7% |
0.0070 |
0.9% |
23% |
False |
True |
74,573 |
| 10 |
0.8176 |
0.7905 |
0.0271 |
3.4% |
0.0068 |
0.9% |
18% |
False |
True |
65,043 |
| 20 |
0.8235 |
0.7905 |
0.0330 |
4.1% |
0.0068 |
0.9% |
15% |
False |
True |
52,819 |
| 40 |
0.8375 |
0.7905 |
0.0470 |
5.9% |
0.0068 |
0.9% |
10% |
False |
True |
27,111 |
| 60 |
0.8375 |
0.7880 |
0.0495 |
6.2% |
0.0072 |
0.9% |
15% |
False |
False |
18,194 |
| 80 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0073 |
0.9% |
29% |
False |
False |
13,705 |
| 100 |
0.8375 |
0.7777 |
0.0598 |
7.5% |
0.0069 |
0.9% |
29% |
False |
False |
10,996 |
| 120 |
0.8383 |
0.7777 |
0.0606 |
7.6% |
0.0069 |
0.9% |
29% |
False |
False |
9,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8231 |
|
2.618 |
0.8129 |
|
1.618 |
0.8067 |
|
1.000 |
0.8029 |
|
0.618 |
0.8005 |
|
HIGH |
0.7967 |
|
0.618 |
0.7943 |
|
0.500 |
0.7936 |
|
0.382 |
0.7929 |
|
LOW |
0.7905 |
|
0.618 |
0.7867 |
|
1.000 |
0.7843 |
|
1.618 |
0.7805 |
|
2.618 |
0.7743 |
|
4.250 |
0.7642 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7947 |
0.7993 |
| PP |
0.7942 |
0.7979 |
| S1 |
0.7936 |
0.7966 |
|