CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 07-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7924 |
0.7897 |
-0.0027 |
-0.3% |
0.8087 |
High |
0.7966 |
0.7899 |
-0.0067 |
-0.8% |
0.8118 |
Low |
0.7888 |
0.7817 |
-0.0071 |
-0.9% |
0.7905 |
Close |
0.7894 |
0.7851 |
-0.0043 |
-0.5% |
0.7953 |
Range |
0.0078 |
0.0082 |
0.0004 |
5.1% |
0.0213 |
ATR |
0.0070 |
0.0071 |
0.0001 |
1.2% |
0.0000 |
Volume |
88,219 |
76,925 |
-11,294 |
-12.8% |
321,767 |
|
Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8102 |
0.8058 |
0.7896 |
|
R3 |
0.8020 |
0.7976 |
0.7874 |
|
R2 |
0.7938 |
0.7938 |
0.7866 |
|
R1 |
0.7894 |
0.7894 |
0.7859 |
0.7875 |
PP |
0.7856 |
0.7856 |
0.7856 |
0.7846 |
S1 |
0.7812 |
0.7812 |
0.7843 |
0.7793 |
S2 |
0.7774 |
0.7774 |
0.7836 |
|
S3 |
0.7692 |
0.7730 |
0.7828 |
|
S4 |
0.7610 |
0.7648 |
0.7806 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8631 |
0.8505 |
0.8070 |
|
R3 |
0.8418 |
0.8292 |
0.8012 |
|
R2 |
0.8205 |
0.8205 |
0.7992 |
|
R1 |
0.8079 |
0.8079 |
0.7973 |
0.8036 |
PP |
0.7992 |
0.7992 |
0.7992 |
0.7970 |
S1 |
0.7866 |
0.7866 |
0.7933 |
0.7823 |
S2 |
0.7779 |
0.7779 |
0.7914 |
|
S3 |
0.7566 |
0.7653 |
0.7894 |
|
S4 |
0.7353 |
0.7440 |
0.7836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8080 |
0.7817 |
0.0263 |
3.3% |
0.0077 |
1.0% |
13% |
False |
True |
82,429 |
10 |
0.8136 |
0.7817 |
0.0319 |
4.1% |
0.0071 |
0.9% |
11% |
False |
True |
71,251 |
20 |
0.8235 |
0.7817 |
0.0418 |
5.3% |
0.0069 |
0.9% |
8% |
False |
True |
60,037 |
40 |
0.8375 |
0.7817 |
0.0558 |
7.1% |
0.0069 |
0.9% |
6% |
False |
True |
31,220 |
60 |
0.8375 |
0.7817 |
0.0558 |
7.1% |
0.0072 |
0.9% |
6% |
False |
True |
20,930 |
80 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0073 |
0.9% |
12% |
False |
False |
15,758 |
100 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0070 |
0.9% |
12% |
False |
False |
12,645 |
120 |
0.8383 |
0.7777 |
0.0606 |
7.7% |
0.0070 |
0.9% |
12% |
False |
False |
10,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8248 |
2.618 |
0.8114 |
1.618 |
0.8032 |
1.000 |
0.7981 |
0.618 |
0.7950 |
HIGH |
0.7899 |
0.618 |
0.7868 |
0.500 |
0.7858 |
0.382 |
0.7848 |
LOW |
0.7817 |
0.618 |
0.7766 |
1.000 |
0.7735 |
1.618 |
0.7684 |
2.618 |
0.7602 |
4.250 |
0.7469 |
|
|
Fisher Pivots for day following 07-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7858 |
0.7892 |
PP |
0.7856 |
0.7878 |
S1 |
0.7853 |
0.7865 |
|