CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7863 |
0.7870 |
0.0007 |
0.1% |
0.7924 |
High |
0.7896 |
0.7881 |
-0.0015 |
-0.2% |
0.7966 |
Low |
0.7834 |
0.7812 |
-0.0022 |
-0.3% |
0.7817 |
Close |
0.7872 |
0.7834 |
-0.0038 |
-0.5% |
0.7872 |
Range |
0.0062 |
0.0069 |
0.0007 |
11.3% |
0.0149 |
ATR |
0.0067 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
Volume |
68,182 |
62,774 |
-5,408 |
-7.9% |
375,294 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8049 |
0.8011 |
0.7872 |
|
R3 |
0.7980 |
0.7942 |
0.7853 |
|
R2 |
0.7911 |
0.7911 |
0.7847 |
|
R1 |
0.7873 |
0.7873 |
0.7840 |
0.7858 |
PP |
0.7842 |
0.7842 |
0.7842 |
0.7835 |
S1 |
0.7804 |
0.7804 |
0.7828 |
0.7789 |
S2 |
0.7773 |
0.7773 |
0.7821 |
|
S3 |
0.7704 |
0.7735 |
0.7815 |
|
S4 |
0.7635 |
0.7666 |
0.7796 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8332 |
0.8251 |
0.7954 |
|
R3 |
0.8183 |
0.8102 |
0.7913 |
|
R2 |
0.8034 |
0.8034 |
0.7899 |
|
R1 |
0.7953 |
0.7953 |
0.7886 |
0.7919 |
PP |
0.7885 |
0.7885 |
0.7885 |
0.7868 |
S1 |
0.7804 |
0.7804 |
0.7858 |
0.7770 |
S2 |
0.7736 |
0.7736 |
0.7845 |
|
S3 |
0.7587 |
0.7655 |
0.7831 |
|
S4 |
0.7438 |
0.7506 |
0.7790 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7899 |
0.7812 |
0.0087 |
1.1% |
0.0062 |
0.8% |
25% |
False |
True |
69,969 |
10 |
0.8118 |
0.7812 |
0.0306 |
3.9% |
0.0068 |
0.9% |
7% |
False |
True |
75,983 |
20 |
0.8235 |
0.7812 |
0.0423 |
5.4% |
0.0066 |
0.8% |
5% |
False |
True |
66,053 |
40 |
0.8324 |
0.7812 |
0.0512 |
6.5% |
0.0069 |
0.9% |
4% |
False |
True |
38,018 |
60 |
0.8375 |
0.7812 |
0.0563 |
7.2% |
0.0069 |
0.9% |
4% |
False |
True |
25,455 |
80 |
0.8375 |
0.7809 |
0.0566 |
7.2% |
0.0071 |
0.9% |
4% |
False |
False |
19,160 |
100 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0070 |
0.9% |
10% |
False |
False |
15,372 |
120 |
0.8375 |
0.7777 |
0.0598 |
7.6% |
0.0068 |
0.9% |
10% |
False |
False |
12,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8174 |
2.618 |
0.8062 |
1.618 |
0.7993 |
1.000 |
0.7950 |
0.618 |
0.7924 |
HIGH |
0.7881 |
0.618 |
0.7855 |
0.500 |
0.7847 |
0.382 |
0.7838 |
LOW |
0.7812 |
0.618 |
0.7769 |
1.000 |
0.7743 |
1.618 |
0.7700 |
2.618 |
0.7631 |
4.250 |
0.7519 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7847 |
0.7854 |
PP |
0.7842 |
0.7847 |
S1 |
0.7838 |
0.7841 |
|