CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7846 |
0.7738 |
-0.0108 |
-1.4% |
0.7924 |
High |
0.7853 |
0.7745 |
-0.0108 |
-1.4% |
0.7966 |
Low |
0.7711 |
0.7705 |
-0.0006 |
-0.1% |
0.7817 |
Close |
0.7729 |
0.7707 |
-0.0022 |
-0.3% |
0.7872 |
Range |
0.0142 |
0.0040 |
-0.0102 |
-71.8% |
0.0149 |
ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
98,913 |
53,303 |
-45,610 |
-46.1% |
375,294 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7839 |
0.7813 |
0.7729 |
|
R3 |
0.7799 |
0.7773 |
0.7718 |
|
R2 |
0.7759 |
0.7759 |
0.7714 |
|
R1 |
0.7733 |
0.7733 |
0.7711 |
0.7726 |
PP |
0.7719 |
0.7719 |
0.7719 |
0.7716 |
S1 |
0.7693 |
0.7693 |
0.7703 |
0.7686 |
S2 |
0.7679 |
0.7679 |
0.7700 |
|
S3 |
0.7639 |
0.7653 |
0.7696 |
|
S4 |
0.7599 |
0.7613 |
0.7685 |
|
|
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 |
0.7896 |
0.7705 |
0.0191 |
2.5% |
0.0074 |
1.0% |
1% |
False |
True |
68,221 |
10 |
0.7967 |
0.7705 |
0.0262 |
3.4% |
0.0069 |
0.9% |
1% |
False |
True |
72,769 |
20 |
0.8235 |
0.7705 |
0.0530 |
6.9% |
0.0070 |
0.9% |
0% |
False |
True |
68,633 |
40 |
0.8235 |
0.7705 |
0.0530 |
6.9% |
0.0070 |
0.9% |
0% |
False |
True |
43,237 |
60 |
0.8375 |
0.7705 |
0.0670 |
8.7% |
0.0069 |
0.9% |
0% |
False |
True |
28,926 |
80 |
0.8375 |
0.7705 |
0.0670 |
8.7% |
0.0071 |
0.9% |
0% |
False |
True |
21,783 |
100 |
0.8375 |
0.7705 |
0.0670 |
8.7% |
0.0071 |
0.9% |
0% |
False |
True |
17,470 |
120 |
0.8375 |
0.7705 |
0.0670 |
8.7% |
0.0069 |
0.9% |
0% |
False |
True |
14,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7915 |
2.618 |
0.7850 |
1.618 |
0.7810 |
1.000 |
0.7785 |
0.618 |
0.7770 |
HIGH |
0.7745 |
0.618 |
0.7730 |
0.500 |
0.7725 |
0.382 |
0.7720 |
LOW |
0.7705 |
0.618 |
0.7680 |
1.000 |
0.7665 |
1.618 |
0.7640 |
2.618 |
0.7600 |
4.250 |
0.7535 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7725 |
0.7782 |
PP |
0.7719 |
0.7757 |
S1 |
0.7713 |
0.7732 |
|