CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7711 |
0.7698 |
-0.0013 |
-0.2% |
0.7870 |
High |
0.7718 |
0.7716 |
-0.0002 |
0.0% |
0.7881 |
Low |
0.7684 |
0.7674 |
-0.0010 |
-0.1% |
0.7684 |
Close |
0.7695 |
0.7686 |
-0.0009 |
-0.1% |
0.7695 |
Range |
0.0034 |
0.0042 |
0.0008 |
23.5% |
0.0197 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
46,634 |
46,030 |
-604 |
-1.3% |
319,557 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7818 |
0.7794 |
0.7709 |
|
R3 |
0.7776 |
0.7752 |
0.7698 |
|
R2 |
0.7734 |
0.7734 |
0.7694 |
|
R1 |
0.7710 |
0.7710 |
0.7690 |
0.7701 |
PP |
0.7692 |
0.7692 |
0.7692 |
0.7688 |
S1 |
0.7668 |
0.7668 |
0.7682 |
0.7659 |
S2 |
0.7650 |
0.7650 |
0.7678 |
|
S3 |
0.7608 |
0.7626 |
0.7674 |
|
S4 |
0.7566 |
0.7584 |
0.7663 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8344 |
0.8217 |
0.7803 |
|
R3 |
0.8147 |
0.8020 |
0.7749 |
|
R2 |
0.7950 |
0.7950 |
0.7731 |
|
R1 |
0.7823 |
0.7823 |
0.7713 |
0.7788 |
PP |
0.7753 |
0.7753 |
0.7753 |
0.7736 |
S1 |
0.7626 |
0.7626 |
0.7677 |
0.7591 |
S2 |
0.7556 |
0.7556 |
0.7659 |
|
S3 |
0.7359 |
0.7429 |
0.7641 |
|
S4 |
0.7162 |
0.7232 |
0.7587 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7858 |
0.7674 |
0.0184 |
2.4% |
0.0063 |
0.8% |
7% |
False |
True |
60,562 |
10 |
0.7899 |
0.7674 |
0.0225 |
2.9% |
0.0062 |
0.8% |
5% |
False |
True |
65,266 |
20 |
0.8173 |
0.7674 |
0.0499 |
6.5% |
0.0066 |
0.9% |
2% |
False |
True |
66,954 |
40 |
0.8235 |
0.7674 |
0.0561 |
7.3% |
0.0070 |
0.9% |
2% |
False |
True |
45,506 |
60 |
0.8375 |
0.7674 |
0.0701 |
9.1% |
0.0068 |
0.9% |
2% |
False |
True |
30,460 |
80 |
0.8375 |
0.7674 |
0.0701 |
9.1% |
0.0070 |
0.9% |
2% |
False |
True |
22,939 |
100 |
0.8375 |
0.7674 |
0.0701 |
9.1% |
0.0070 |
0.9% |
2% |
False |
True |
18,393 |
120 |
0.8375 |
0.7674 |
0.0701 |
9.1% |
0.0069 |
0.9% |
2% |
False |
True |
15,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7895 |
2.618 |
0.7826 |
1.618 |
0.7784 |
1.000 |
0.7758 |
0.618 |
0.7742 |
HIGH |
0.7716 |
0.618 |
0.7700 |
0.500 |
0.7695 |
0.382 |
0.7690 |
LOW |
0.7674 |
0.618 |
0.7648 |
1.000 |
0.7632 |
1.618 |
0.7606 |
2.618 |
0.7564 |
4.250 |
0.7496 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7695 |
0.7710 |
PP |
0.7692 |
0.7702 |
S1 |
0.7689 |
0.7694 |
|