CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7687 |
0.7719 |
0.0032 |
0.4% |
0.7870 |
High |
0.7738 |
0.7726 |
-0.0012 |
-0.2% |
0.7881 |
Low |
0.7681 |
0.7657 |
-0.0024 |
-0.3% |
0.7684 |
Close |
0.7712 |
0.7672 |
-0.0040 |
-0.5% |
0.7695 |
Range |
0.0057 |
0.0069 |
0.0012 |
21.1% |
0.0197 |
ATR |
0.0065 |
0.0065 |
0.0000 |
0.5% |
0.0000 |
Volume |
55,081 |
57,334 |
2,253 |
4.1% |
319,557 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7892 |
0.7851 |
0.7710 |
|
R3 |
0.7823 |
0.7782 |
0.7691 |
|
R2 |
0.7754 |
0.7754 |
0.7685 |
|
R1 |
0.7713 |
0.7713 |
0.7678 |
0.7699 |
PP |
0.7685 |
0.7685 |
0.7685 |
0.7678 |
S1 |
0.7644 |
0.7644 |
0.7666 |
0.7630 |
S2 |
0.7616 |
0.7616 |
0.7659 |
|
S3 |
0.7547 |
0.7575 |
0.7653 |
|
S4 |
0.7478 |
0.7506 |
0.7634 |
|
|
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 |
0.7745 |
0.7657 |
0.0088 |
1.1% |
0.0048 |
0.6% |
17% |
False |
True |
51,676 |
10 |
0.7896 |
0.7657 |
0.0239 |
3.1% |
0.0062 |
0.8% |
6% |
False |
True |
61,011 |
20 |
0.8136 |
0.7657 |
0.0479 |
6.2% |
0.0067 |
0.9% |
3% |
False |
True |
66,902 |
40 |
0.8235 |
0.7657 |
0.0578 |
7.5% |
0.0067 |
0.9% |
3% |
False |
True |
48,292 |
60 |
0.8375 |
0.7657 |
0.0718 |
9.4% |
0.0068 |
0.9% |
2% |
False |
True |
32,321 |
80 |
0.8375 |
0.7657 |
0.0718 |
9.4% |
0.0070 |
0.9% |
2% |
False |
True |
24,334 |
100 |
0.8375 |
0.7657 |
0.0718 |
9.4% |
0.0071 |
0.9% |
2% |
False |
True |
19,513 |
120 |
0.8375 |
0.7657 |
0.0718 |
9.4% |
0.0069 |
0.9% |
2% |
False |
True |
16,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8019 |
2.618 |
0.7907 |
1.618 |
0.7838 |
1.000 |
0.7795 |
0.618 |
0.7769 |
HIGH |
0.7726 |
0.618 |
0.7700 |
0.500 |
0.7692 |
0.382 |
0.7683 |
LOW |
0.7657 |
0.618 |
0.7614 |
1.000 |
0.7588 |
1.618 |
0.7545 |
2.618 |
0.7476 |
4.250 |
0.7364 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7692 |
0.7698 |
PP |
0.7685 |
0.7689 |
S1 |
0.7679 |
0.7681 |
|