CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7689 |
0.7641 |
-0.0048 |
-0.6% |
0.7664 |
| High |
0.7726 |
0.7643 |
-0.0083 |
-1.1% |
0.7773 |
| Low |
0.7630 |
0.7587 |
-0.0043 |
-0.6% |
0.7630 |
| Close |
0.7636 |
0.7603 |
-0.0033 |
-0.4% |
0.7636 |
| Range |
0.0096 |
0.0056 |
-0.0040 |
-41.7% |
0.0143 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
85,443 |
49,700 |
-35,743 |
-41.8% |
319,422 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7779 |
0.7747 |
0.7634 |
|
| R3 |
0.7723 |
0.7691 |
0.7618 |
|
| R2 |
0.7667 |
0.7667 |
0.7613 |
|
| R1 |
0.7635 |
0.7635 |
0.7608 |
0.7623 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7605 |
| S1 |
0.7579 |
0.7579 |
0.7598 |
0.7567 |
| S2 |
0.7555 |
0.7555 |
0.7593 |
|
| S3 |
0.7499 |
0.7523 |
0.7588 |
|
| S4 |
0.7443 |
0.7467 |
0.7572 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8015 |
0.7715 |
|
| R3 |
0.7966 |
0.7872 |
0.7675 |
|
| R2 |
0.7823 |
0.7823 |
0.7662 |
|
| R1 |
0.7729 |
0.7729 |
0.7649 |
0.7705 |
| PP |
0.7680 |
0.7680 |
0.7680 |
0.7667 |
| S1 |
0.7586 |
0.7586 |
0.7623 |
0.7562 |
| S2 |
0.7537 |
0.7537 |
0.7610 |
|
| S3 |
0.7394 |
0.7443 |
0.7597 |
|
| S4 |
0.7251 |
0.7300 |
0.7557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7773 |
0.7587 |
0.0186 |
2.4% |
0.0072 |
0.9% |
9% |
False |
True |
62,755 |
| 10 |
0.7773 |
0.7587 |
0.0186 |
2.4% |
0.0064 |
0.8% |
9% |
False |
True |
59,679 |
| 20 |
0.7899 |
0.7587 |
0.0312 |
4.1% |
0.0063 |
0.8% |
5% |
False |
True |
62,472 |
| 40 |
0.8235 |
0.7587 |
0.0648 |
8.5% |
0.0066 |
0.9% |
2% |
False |
True |
59,671 |
| 60 |
0.8375 |
0.7587 |
0.0788 |
10.4% |
0.0067 |
0.9% |
2% |
False |
True |
40,363 |
| 80 |
0.8375 |
0.7587 |
0.0788 |
10.4% |
0.0070 |
0.9% |
2% |
False |
True |
30,357 |
| 100 |
0.8375 |
0.7587 |
0.0788 |
10.4% |
0.0071 |
0.9% |
2% |
False |
True |
24,334 |
| 120 |
0.8375 |
0.7587 |
0.0788 |
10.4% |
0.0068 |
0.9% |
2% |
False |
True |
20,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7881 |
|
2.618 |
0.7790 |
|
1.618 |
0.7734 |
|
1.000 |
0.7699 |
|
0.618 |
0.7678 |
|
HIGH |
0.7643 |
|
0.618 |
0.7622 |
|
0.500 |
0.7615 |
|
0.382 |
0.7608 |
|
LOW |
0.7587 |
|
0.618 |
0.7552 |
|
1.000 |
0.7531 |
|
1.618 |
0.7496 |
|
2.618 |
0.7440 |
|
4.250 |
0.7349 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7657 |
| PP |
0.7611 |
0.7639 |
| S1 |
0.7607 |
0.7621 |
|