CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7641 |
0.7599 |
-0.0042 |
-0.5% |
0.7664 |
| High |
0.7643 |
0.7628 |
-0.0015 |
-0.2% |
0.7773 |
| Low |
0.7587 |
0.7572 |
-0.0015 |
-0.2% |
0.7630 |
| Close |
0.7603 |
0.7582 |
-0.0021 |
-0.3% |
0.7636 |
| Range |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0143 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
49,700 |
58,974 |
9,274 |
18.7% |
319,422 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7762 |
0.7728 |
0.7613 |
|
| R3 |
0.7706 |
0.7672 |
0.7597 |
|
| R2 |
0.7650 |
0.7650 |
0.7592 |
|
| R1 |
0.7616 |
0.7616 |
0.7587 |
0.7605 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7589 |
| S1 |
0.7560 |
0.7560 |
0.7577 |
0.7549 |
| S2 |
0.7538 |
0.7538 |
0.7572 |
|
| S3 |
0.7482 |
0.7504 |
0.7567 |
|
| S4 |
0.7426 |
0.7448 |
0.7551 |
|
|
| 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 |
0.7572 |
0.0201 |
2.7% |
0.0067 |
0.9% |
5% |
False |
True |
62,379 |
| 10 |
0.7773 |
0.7572 |
0.0201 |
2.7% |
0.0064 |
0.8% |
5% |
False |
True |
60,068 |
| 20 |
0.7896 |
0.7572 |
0.0324 |
4.3% |
0.0062 |
0.8% |
3% |
False |
True |
61,575 |
| 40 |
0.8235 |
0.7572 |
0.0663 |
8.7% |
0.0066 |
0.9% |
2% |
False |
True |
60,806 |
| 60 |
0.8375 |
0.7572 |
0.0803 |
10.6% |
0.0067 |
0.9% |
1% |
False |
True |
41,338 |
| 80 |
0.8375 |
0.7572 |
0.0803 |
10.6% |
0.0070 |
0.9% |
1% |
False |
True |
31,091 |
| 100 |
0.8375 |
0.7572 |
0.0803 |
10.6% |
0.0071 |
0.9% |
1% |
False |
True |
24,921 |
| 120 |
0.8375 |
0.7572 |
0.0803 |
10.6% |
0.0068 |
0.9% |
1% |
False |
True |
20,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7866 |
|
2.618 |
0.7775 |
|
1.618 |
0.7719 |
|
1.000 |
0.7684 |
|
0.618 |
0.7663 |
|
HIGH |
0.7628 |
|
0.618 |
0.7607 |
|
0.500 |
0.7600 |
|
0.382 |
0.7593 |
|
LOW |
0.7572 |
|
0.618 |
0.7537 |
|
1.000 |
0.7516 |
|
1.618 |
0.7481 |
|
2.618 |
0.7425 |
|
4.250 |
0.7334 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7649 |
| PP |
0.7594 |
0.7627 |
| S1 |
0.7588 |
0.7604 |
|