CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7586 |
0.7626 |
0.0040 |
0.5% |
0.7641 |
High |
0.7636 |
0.7667 |
0.0031 |
0.4% |
0.7667 |
Low |
0.7576 |
0.7583 |
0.0007 |
0.1% |
0.7566 |
Close |
0.7620 |
0.7614 |
-0.0006 |
-0.1% |
0.7614 |
Range |
0.0060 |
0.0084 |
0.0024 |
40.0% |
0.0101 |
ATR |
0.0064 |
0.0066 |
0.0001 |
2.2% |
0.0000 |
Volume |
47,160 |
84,233 |
37,073 |
78.6% |
301,911 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7873 |
0.7828 |
0.7660 |
|
R3 |
0.7789 |
0.7744 |
0.7637 |
|
R2 |
0.7705 |
0.7705 |
0.7629 |
|
R1 |
0.7660 |
0.7660 |
0.7622 |
0.7641 |
PP |
0.7621 |
0.7621 |
0.7621 |
0.7612 |
S1 |
0.7576 |
0.7576 |
0.7606 |
0.7557 |
S2 |
0.7537 |
0.7537 |
0.7599 |
|
S3 |
0.7453 |
0.7492 |
0.7591 |
|
S4 |
0.7369 |
0.7408 |
0.7568 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7919 |
0.7867 |
0.7670 |
|
R3 |
0.7818 |
0.7766 |
0.7642 |
|
R2 |
0.7717 |
0.7717 |
0.7633 |
|
R1 |
0.7665 |
0.7665 |
0.7623 |
0.7641 |
PP |
0.7616 |
0.7616 |
0.7616 |
0.7603 |
S1 |
0.7564 |
0.7564 |
0.7605 |
0.7540 |
S2 |
0.7515 |
0.7515 |
0.7595 |
|
S3 |
0.7414 |
0.7463 |
0.7586 |
|
S4 |
0.7313 |
0.7362 |
0.7558 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7667 |
0.7566 |
0.0101 |
1.3% |
0.0063 |
0.8% |
48% |
True |
False |
60,382 |
10 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0066 |
0.9% |
23% |
False |
False |
62,133 |
20 |
0.7881 |
0.7566 |
0.0315 |
4.1% |
0.0064 |
0.8% |
15% |
False |
False |
60,729 |
40 |
0.8235 |
0.7566 |
0.0669 |
8.8% |
0.0064 |
0.8% |
7% |
False |
False |
63,229 |
60 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0067 |
0.9% |
6% |
False |
False |
44,546 |
80 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0068 |
0.9% |
6% |
False |
False |
33,499 |
100 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
6% |
False |
False |
26,850 |
120 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0069 |
0.9% |
6% |
False |
False |
22,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8024 |
2.618 |
0.7887 |
1.618 |
0.7803 |
1.000 |
0.7751 |
0.618 |
0.7719 |
HIGH |
0.7667 |
0.618 |
0.7635 |
0.500 |
0.7625 |
0.382 |
0.7615 |
LOW |
0.7583 |
0.618 |
0.7531 |
1.000 |
0.7499 |
1.618 |
0.7447 |
2.618 |
0.7363 |
4.250 |
0.7226 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7625 |
0.7617 |
PP |
0.7621 |
0.7616 |
S1 |
0.7618 |
0.7615 |
|