CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7626 |
0.7614 |
-0.0012 |
-0.2% |
0.7641 |
| High |
0.7667 |
0.7696 |
0.0029 |
0.4% |
0.7667 |
| Low |
0.7583 |
0.7585 |
0.0002 |
0.0% |
0.7566 |
| Close |
0.7614 |
0.7691 |
0.0077 |
1.0% |
0.7614 |
| Range |
0.0084 |
0.0111 |
0.0027 |
32.1% |
0.0101 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.9% |
0.0000 |
| Volume |
84,233 |
58,527 |
-25,706 |
-30.5% |
301,911 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7990 |
0.7952 |
0.7752 |
|
| R3 |
0.7879 |
0.7841 |
0.7722 |
|
| R2 |
0.7768 |
0.7768 |
0.7711 |
|
| R1 |
0.7730 |
0.7730 |
0.7701 |
0.7749 |
| PP |
0.7657 |
0.7657 |
0.7657 |
0.7667 |
| S1 |
0.7619 |
0.7619 |
0.7681 |
0.7638 |
| S2 |
0.7546 |
0.7546 |
0.7671 |
|
| S3 |
0.7435 |
0.7508 |
0.7660 |
|
| S4 |
0.7324 |
0.7397 |
0.7630 |
|
|
| 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 |
0.7696 |
0.7566 |
0.0130 |
1.7% |
0.0074 |
1.0% |
96% |
True |
False |
62,147 |
| 10 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0073 |
0.9% |
60% |
False |
False |
62,451 |
| 20 |
0.7858 |
0.7566 |
0.0292 |
3.8% |
0.0066 |
0.9% |
43% |
False |
False |
60,517 |
| 40 |
0.8235 |
0.7566 |
0.0669 |
8.7% |
0.0066 |
0.9% |
19% |
False |
False |
63,285 |
| 60 |
0.8324 |
0.7566 |
0.0758 |
9.9% |
0.0068 |
0.9% |
16% |
False |
False |
45,517 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.5% |
0.0068 |
0.9% |
15% |
False |
False |
34,220 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.5% |
0.0070 |
0.9% |
15% |
False |
False |
27,431 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.5% |
0.0070 |
0.9% |
15% |
False |
False |
22,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8168 |
|
2.618 |
0.7987 |
|
1.618 |
0.7876 |
|
1.000 |
0.7807 |
|
0.618 |
0.7765 |
|
HIGH |
0.7696 |
|
0.618 |
0.7654 |
|
0.500 |
0.7641 |
|
0.382 |
0.7627 |
|
LOW |
0.7585 |
|
0.618 |
0.7516 |
|
1.000 |
0.7474 |
|
1.618 |
0.7405 |
|
2.618 |
0.7294 |
|
4.250 |
0.7113 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7674 |
0.7673 |
| PP |
0.7657 |
0.7654 |
| S1 |
0.7641 |
0.7636 |
|