CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7614 |
0.7688 |
0.0074 |
1.0% |
0.7641 |
| High |
0.7696 |
0.7694 |
-0.0002 |
0.0% |
0.7667 |
| Low |
0.7585 |
0.7602 |
0.0017 |
0.2% |
0.7566 |
| Close |
0.7691 |
0.7616 |
-0.0075 |
-1.0% |
0.7614 |
| Range |
0.0111 |
0.0092 |
-0.0019 |
-17.1% |
0.0101 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.4% |
0.0000 |
| Volume |
58,527 |
70,830 |
12,303 |
21.0% |
301,911 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7913 |
0.7857 |
0.7667 |
|
| R3 |
0.7821 |
0.7765 |
0.7641 |
|
| R2 |
0.7729 |
0.7729 |
0.7633 |
|
| R1 |
0.7673 |
0.7673 |
0.7624 |
0.7655 |
| PP |
0.7637 |
0.7637 |
0.7637 |
0.7629 |
| S1 |
0.7581 |
0.7581 |
0.7608 |
0.7563 |
| S2 |
0.7545 |
0.7545 |
0.7599 |
|
| S3 |
0.7453 |
0.7489 |
0.7591 |
|
| S4 |
0.7361 |
0.7397 |
0.7565 |
|
|
| 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% |
0.0081 |
1.1% |
38% |
False |
False |
64,518 |
| 10 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0074 |
1.0% |
24% |
False |
False |
63,449 |
| 20 |
0.7853 |
0.7566 |
0.0287 |
3.8% |
0.0068 |
0.9% |
17% |
False |
False |
61,162 |
| 40 |
0.8235 |
0.7566 |
0.0669 |
8.8% |
0.0067 |
0.9% |
7% |
False |
False |
63,826 |
| 60 |
0.8292 |
0.7566 |
0.0726 |
9.5% |
0.0069 |
0.9% |
7% |
False |
False |
46,691 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0068 |
0.9% |
6% |
False |
False |
35,093 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
6% |
False |
False |
28,139 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
6% |
False |
False |
23,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8085 |
|
2.618 |
0.7935 |
|
1.618 |
0.7843 |
|
1.000 |
0.7786 |
|
0.618 |
0.7751 |
|
HIGH |
0.7694 |
|
0.618 |
0.7659 |
|
0.500 |
0.7648 |
|
0.382 |
0.7637 |
|
LOW |
0.7602 |
|
0.618 |
0.7545 |
|
1.000 |
0.7510 |
|
1.618 |
0.7453 |
|
2.618 |
0.7361 |
|
4.250 |
0.7211 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7648 |
0.7640 |
| PP |
0.7637 |
0.7632 |
| S1 |
0.7627 |
0.7624 |
|