CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7688 |
0.7625 |
-0.0063 |
-0.8% |
0.7641 |
| High |
0.7694 |
0.7720 |
0.0026 |
0.3% |
0.7667 |
| Low |
0.7602 |
0.7599 |
-0.0003 |
0.0% |
0.7566 |
| Close |
0.7616 |
0.7695 |
0.0079 |
1.0% |
0.7614 |
| Range |
0.0092 |
0.0121 |
0.0029 |
31.5% |
0.0101 |
| ATR |
0.0071 |
0.0074 |
0.0004 |
5.1% |
0.0000 |
| Volume |
70,830 |
88,057 |
17,227 |
24.3% |
301,911 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8034 |
0.7986 |
0.7762 |
|
| R3 |
0.7913 |
0.7865 |
0.7728 |
|
| R2 |
0.7792 |
0.7792 |
0.7717 |
|
| R1 |
0.7744 |
0.7744 |
0.7706 |
0.7768 |
| PP |
0.7671 |
0.7671 |
0.7671 |
0.7684 |
| S1 |
0.7623 |
0.7623 |
0.7684 |
0.7647 |
| S2 |
0.7550 |
0.7550 |
0.7673 |
|
| S3 |
0.7429 |
0.7502 |
0.7662 |
|
| S4 |
0.7308 |
0.7381 |
0.7628 |
|
|
| 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 |
0.7720 |
0.7576 |
0.0144 |
1.9% |
0.0094 |
1.2% |
83% |
True |
False |
69,761 |
| 10 |
0.7726 |
0.7566 |
0.0160 |
2.1% |
0.0080 |
1.0% |
81% |
False |
False |
65,917 |
| 20 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0067 |
0.9% |
62% |
False |
False |
60,619 |
| 40 |
0.8235 |
0.7566 |
0.0669 |
8.7% |
0.0069 |
0.9% |
19% |
False |
False |
64,994 |
| 60 |
0.8235 |
0.7566 |
0.0669 |
8.7% |
0.0069 |
0.9% |
19% |
False |
False |
48,152 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.5% |
0.0069 |
0.9% |
16% |
False |
False |
36,185 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.5% |
0.0070 |
0.9% |
16% |
False |
False |
29,018 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.5% |
0.0071 |
0.9% |
16% |
False |
False |
24,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8234 |
|
2.618 |
0.8037 |
|
1.618 |
0.7916 |
|
1.000 |
0.7841 |
|
0.618 |
0.7795 |
|
HIGH |
0.7720 |
|
0.618 |
0.7674 |
|
0.500 |
0.7660 |
|
0.382 |
0.7645 |
|
LOW |
0.7599 |
|
0.618 |
0.7524 |
|
1.000 |
0.7478 |
|
1.618 |
0.7403 |
|
2.618 |
0.7282 |
|
4.250 |
0.7085 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7683 |
0.7681 |
| PP |
0.7671 |
0.7667 |
| S1 |
0.7660 |
0.7653 |
|