CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7705 |
0.7655 |
-0.0050 |
-0.6% |
0.7614 |
High |
0.7714 |
0.7682 |
-0.0032 |
-0.4% |
0.7720 |
Low |
0.7637 |
0.7633 |
-0.0004 |
-0.1% |
0.7585 |
Close |
0.7649 |
0.7643 |
-0.0006 |
-0.1% |
0.7643 |
Range |
0.0077 |
0.0049 |
-0.0028 |
-36.4% |
0.0135 |
ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
55,096 |
49,862 |
-5,234 |
-9.5% |
322,372 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7800 |
0.7770 |
0.7670 |
|
R3 |
0.7751 |
0.7721 |
0.7656 |
|
R2 |
0.7702 |
0.7702 |
0.7652 |
|
R1 |
0.7672 |
0.7672 |
0.7647 |
0.7663 |
PP |
0.7653 |
0.7653 |
0.7653 |
0.7648 |
S1 |
0.7623 |
0.7623 |
0.7639 |
0.7614 |
S2 |
0.7604 |
0.7604 |
0.7634 |
|
S3 |
0.7555 |
0.7574 |
0.7630 |
|
S4 |
0.7506 |
0.7525 |
0.7616 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8054 |
0.7984 |
0.7717 |
|
R3 |
0.7919 |
0.7849 |
0.7680 |
|
R2 |
0.7784 |
0.7784 |
0.7668 |
|
R1 |
0.7714 |
0.7714 |
0.7655 |
0.7749 |
PP |
0.7649 |
0.7649 |
0.7649 |
0.7667 |
S1 |
0.7579 |
0.7579 |
0.7631 |
0.7614 |
S2 |
0.7514 |
0.7514 |
0.7618 |
|
S3 |
0.7379 |
0.7444 |
0.7606 |
|
S4 |
0.7244 |
0.7309 |
0.7569 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7720 |
0.7585 |
0.0135 |
1.8% |
0.0090 |
1.2% |
43% |
False |
False |
64,474 |
10 |
0.7720 |
0.7566 |
0.0154 |
2.0% |
0.0077 |
1.0% |
50% |
False |
False |
62,428 |
20 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0069 |
0.9% |
37% |
False |
False |
60,870 |
40 |
0.8176 |
0.7566 |
0.0610 |
8.0% |
0.0068 |
0.9% |
13% |
False |
False |
64,067 |
60 |
0.8235 |
0.7566 |
0.0669 |
8.8% |
0.0069 |
0.9% |
12% |
False |
False |
49,876 |
80 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0069 |
0.9% |
10% |
False |
False |
37,489 |
100 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
10% |
False |
False |
30,066 |
120 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
10% |
False |
False |
25,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7890 |
2.618 |
0.7810 |
1.618 |
0.7761 |
1.000 |
0.7731 |
0.618 |
0.7712 |
HIGH |
0.7682 |
0.618 |
0.7663 |
0.500 |
0.7658 |
0.382 |
0.7652 |
LOW |
0.7633 |
0.618 |
0.7603 |
1.000 |
0.7584 |
1.618 |
0.7554 |
2.618 |
0.7505 |
4.250 |
0.7425 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7658 |
0.7660 |
PP |
0.7653 |
0.7654 |
S1 |
0.7648 |
0.7649 |
|