CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7655 |
0.7636 |
-0.0019 |
-0.2% |
0.7614 |
| High |
0.7682 |
0.7655 |
-0.0027 |
-0.4% |
0.7720 |
| Low |
0.7633 |
0.7602 |
-0.0031 |
-0.4% |
0.7585 |
| Close |
0.7643 |
0.7639 |
-0.0004 |
-0.1% |
0.7643 |
| Range |
0.0049 |
0.0053 |
0.0004 |
8.2% |
0.0135 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
49,862 |
46,385 |
-3,477 |
-7.0% |
322,372 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7768 |
0.7668 |
|
| R3 |
0.7738 |
0.7715 |
0.7654 |
|
| R2 |
0.7685 |
0.7685 |
0.7649 |
|
| R1 |
0.7662 |
0.7662 |
0.7644 |
0.7674 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7638 |
| S1 |
0.7609 |
0.7609 |
0.7634 |
0.7621 |
| S2 |
0.7579 |
0.7579 |
0.7629 |
|
| S3 |
0.7526 |
0.7556 |
0.7624 |
|
| S4 |
0.7473 |
0.7503 |
0.7610 |
|
|
| 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 |
0.7599 |
0.0121 |
1.6% |
0.0078 |
1.0% |
33% |
False |
False |
62,046 |
| 10 |
0.7720 |
0.7566 |
0.0154 |
2.0% |
0.0076 |
1.0% |
47% |
False |
False |
62,096 |
| 20 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0070 |
0.9% |
35% |
False |
False |
60,888 |
| 40 |
0.8173 |
0.7566 |
0.0607 |
7.9% |
0.0068 |
0.9% |
12% |
False |
False |
63,921 |
| 60 |
0.8235 |
0.7566 |
0.0669 |
8.8% |
0.0070 |
0.9% |
11% |
False |
False |
50,633 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0069 |
0.9% |
9% |
False |
False |
38,067 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
9% |
False |
False |
30,529 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
9% |
False |
False |
25,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7794 |
|
1.618 |
0.7741 |
|
1.000 |
0.7708 |
|
0.618 |
0.7688 |
|
HIGH |
0.7655 |
|
0.618 |
0.7635 |
|
0.500 |
0.7629 |
|
0.382 |
0.7622 |
|
LOW |
0.7602 |
|
0.618 |
0.7569 |
|
1.000 |
0.7549 |
|
1.618 |
0.7516 |
|
2.618 |
0.7463 |
|
4.250 |
0.7377 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7636 |
0.7658 |
| PP |
0.7632 |
0.7652 |
| S1 |
0.7629 |
0.7645 |
|