CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7655 |
0.0016 |
0.2% |
0.7614 |
| High |
0.7667 |
0.7677 |
0.0010 |
0.1% |
0.7720 |
| Low |
0.7617 |
0.7587 |
-0.0030 |
-0.4% |
0.7585 |
| Close |
0.7650 |
0.7636 |
-0.0014 |
-0.2% |
0.7643 |
| Range |
0.0050 |
0.0090 |
0.0040 |
80.0% |
0.0135 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
2.1% |
0.0000 |
| Volume |
43,582 |
92,307 |
48,725 |
111.8% |
322,372 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7903 |
0.7860 |
0.7686 |
|
| R3 |
0.7813 |
0.7770 |
0.7661 |
|
| R2 |
0.7723 |
0.7723 |
0.7653 |
|
| R1 |
0.7680 |
0.7680 |
0.7644 |
0.7657 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7622 |
| S1 |
0.7590 |
0.7590 |
0.7628 |
0.7567 |
| S2 |
0.7543 |
0.7543 |
0.7620 |
|
| S3 |
0.7453 |
0.7500 |
0.7611 |
|
| S4 |
0.7363 |
0.7410 |
0.7587 |
|
|
| 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 |
0.7714 |
0.7587 |
0.0127 |
1.7% |
0.0064 |
0.8% |
39% |
False |
True |
57,446 |
| 10 |
0.7720 |
0.7576 |
0.0144 |
1.9% |
0.0079 |
1.0% |
42% |
False |
False |
63,603 |
| 20 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0071 |
0.9% |
34% |
False |
False |
62,061 |
| 40 |
0.8136 |
0.7566 |
0.0570 |
7.5% |
0.0069 |
0.9% |
12% |
False |
False |
64,482 |
| 60 |
0.8235 |
0.7566 |
0.0669 |
8.8% |
0.0069 |
0.9% |
10% |
False |
False |
52,882 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0069 |
0.9% |
9% |
False |
False |
39,756 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
9% |
False |
False |
31,879 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0071 |
0.9% |
9% |
False |
False |
26,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8060 |
|
2.618 |
0.7913 |
|
1.618 |
0.7823 |
|
1.000 |
0.7767 |
|
0.618 |
0.7733 |
|
HIGH |
0.7677 |
|
0.618 |
0.7643 |
|
0.500 |
0.7632 |
|
0.382 |
0.7621 |
|
LOW |
0.7587 |
|
0.618 |
0.7531 |
|
1.000 |
0.7497 |
|
1.618 |
0.7441 |
|
2.618 |
0.7351 |
|
4.250 |
0.7205 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7635 |
0.7635 |
| PP |
0.7633 |
0.7633 |
| S1 |
0.7632 |
0.7632 |
|