CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7655 |
0.7620 |
-0.0035 |
-0.5% |
0.7614 |
| High |
0.7677 |
0.7656 |
-0.0021 |
-0.3% |
0.7720 |
| Low |
0.7587 |
0.7588 |
0.0001 |
0.0% |
0.7585 |
| Close |
0.7636 |
0.7636 |
0.0000 |
0.0% |
0.7643 |
| Range |
0.0090 |
0.0068 |
-0.0022 |
-24.4% |
0.0135 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
92,307 |
67,394 |
-24,913 |
-27.0% |
322,372 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7831 |
0.7801 |
0.7673 |
|
| R3 |
0.7763 |
0.7733 |
0.7655 |
|
| R2 |
0.7695 |
0.7695 |
0.7648 |
|
| R1 |
0.7665 |
0.7665 |
0.7642 |
0.7680 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7634 |
| S1 |
0.7597 |
0.7597 |
0.7630 |
0.7612 |
| S2 |
0.7559 |
0.7559 |
0.7624 |
|
| S3 |
0.7491 |
0.7529 |
0.7617 |
|
| S4 |
0.7423 |
0.7461 |
0.7599 |
|
|
| 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 |
0.7682 |
0.7587 |
0.0095 |
1.2% |
0.0062 |
0.8% |
52% |
False |
False |
59,906 |
| 10 |
0.7720 |
0.7583 |
0.0137 |
1.8% |
0.0080 |
1.0% |
39% |
False |
False |
65,627 |
| 20 |
0.7773 |
0.7566 |
0.0207 |
2.7% |
0.0071 |
0.9% |
34% |
False |
False |
62,453 |
| 40 |
0.8118 |
0.7566 |
0.0552 |
7.2% |
0.0068 |
0.9% |
13% |
False |
False |
64,499 |
| 60 |
0.8235 |
0.7566 |
0.0669 |
8.8% |
0.0069 |
0.9% |
10% |
False |
False |
53,981 |
| 80 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0069 |
0.9% |
9% |
False |
False |
40,595 |
| 100 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0070 |
0.9% |
9% |
False |
False |
32,550 |
| 120 |
0.8375 |
0.7566 |
0.0809 |
10.6% |
0.0071 |
0.9% |
9% |
False |
False |
27,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7945 |
|
2.618 |
0.7834 |
|
1.618 |
0.7766 |
|
1.000 |
0.7724 |
|
0.618 |
0.7698 |
|
HIGH |
0.7656 |
|
0.618 |
0.7630 |
|
0.500 |
0.7622 |
|
0.382 |
0.7614 |
|
LOW |
0.7588 |
|
0.618 |
0.7546 |
|
1.000 |
0.7520 |
|
1.618 |
0.7478 |
|
2.618 |
0.7410 |
|
4.250 |
0.7299 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7631 |
0.7635 |
| PP |
0.7627 |
0.7633 |
| S1 |
0.7622 |
0.7632 |
|