CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7641 |
0.7588 |
-0.0053 |
-0.7% |
0.7636 |
High |
0.7658 |
0.7640 |
-0.0018 |
-0.2% |
0.7677 |
Low |
0.7578 |
0.7523 |
-0.0055 |
-0.7% |
0.7578 |
Close |
0.7591 |
0.7547 |
-0.0044 |
-0.6% |
0.7591 |
Range |
0.0080 |
0.0117 |
0.0037 |
46.3% |
0.0099 |
ATR |
0.0072 |
0.0075 |
0.0003 |
4.5% |
0.0000 |
Volume |
78,799 |
114,864 |
36,065 |
45.8% |
328,467 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7921 |
0.7851 |
0.7611 |
|
R3 |
0.7804 |
0.7734 |
0.7579 |
|
R2 |
0.7687 |
0.7687 |
0.7568 |
|
R1 |
0.7617 |
0.7617 |
0.7558 |
0.7594 |
PP |
0.7570 |
0.7570 |
0.7570 |
0.7558 |
S1 |
0.7500 |
0.7500 |
0.7536 |
0.7477 |
S2 |
0.7453 |
0.7453 |
0.7526 |
|
S3 |
0.7336 |
0.7383 |
0.7515 |
|
S4 |
0.7219 |
0.7266 |
0.7483 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7912 |
0.7851 |
0.7645 |
|
R3 |
0.7813 |
0.7752 |
0.7618 |
|
R2 |
0.7714 |
0.7714 |
0.7609 |
|
R1 |
0.7653 |
0.7653 |
0.7600 |
0.7634 |
PP |
0.7615 |
0.7615 |
0.7615 |
0.7606 |
S1 |
0.7554 |
0.7554 |
0.7582 |
0.7535 |
S2 |
0.7516 |
0.7516 |
0.7573 |
|
S3 |
0.7417 |
0.7455 |
0.7564 |
|
S4 |
0.7318 |
0.7356 |
0.7537 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7677 |
0.7523 |
0.0154 |
2.0% |
0.0081 |
1.1% |
16% |
False |
True |
79,389 |
10 |
0.7720 |
0.7523 |
0.0197 |
2.6% |
0.0080 |
1.1% |
12% |
False |
True |
70,717 |
20 |
0.7773 |
0.7523 |
0.0250 |
3.3% |
0.0076 |
1.0% |
10% |
False |
True |
66,584 |
40 |
0.8118 |
0.7523 |
0.0595 |
7.9% |
0.0070 |
0.9% |
4% |
False |
True |
66,933 |
60 |
0.8235 |
0.7523 |
0.0712 |
9.4% |
0.0069 |
0.9% |
3% |
False |
True |
57,106 |
80 |
0.8375 |
0.7523 |
0.0852 |
11.3% |
0.0069 |
0.9% |
3% |
False |
True |
43,010 |
100 |
0.8375 |
0.7523 |
0.0852 |
11.3% |
0.0071 |
0.9% |
3% |
False |
True |
34,481 |
120 |
0.8375 |
0.7523 |
0.0852 |
11.3% |
0.0071 |
0.9% |
3% |
False |
True |
28,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8137 |
2.618 |
0.7946 |
1.618 |
0.7829 |
1.000 |
0.7757 |
0.618 |
0.7712 |
HIGH |
0.7640 |
0.618 |
0.7595 |
0.500 |
0.7582 |
0.382 |
0.7568 |
LOW |
0.7523 |
0.618 |
0.7451 |
1.000 |
0.7406 |
1.618 |
0.7334 |
2.618 |
0.7217 |
4.250 |
0.7026 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7582 |
0.7591 |
PP |
0.7570 |
0.7576 |
S1 |
0.7559 |
0.7562 |
|