CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7588 |
0.7528 |
-0.0060 |
-0.8% |
0.7636 |
| High |
0.7640 |
0.7608 |
-0.0032 |
-0.4% |
0.7677 |
| Low |
0.7523 |
0.7488 |
-0.0035 |
-0.5% |
0.7578 |
| Close |
0.7547 |
0.7507 |
-0.0040 |
-0.5% |
0.7591 |
| Range |
0.0117 |
0.0120 |
0.0003 |
2.6% |
0.0099 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.3% |
0.0000 |
| Volume |
114,864 |
85,441 |
-29,423 |
-25.6% |
328,467 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7894 |
0.7821 |
0.7573 |
|
| R3 |
0.7774 |
0.7701 |
0.7540 |
|
| R2 |
0.7654 |
0.7654 |
0.7529 |
|
| R1 |
0.7581 |
0.7581 |
0.7518 |
0.7558 |
| PP |
0.7534 |
0.7534 |
0.7534 |
0.7523 |
| S1 |
0.7461 |
0.7461 |
0.7496 |
0.7438 |
| S2 |
0.7414 |
0.7414 |
0.7485 |
|
| S3 |
0.7294 |
0.7341 |
0.7474 |
|
| S4 |
0.7174 |
0.7221 |
0.7441 |
|
|
| 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 |
0.7488 |
0.0189 |
2.5% |
0.0095 |
1.3% |
10% |
False |
True |
87,761 |
| 10 |
0.7720 |
0.7488 |
0.0232 |
3.1% |
0.0083 |
1.1% |
8% |
False |
True |
72,178 |
| 20 |
0.7773 |
0.7488 |
0.0285 |
3.8% |
0.0078 |
1.0% |
7% |
False |
True |
67,813 |
| 40 |
0.8080 |
0.7488 |
0.0592 |
7.9% |
0.0071 |
0.9% |
3% |
False |
True |
67,200 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
10.0% |
0.0070 |
0.9% |
3% |
False |
True |
58,492 |
| 80 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0070 |
0.9% |
2% |
False |
True |
44,076 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0071 |
0.9% |
2% |
False |
True |
35,333 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0072 |
1.0% |
2% |
False |
True |
29,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8118 |
|
2.618 |
0.7922 |
|
1.618 |
0.7802 |
|
1.000 |
0.7728 |
|
0.618 |
0.7682 |
|
HIGH |
0.7608 |
|
0.618 |
0.7562 |
|
0.500 |
0.7548 |
|
0.382 |
0.7534 |
|
LOW |
0.7488 |
|
0.618 |
0.7414 |
|
1.000 |
0.7368 |
|
1.618 |
0.7294 |
|
2.618 |
0.7174 |
|
4.250 |
0.6978 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7548 |
0.7573 |
| PP |
0.7534 |
0.7551 |
| S1 |
0.7521 |
0.7529 |
|