CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7528 |
0.7503 |
-0.0025 |
-0.3% |
0.7636 |
| High |
0.7608 |
0.7546 |
-0.0062 |
-0.8% |
0.7677 |
| Low |
0.7488 |
0.7491 |
0.0003 |
0.0% |
0.7578 |
| Close |
0.7507 |
0.7496 |
-0.0011 |
-0.1% |
0.7591 |
| Range |
0.0120 |
0.0055 |
-0.0065 |
-54.2% |
0.0099 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
85,441 |
72,995 |
-12,446 |
-14.6% |
328,467 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7676 |
0.7641 |
0.7526 |
|
| R3 |
0.7621 |
0.7586 |
0.7511 |
|
| R2 |
0.7566 |
0.7566 |
0.7506 |
|
| R1 |
0.7531 |
0.7531 |
0.7501 |
0.7521 |
| PP |
0.7511 |
0.7511 |
0.7511 |
0.7506 |
| S1 |
0.7476 |
0.7476 |
0.7491 |
0.7466 |
| S2 |
0.7456 |
0.7456 |
0.7486 |
|
| S3 |
0.7401 |
0.7421 |
0.7481 |
|
| S4 |
0.7346 |
0.7366 |
0.7466 |
|
|
| 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 |
0.7658 |
0.7488 |
0.0170 |
2.3% |
0.0088 |
1.2% |
5% |
False |
False |
83,898 |
| 10 |
0.7714 |
0.7488 |
0.0226 |
3.0% |
0.0076 |
1.0% |
4% |
False |
False |
70,672 |
| 20 |
0.7726 |
0.7488 |
0.0238 |
3.2% |
0.0078 |
1.0% |
3% |
False |
False |
68,294 |
| 40 |
0.8001 |
0.7488 |
0.0513 |
6.8% |
0.0070 |
0.9% |
2% |
False |
False |
66,604 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
10.0% |
0.0069 |
0.9% |
1% |
False |
False |
59,590 |
| 80 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0070 |
0.9% |
1% |
False |
False |
44,984 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0071 |
1.0% |
1% |
False |
False |
36,062 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0072 |
1.0% |
1% |
False |
False |
30,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7780 |
|
2.618 |
0.7690 |
|
1.618 |
0.7635 |
|
1.000 |
0.7601 |
|
0.618 |
0.7580 |
|
HIGH |
0.7546 |
|
0.618 |
0.7525 |
|
0.500 |
0.7519 |
|
0.382 |
0.7512 |
|
LOW |
0.7491 |
|
0.618 |
0.7457 |
|
1.000 |
0.7436 |
|
1.618 |
0.7402 |
|
2.618 |
0.7347 |
|
4.250 |
0.7257 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7519 |
0.7564 |
| PP |
0.7511 |
0.7541 |
| S1 |
0.7504 |
0.7519 |
|