CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7503 |
0.7519 |
0.0016 |
0.2% |
0.7636 |
| High |
0.7546 |
0.7589 |
0.0043 |
0.6% |
0.7677 |
| Low |
0.7491 |
0.7516 |
0.0025 |
0.3% |
0.7578 |
| Close |
0.7496 |
0.7560 |
0.0064 |
0.9% |
0.7591 |
| Range |
0.0055 |
0.0073 |
0.0018 |
32.7% |
0.0099 |
| ATR |
0.0076 |
0.0078 |
0.0001 |
1.6% |
0.0000 |
| Volume |
72,995 |
79,331 |
6,336 |
8.7% |
328,467 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7774 |
0.7740 |
0.7600 |
|
| R3 |
0.7701 |
0.7667 |
0.7580 |
|
| R2 |
0.7628 |
0.7628 |
0.7573 |
|
| R1 |
0.7594 |
0.7594 |
0.7567 |
0.7611 |
| PP |
0.7555 |
0.7555 |
0.7555 |
0.7564 |
| S1 |
0.7521 |
0.7521 |
0.7553 |
0.7538 |
| S2 |
0.7482 |
0.7482 |
0.7547 |
|
| S3 |
0.7409 |
0.7448 |
0.7540 |
|
| S4 |
0.7336 |
0.7375 |
0.7520 |
|
|
| 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 |
2.2% |
0.0089 |
1.2% |
42% |
False |
False |
86,286 |
| 10 |
0.7682 |
0.7488 |
0.0194 |
2.6% |
0.0076 |
1.0% |
37% |
False |
False |
73,096 |
| 20 |
0.7726 |
0.7488 |
0.0238 |
3.1% |
0.0078 |
1.0% |
30% |
False |
False |
69,541 |
| 40 |
0.7967 |
0.7488 |
0.0479 |
6.3% |
0.0070 |
0.9% |
15% |
False |
False |
66,820 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0069 |
0.9% |
10% |
False |
False |
60,866 |
| 80 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0070 |
0.9% |
8% |
False |
False |
45,975 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0072 |
0.9% |
8% |
False |
False |
36,853 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0072 |
1.0% |
8% |
False |
False |
30,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7899 |
|
2.618 |
0.7780 |
|
1.618 |
0.7707 |
|
1.000 |
0.7662 |
|
0.618 |
0.7634 |
|
HIGH |
0.7589 |
|
0.618 |
0.7561 |
|
0.500 |
0.7553 |
|
0.382 |
0.7544 |
|
LOW |
0.7516 |
|
0.618 |
0.7471 |
|
1.000 |
0.7443 |
|
1.618 |
0.7398 |
|
2.618 |
0.7325 |
|
4.250 |
0.7206 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7558 |
0.7556 |
| PP |
0.7555 |
0.7552 |
| S1 |
0.7553 |
0.7548 |
|