CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7519 |
0.7576 |
0.0057 |
0.8% |
0.7588 |
| High |
0.7589 |
0.7595 |
0.0006 |
0.1% |
0.7640 |
| Low |
0.7516 |
0.7518 |
0.0002 |
0.0% |
0.7488 |
| Close |
0.7560 |
0.7567 |
0.0007 |
0.1% |
0.7567 |
| Range |
0.0073 |
0.0077 |
0.0004 |
5.5% |
0.0152 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
79,331 |
75,421 |
-3,910 |
-4.9% |
428,052 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7756 |
0.7609 |
|
| R3 |
0.7714 |
0.7679 |
0.7588 |
|
| R2 |
0.7637 |
0.7637 |
0.7581 |
|
| R1 |
0.7602 |
0.7602 |
0.7574 |
0.7581 |
| PP |
0.7560 |
0.7560 |
0.7560 |
0.7550 |
| S1 |
0.7525 |
0.7525 |
0.7560 |
0.7504 |
| S2 |
0.7483 |
0.7483 |
0.7553 |
|
| S3 |
0.7406 |
0.7448 |
0.7546 |
|
| S4 |
0.7329 |
0.7371 |
0.7525 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8021 |
0.7946 |
0.7651 |
|
| R3 |
0.7869 |
0.7794 |
0.7609 |
|
| R2 |
0.7717 |
0.7717 |
0.7595 |
|
| R1 |
0.7642 |
0.7642 |
0.7581 |
0.7604 |
| PP |
0.7565 |
0.7565 |
0.7565 |
0.7546 |
| S1 |
0.7490 |
0.7490 |
0.7553 |
0.7452 |
| S2 |
0.7413 |
0.7413 |
0.7539 |
|
| S3 |
0.7261 |
0.7338 |
0.7525 |
|
| S4 |
0.7109 |
0.7186 |
0.7483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7640 |
0.7488 |
0.0152 |
2.0% |
0.0088 |
1.2% |
52% |
False |
False |
85,610 |
| 10 |
0.7677 |
0.7488 |
0.0189 |
2.5% |
0.0078 |
1.0% |
42% |
False |
False |
75,651 |
| 20 |
0.7720 |
0.7488 |
0.0232 |
3.1% |
0.0077 |
1.0% |
34% |
False |
False |
69,040 |
| 40 |
0.7966 |
0.7488 |
0.0478 |
6.3% |
0.0071 |
0.9% |
17% |
False |
False |
66,719 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0070 |
0.9% |
11% |
False |
False |
62,086 |
| 80 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0070 |
0.9% |
9% |
False |
False |
46,915 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0071 |
0.9% |
9% |
False |
False |
37,604 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0072 |
1.0% |
9% |
False |
False |
31,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7922 |
|
2.618 |
0.7797 |
|
1.618 |
0.7720 |
|
1.000 |
0.7672 |
|
0.618 |
0.7643 |
|
HIGH |
0.7595 |
|
0.618 |
0.7566 |
|
0.500 |
0.7557 |
|
0.382 |
0.7547 |
|
LOW |
0.7518 |
|
0.618 |
0.7470 |
|
1.000 |
0.7441 |
|
1.618 |
0.7393 |
|
2.618 |
0.7316 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7564 |
0.7559 |
| PP |
0.7560 |
0.7551 |
| S1 |
0.7557 |
0.7543 |
|