CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7576 |
0.7568 |
-0.0008 |
-0.1% |
0.7588 |
| High |
0.7595 |
0.7623 |
0.0028 |
0.4% |
0.7640 |
| Low |
0.7518 |
0.7503 |
-0.0015 |
-0.2% |
0.7488 |
| Close |
0.7567 |
0.7588 |
0.0021 |
0.3% |
0.7567 |
| Range |
0.0077 |
0.0120 |
0.0043 |
55.8% |
0.0152 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.9% |
0.0000 |
| Volume |
75,421 |
71,451 |
-3,970 |
-5.3% |
428,052 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7880 |
0.7654 |
|
| R3 |
0.7811 |
0.7760 |
0.7621 |
|
| R2 |
0.7691 |
0.7691 |
0.7610 |
|
| R1 |
0.7640 |
0.7640 |
0.7599 |
0.7666 |
| PP |
0.7571 |
0.7571 |
0.7571 |
0.7584 |
| S1 |
0.7520 |
0.7520 |
0.7577 |
0.7546 |
| S2 |
0.7451 |
0.7451 |
0.7566 |
|
| S3 |
0.7331 |
0.7400 |
0.7555 |
|
| S4 |
0.7211 |
0.7280 |
0.7522 |
|
|
| 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 |
0.7623 |
0.7488 |
0.0135 |
1.8% |
0.0089 |
1.2% |
74% |
True |
False |
76,927 |
| 10 |
0.7677 |
0.7488 |
0.0189 |
2.5% |
0.0085 |
1.1% |
53% |
False |
False |
78,158 |
| 20 |
0.7720 |
0.7488 |
0.0232 |
3.1% |
0.0081 |
1.1% |
43% |
False |
False |
70,127 |
| 40 |
0.7899 |
0.7488 |
0.0411 |
5.4% |
0.0072 |
0.9% |
24% |
False |
False |
66,300 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.8% |
0.0071 |
0.9% |
13% |
False |
False |
63,156 |
| 80 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0070 |
0.9% |
11% |
False |
False |
47,804 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0072 |
1.0% |
11% |
False |
False |
38,311 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0073 |
1.0% |
11% |
False |
False |
31,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8133 |
|
2.618 |
0.7937 |
|
1.618 |
0.7817 |
|
1.000 |
0.7743 |
|
0.618 |
0.7697 |
|
HIGH |
0.7623 |
|
0.618 |
0.7577 |
|
0.500 |
0.7563 |
|
0.382 |
0.7549 |
|
LOW |
0.7503 |
|
0.618 |
0.7429 |
|
1.000 |
0.7383 |
|
1.618 |
0.7309 |
|
2.618 |
0.7189 |
|
4.250 |
0.6993 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7580 |
0.7580 |
| PP |
0.7571 |
0.7571 |
| S1 |
0.7563 |
0.7563 |
|