CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7568 |
0.7614 |
0.0046 |
0.6% |
0.7588 |
| High |
0.7623 |
0.7627 |
0.0004 |
0.1% |
0.7640 |
| Low |
0.7503 |
0.7541 |
0.0038 |
0.5% |
0.7488 |
| Close |
0.7588 |
0.7573 |
-0.0015 |
-0.2% |
0.7567 |
| Range |
0.0120 |
0.0086 |
-0.0034 |
-28.3% |
0.0152 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.5% |
0.0000 |
| Volume |
71,451 |
85,062 |
13,611 |
19.0% |
428,052 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7838 |
0.7792 |
0.7620 |
|
| R3 |
0.7752 |
0.7706 |
0.7597 |
|
| R2 |
0.7666 |
0.7666 |
0.7589 |
|
| R1 |
0.7620 |
0.7620 |
0.7581 |
0.7600 |
| PP |
0.7580 |
0.7580 |
0.7580 |
0.7571 |
| S1 |
0.7534 |
0.7534 |
0.7565 |
0.7514 |
| S2 |
0.7494 |
0.7494 |
0.7557 |
|
| S3 |
0.7408 |
0.7448 |
0.7549 |
|
| S4 |
0.7322 |
0.7362 |
0.7526 |
|
|
| 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 |
0.7627 |
0.7491 |
0.0136 |
1.8% |
0.0082 |
1.1% |
60% |
True |
False |
76,852 |
| 10 |
0.7677 |
0.7488 |
0.0189 |
2.5% |
0.0089 |
1.2% |
45% |
False |
False |
82,306 |
| 20 |
0.7720 |
0.7488 |
0.0232 |
3.1% |
0.0082 |
1.1% |
37% |
False |
False |
71,432 |
| 40 |
0.7896 |
0.7488 |
0.0408 |
5.4% |
0.0072 |
0.9% |
21% |
False |
False |
66,503 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0071 |
0.9% |
11% |
False |
False |
64,348 |
| 80 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0070 |
0.9% |
10% |
False |
False |
48,862 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0072 |
1.0% |
10% |
False |
False |
39,159 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0073 |
1.0% |
10% |
False |
False |
32,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7993 |
|
2.618 |
0.7852 |
|
1.618 |
0.7766 |
|
1.000 |
0.7713 |
|
0.618 |
0.7680 |
|
HIGH |
0.7627 |
|
0.618 |
0.7594 |
|
0.500 |
0.7584 |
|
0.382 |
0.7574 |
|
LOW |
0.7541 |
|
0.618 |
0.7488 |
|
1.000 |
0.7455 |
|
1.618 |
0.7402 |
|
2.618 |
0.7316 |
|
4.250 |
0.7176 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7584 |
0.7570 |
| PP |
0.7580 |
0.7568 |
| S1 |
0.7577 |
0.7565 |
|