CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7614 |
0.7545 |
-0.0069 |
-0.9% |
0.7588 |
| High |
0.7627 |
0.7575 |
-0.0052 |
-0.7% |
0.7640 |
| Low |
0.7541 |
0.7505 |
-0.0036 |
-0.5% |
0.7488 |
| Close |
0.7573 |
0.7530 |
-0.0043 |
-0.6% |
0.7567 |
| Range |
0.0086 |
0.0070 |
-0.0016 |
-18.6% |
0.0152 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
85,062 |
70,845 |
-14,217 |
-16.7% |
428,052 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7708 |
0.7569 |
|
| R3 |
0.7677 |
0.7638 |
0.7549 |
|
| R2 |
0.7607 |
0.7607 |
0.7543 |
|
| R1 |
0.7568 |
0.7568 |
0.7536 |
0.7553 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7529 |
| S1 |
0.7498 |
0.7498 |
0.7524 |
0.7483 |
| S2 |
0.7467 |
0.7467 |
0.7517 |
|
| S3 |
0.7397 |
0.7428 |
0.7511 |
|
| S4 |
0.7327 |
0.7358 |
0.7492 |
|
|
| 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 |
0.7503 |
0.0124 |
1.6% |
0.0085 |
1.1% |
22% |
False |
False |
76,422 |
| 10 |
0.7658 |
0.7488 |
0.0170 |
2.3% |
0.0087 |
1.2% |
25% |
False |
False |
80,160 |
| 20 |
0.7720 |
0.7488 |
0.0232 |
3.1% |
0.0083 |
1.1% |
18% |
False |
False |
71,882 |
| 40 |
0.7896 |
0.7488 |
0.0408 |
5.4% |
0.0072 |
1.0% |
10% |
False |
False |
66,323 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0071 |
0.9% |
6% |
False |
False |
65,204 |
| 80 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0071 |
0.9% |
5% |
False |
False |
49,742 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0072 |
1.0% |
5% |
False |
False |
39,865 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0073 |
1.0% |
5% |
False |
False |
33,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7873 |
|
2.618 |
0.7758 |
|
1.618 |
0.7688 |
|
1.000 |
0.7645 |
|
0.618 |
0.7618 |
|
HIGH |
0.7575 |
|
0.618 |
0.7548 |
|
0.500 |
0.7540 |
|
0.382 |
0.7532 |
|
LOW |
0.7505 |
|
0.618 |
0.7462 |
|
1.000 |
0.7435 |
|
1.618 |
0.7392 |
|
2.618 |
0.7322 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7540 |
0.7565 |
| PP |
0.7537 |
0.7553 |
| S1 |
0.7533 |
0.7542 |
|