CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7537 |
-0.0008 |
-0.1% |
0.7588 |
| High |
0.7575 |
0.7615 |
0.0040 |
0.5% |
0.7640 |
| Low |
0.7505 |
0.7524 |
0.0019 |
0.3% |
0.7488 |
| Close |
0.7530 |
0.7578 |
0.0048 |
0.6% |
0.7567 |
| Range |
0.0070 |
0.0091 |
0.0021 |
30.0% |
0.0152 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.0% |
0.0000 |
| Volume |
70,845 |
84,363 |
13,518 |
19.1% |
428,052 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7845 |
0.7803 |
0.7628 |
|
| R3 |
0.7754 |
0.7712 |
0.7603 |
|
| R2 |
0.7663 |
0.7663 |
0.7595 |
|
| R1 |
0.7621 |
0.7621 |
0.7586 |
0.7642 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7583 |
| S1 |
0.7530 |
0.7530 |
0.7570 |
0.7551 |
| S2 |
0.7481 |
0.7481 |
0.7561 |
|
| S3 |
0.7390 |
0.7439 |
0.7553 |
|
| S4 |
0.7299 |
0.7348 |
0.7528 |
|
|
| 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% |
0.0089 |
1.2% |
60% |
False |
False |
77,428 |
| 10 |
0.7658 |
0.7488 |
0.0170 |
2.2% |
0.0089 |
1.2% |
53% |
False |
False |
81,857 |
| 20 |
0.7720 |
0.7488 |
0.0232 |
3.1% |
0.0084 |
1.1% |
39% |
False |
False |
73,742 |
| 40 |
0.7896 |
0.7488 |
0.0408 |
5.4% |
0.0074 |
1.0% |
22% |
False |
False |
66,834 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0071 |
0.9% |
12% |
False |
False |
66,052 |
| 80 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0071 |
0.9% |
10% |
False |
False |
50,795 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0072 |
1.0% |
10% |
False |
False |
40,707 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0074 |
1.0% |
10% |
False |
False |
33,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8002 |
|
2.618 |
0.7853 |
|
1.618 |
0.7762 |
|
1.000 |
0.7706 |
|
0.618 |
0.7671 |
|
HIGH |
0.7615 |
|
0.618 |
0.7580 |
|
0.500 |
0.7570 |
|
0.382 |
0.7559 |
|
LOW |
0.7524 |
|
0.618 |
0.7468 |
|
1.000 |
0.7433 |
|
1.618 |
0.7377 |
|
2.618 |
0.7286 |
|
4.250 |
0.7137 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7575 |
0.7574 |
| PP |
0.7572 |
0.7570 |
| S1 |
0.7570 |
0.7566 |
|