CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7537 |
0.7586 |
0.0049 |
0.7% |
0.7568 |
| High |
0.7615 |
0.7600 |
-0.0015 |
-0.2% |
0.7627 |
| Low |
0.7524 |
0.7524 |
0.0000 |
0.0% |
0.7503 |
| Close |
0.7578 |
0.7545 |
-0.0033 |
-0.4% |
0.7545 |
| Range |
0.0091 |
0.0076 |
-0.0015 |
-16.5% |
0.0124 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
84,363 |
74,321 |
-10,042 |
-11.9% |
386,042 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7784 |
0.7741 |
0.7587 |
|
| R3 |
0.7708 |
0.7665 |
0.7566 |
|
| R2 |
0.7632 |
0.7632 |
0.7559 |
|
| R1 |
0.7589 |
0.7589 |
0.7552 |
0.7573 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7548 |
| S1 |
0.7513 |
0.7513 |
0.7538 |
0.7497 |
| S2 |
0.7480 |
0.7480 |
0.7531 |
|
| S3 |
0.7404 |
0.7437 |
0.7524 |
|
| S4 |
0.7328 |
0.7361 |
0.7503 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7930 |
0.7862 |
0.7613 |
|
| R3 |
0.7806 |
0.7738 |
0.7579 |
|
| R2 |
0.7682 |
0.7682 |
0.7568 |
|
| R1 |
0.7614 |
0.7614 |
0.7556 |
0.7586 |
| PP |
0.7558 |
0.7558 |
0.7558 |
0.7545 |
| S1 |
0.7490 |
0.7490 |
0.7534 |
0.7462 |
| S2 |
0.7434 |
0.7434 |
0.7522 |
|
| S3 |
0.7310 |
0.7366 |
0.7511 |
|
| S4 |
0.7186 |
0.7242 |
0.7477 |
|
|
| 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% |
34% |
False |
False |
77,208 |
| 10 |
0.7640 |
0.7488 |
0.0152 |
2.0% |
0.0089 |
1.2% |
38% |
False |
False |
81,409 |
| 20 |
0.7720 |
0.7488 |
0.0232 |
3.1% |
0.0084 |
1.1% |
25% |
False |
False |
73,246 |
| 40 |
0.7881 |
0.7488 |
0.0393 |
5.2% |
0.0074 |
1.0% |
15% |
False |
False |
66,988 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0071 |
0.9% |
8% |
False |
False |
66,568 |
| 80 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0071 |
0.9% |
6% |
False |
False |
51,721 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0071 |
0.9% |
6% |
False |
False |
41,449 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0072 |
1.0% |
6% |
False |
False |
34,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7923 |
|
2.618 |
0.7799 |
|
1.618 |
0.7723 |
|
1.000 |
0.7676 |
|
0.618 |
0.7647 |
|
HIGH |
0.7600 |
|
0.618 |
0.7571 |
|
0.500 |
0.7562 |
|
0.382 |
0.7553 |
|
LOW |
0.7524 |
|
0.618 |
0.7477 |
|
1.000 |
0.7448 |
|
1.618 |
0.7401 |
|
2.618 |
0.7325 |
|
4.250 |
0.7201 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7562 |
0.7560 |
| PP |
0.7556 |
0.7555 |
| S1 |
0.7551 |
0.7550 |
|