CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7586 |
0.7542 |
-0.0044 |
-0.6% |
0.7568 |
| High |
0.7600 |
0.7584 |
-0.0016 |
-0.2% |
0.7627 |
| Low |
0.7524 |
0.7512 |
-0.0012 |
-0.2% |
0.7503 |
| Close |
0.7545 |
0.7567 |
0.0022 |
0.3% |
0.7545 |
| Range |
0.0076 |
0.0072 |
-0.0004 |
-5.3% |
0.0124 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
74,321 |
105,826 |
31,505 |
42.4% |
386,042 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7741 |
0.7607 |
|
| R3 |
0.7698 |
0.7669 |
0.7587 |
|
| R2 |
0.7626 |
0.7626 |
0.7580 |
|
| R1 |
0.7597 |
0.7597 |
0.7574 |
0.7612 |
| PP |
0.7554 |
0.7554 |
0.7554 |
0.7562 |
| S1 |
0.7525 |
0.7525 |
0.7560 |
0.7540 |
| S2 |
0.7482 |
0.7482 |
0.7554 |
|
| S3 |
0.7410 |
0.7453 |
0.7547 |
|
| S4 |
0.7338 |
0.7381 |
0.7527 |
|
|
| 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 |
0.7505 |
0.0122 |
1.6% |
0.0079 |
1.0% |
51% |
False |
False |
84,083 |
| 10 |
0.7627 |
0.7488 |
0.0139 |
1.8% |
0.0084 |
1.1% |
57% |
False |
False |
80,505 |
| 20 |
0.7720 |
0.7488 |
0.0232 |
3.1% |
0.0082 |
1.1% |
34% |
False |
False |
75,611 |
| 40 |
0.7858 |
0.7488 |
0.0370 |
4.9% |
0.0074 |
1.0% |
21% |
False |
False |
68,064 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0071 |
0.9% |
11% |
False |
False |
67,393 |
| 80 |
0.8324 |
0.7488 |
0.0836 |
11.0% |
0.0072 |
0.9% |
9% |
False |
False |
53,041 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0071 |
0.9% |
9% |
False |
False |
42,498 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0072 |
0.9% |
9% |
False |
False |
35,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7890 |
|
2.618 |
0.7772 |
|
1.618 |
0.7700 |
|
1.000 |
0.7656 |
|
0.618 |
0.7628 |
|
HIGH |
0.7584 |
|
0.618 |
0.7556 |
|
0.500 |
0.7548 |
|
0.382 |
0.7540 |
|
LOW |
0.7512 |
|
0.618 |
0.7468 |
|
1.000 |
0.7440 |
|
1.618 |
0.7396 |
|
2.618 |
0.7324 |
|
4.250 |
0.7206 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7561 |
0.7566 |
| PP |
0.7554 |
0.7565 |
| S1 |
0.7548 |
0.7564 |
|