CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7542 |
0.7571 |
0.0029 |
0.4% |
0.7568 |
| High |
0.7584 |
0.7603 |
0.0019 |
0.3% |
0.7627 |
| Low |
0.7512 |
0.7531 |
0.0019 |
0.3% |
0.7503 |
| Close |
0.7567 |
0.7552 |
-0.0015 |
-0.2% |
0.7545 |
| Range |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0124 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
105,826 |
106,565 |
739 |
0.7% |
386,042 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7778 |
0.7737 |
0.7592 |
|
| R3 |
0.7706 |
0.7665 |
0.7572 |
|
| R2 |
0.7634 |
0.7634 |
0.7565 |
|
| R1 |
0.7593 |
0.7593 |
0.7559 |
0.7578 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7554 |
| S1 |
0.7521 |
0.7521 |
0.7545 |
0.7506 |
| S2 |
0.7490 |
0.7490 |
0.7539 |
|
| S3 |
0.7418 |
0.7449 |
0.7532 |
|
| S4 |
0.7346 |
0.7377 |
0.7512 |
|
|
| 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 |
0.7615 |
0.7505 |
0.0110 |
1.5% |
0.0076 |
1.0% |
43% |
False |
False |
88,384 |
| 10 |
0.7627 |
0.7491 |
0.0136 |
1.8% |
0.0079 |
1.0% |
45% |
False |
False |
82,618 |
| 20 |
0.7720 |
0.7488 |
0.0232 |
3.1% |
0.0081 |
1.1% |
28% |
False |
False |
77,398 |
| 40 |
0.7853 |
0.7488 |
0.0365 |
4.8% |
0.0074 |
1.0% |
18% |
False |
False |
69,280 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0072 |
1.0% |
9% |
False |
False |
68,350 |
| 80 |
0.8292 |
0.7488 |
0.0804 |
10.6% |
0.0072 |
1.0% |
8% |
False |
False |
54,368 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0071 |
0.9% |
7% |
False |
False |
43,554 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0071 |
0.9% |
7% |
False |
False |
36,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7909 |
|
2.618 |
0.7791 |
|
1.618 |
0.7719 |
|
1.000 |
0.7675 |
|
0.618 |
0.7647 |
|
HIGH |
0.7603 |
|
0.618 |
0.7575 |
|
0.500 |
0.7567 |
|
0.382 |
0.7559 |
|
LOW |
0.7531 |
|
0.618 |
0.7487 |
|
1.000 |
0.7459 |
|
1.618 |
0.7415 |
|
2.618 |
0.7343 |
|
4.250 |
0.7225 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7567 |
0.7558 |
| PP |
0.7562 |
0.7556 |
| S1 |
0.7557 |
0.7554 |
|