CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7571 |
0.7541 |
-0.0030 |
-0.4% |
0.7568 |
| High |
0.7603 |
0.7590 |
-0.0013 |
-0.2% |
0.7627 |
| Low |
0.7531 |
0.7526 |
-0.0005 |
-0.1% |
0.7503 |
| Close |
0.7552 |
0.7570 |
0.0018 |
0.2% |
0.7545 |
| Range |
0.0072 |
0.0064 |
-0.0008 |
-11.1% |
0.0124 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
106,565 |
111,545 |
4,980 |
4.7% |
386,042 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7754 |
0.7726 |
0.7605 |
|
| R3 |
0.7690 |
0.7662 |
0.7588 |
|
| R2 |
0.7626 |
0.7626 |
0.7582 |
|
| R1 |
0.7598 |
0.7598 |
0.7576 |
0.7612 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7569 |
| S1 |
0.7534 |
0.7534 |
0.7564 |
0.7548 |
| S2 |
0.7498 |
0.7498 |
0.7558 |
|
| S3 |
0.7434 |
0.7470 |
0.7552 |
|
| S4 |
0.7370 |
0.7406 |
0.7535 |
|
|
| 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 |
0.7512 |
0.0103 |
1.4% |
0.0075 |
1.0% |
56% |
False |
False |
96,524 |
| 10 |
0.7627 |
0.7503 |
0.0124 |
1.6% |
0.0080 |
1.1% |
54% |
False |
False |
86,473 |
| 20 |
0.7714 |
0.7488 |
0.0226 |
3.0% |
0.0078 |
1.0% |
36% |
False |
False |
78,572 |
| 40 |
0.7773 |
0.7488 |
0.0285 |
3.8% |
0.0072 |
1.0% |
29% |
False |
False |
69,595 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0072 |
1.0% |
11% |
False |
False |
69,520 |
| 80 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0072 |
0.9% |
11% |
False |
False |
55,757 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0071 |
0.9% |
9% |
False |
False |
44,663 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.7% |
0.0071 |
0.9% |
9% |
False |
False |
37,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7862 |
|
2.618 |
0.7758 |
|
1.618 |
0.7694 |
|
1.000 |
0.7654 |
|
0.618 |
0.7630 |
|
HIGH |
0.7590 |
|
0.618 |
0.7566 |
|
0.500 |
0.7558 |
|
0.382 |
0.7550 |
|
LOW |
0.7526 |
|
0.618 |
0.7486 |
|
1.000 |
0.7462 |
|
1.618 |
0.7422 |
|
2.618 |
0.7358 |
|
4.250 |
0.7254 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7566 |
0.7566 |
| PP |
0.7562 |
0.7562 |
| S1 |
0.7558 |
0.7558 |
|