CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7541 |
0.7552 |
0.0011 |
0.1% |
0.7542 |
| High |
0.7590 |
0.7567 |
-0.0023 |
-0.3% |
0.7603 |
| Low |
0.7526 |
0.7513 |
-0.0013 |
-0.2% |
0.7512 |
| Close |
0.7570 |
0.7542 |
-0.0028 |
-0.4% |
0.7542 |
| Range |
0.0064 |
0.0054 |
-0.0010 |
-15.6% |
0.0091 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
111,545 |
38,364 |
-73,181 |
-65.6% |
362,300 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7703 |
0.7676 |
0.7572 |
|
| R3 |
0.7649 |
0.7622 |
0.7557 |
|
| R2 |
0.7595 |
0.7595 |
0.7552 |
|
| R1 |
0.7568 |
0.7568 |
0.7547 |
0.7555 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7534 |
| S1 |
0.7514 |
0.7514 |
0.7537 |
0.7501 |
| S2 |
0.7487 |
0.7487 |
0.7532 |
|
| S3 |
0.7433 |
0.7460 |
0.7527 |
|
| S4 |
0.7379 |
0.7406 |
0.7512 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7775 |
0.7592 |
|
| R3 |
0.7734 |
0.7684 |
0.7567 |
|
| R2 |
0.7643 |
0.7643 |
0.7559 |
|
| R1 |
0.7593 |
0.7593 |
0.7550 |
0.7588 |
| PP |
0.7552 |
0.7552 |
0.7552 |
0.7550 |
| S1 |
0.7502 |
0.7502 |
0.7534 |
0.7497 |
| S2 |
0.7461 |
0.7461 |
0.7525 |
|
| S3 |
0.7370 |
0.7411 |
0.7517 |
|
| S4 |
0.7279 |
0.7320 |
0.7492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7603 |
0.7512 |
0.0091 |
1.2% |
0.0068 |
0.9% |
33% |
False |
False |
87,324 |
| 10 |
0.7627 |
0.7503 |
0.0124 |
1.6% |
0.0078 |
1.0% |
31% |
False |
False |
82,376 |
| 20 |
0.7682 |
0.7488 |
0.0194 |
2.6% |
0.0077 |
1.0% |
28% |
False |
False |
77,736 |
| 40 |
0.7773 |
0.7488 |
0.0285 |
3.8% |
0.0073 |
1.0% |
19% |
False |
False |
69,222 |
| 60 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0072 |
1.0% |
7% |
False |
False |
69,026 |
| 80 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0071 |
0.9% |
7% |
False |
False |
56,229 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0071 |
0.9% |
6% |
False |
False |
45,045 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0071 |
0.9% |
6% |
False |
False |
37,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7797 |
|
2.618 |
0.7708 |
|
1.618 |
0.7654 |
|
1.000 |
0.7621 |
|
0.618 |
0.7600 |
|
HIGH |
0.7567 |
|
0.618 |
0.7546 |
|
0.500 |
0.7540 |
|
0.382 |
0.7534 |
|
LOW |
0.7513 |
|
0.618 |
0.7480 |
|
1.000 |
0.7459 |
|
1.618 |
0.7426 |
|
2.618 |
0.7372 |
|
4.250 |
0.7284 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7541 |
0.7558 |
| PP |
0.7541 |
0.7553 |
| S1 |
0.7540 |
0.7547 |
|