CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7552 |
0.7543 |
-0.0009 |
-0.1% |
0.7542 |
| High |
0.7567 |
0.7561 |
-0.0006 |
-0.1% |
0.7603 |
| Low |
0.7513 |
0.7531 |
0.0018 |
0.2% |
0.7512 |
| Close |
0.7542 |
0.7540 |
-0.0002 |
0.0% |
0.7542 |
| Range |
0.0054 |
0.0030 |
-0.0024 |
-44.4% |
0.0091 |
| ATR |
0.0077 |
0.0073 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
38,364 |
8,779 |
-29,585 |
-77.1% |
362,300 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7634 |
0.7617 |
0.7557 |
|
| R3 |
0.7604 |
0.7587 |
0.7548 |
|
| R2 |
0.7574 |
0.7574 |
0.7546 |
|
| R1 |
0.7557 |
0.7557 |
0.7543 |
0.7551 |
| PP |
0.7544 |
0.7544 |
0.7544 |
0.7541 |
| S1 |
0.7527 |
0.7527 |
0.7537 |
0.7521 |
| S2 |
0.7514 |
0.7514 |
0.7535 |
|
| S3 |
0.7484 |
0.7497 |
0.7532 |
|
| S4 |
0.7454 |
0.7467 |
0.7524 |
|
|
| 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% |
0.0058 |
0.8% |
31% |
False |
False |
74,215 |
| 10 |
0.7627 |
0.7503 |
0.0124 |
1.6% |
0.0074 |
1.0% |
30% |
False |
False |
75,712 |
| 20 |
0.7677 |
0.7488 |
0.0189 |
2.5% |
0.0076 |
1.0% |
28% |
False |
False |
75,682 |
| 40 |
0.7773 |
0.7488 |
0.0285 |
3.8% |
0.0073 |
1.0% |
18% |
False |
False |
68,276 |
| 60 |
0.8176 |
0.7488 |
0.0688 |
9.1% |
0.0071 |
0.9% |
8% |
False |
False |
67,938 |
| 80 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0071 |
0.9% |
7% |
False |
False |
56,328 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0071 |
0.9% |
6% |
False |
False |
45,127 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0071 |
0.9% |
6% |
False |
False |
37,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7689 |
|
2.618 |
0.7640 |
|
1.618 |
0.7610 |
|
1.000 |
0.7591 |
|
0.618 |
0.7580 |
|
HIGH |
0.7561 |
|
0.618 |
0.7550 |
|
0.500 |
0.7546 |
|
0.382 |
0.7542 |
|
LOW |
0.7531 |
|
0.618 |
0.7512 |
|
1.000 |
0.7501 |
|
1.618 |
0.7482 |
|
2.618 |
0.7452 |
|
4.250 |
0.7404 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7546 |
0.7552 |
| PP |
0.7544 |
0.7548 |
| S1 |
0.7542 |
0.7544 |
|