CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7834 |
0.7857 |
0.0023 |
0.3% |
0.7952 |
High |
0.7875 |
0.7885 |
0.0010 |
0.1% |
0.7952 |
Low |
0.7834 |
0.7828 |
-0.0006 |
-0.1% |
0.7815 |
Close |
0.7849 |
0.7866 |
0.0017 |
0.2% |
0.7866 |
Range |
0.0041 |
0.0057 |
0.0016 |
39.0% |
0.0137 |
ATR |
0.0059 |
0.0059 |
0.0000 |
-0.2% |
0.0000 |
Volume |
321 |
389 |
68 |
21.2% |
1,968 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8031 |
0.8005 |
0.7897 |
|
R3 |
0.7974 |
0.7948 |
0.7882 |
|
R2 |
0.7917 |
0.7917 |
0.7876 |
|
R1 |
0.7891 |
0.7891 |
0.7871 |
0.7904 |
PP |
0.7860 |
0.7860 |
0.7860 |
0.7866 |
S1 |
0.7834 |
0.7834 |
0.7861 |
0.7847 |
S2 |
0.7803 |
0.7803 |
0.7856 |
|
S3 |
0.7746 |
0.7777 |
0.7850 |
|
S4 |
0.7689 |
0.7720 |
0.7835 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8289 |
0.8214 |
0.7941 |
|
R3 |
0.8152 |
0.8077 |
0.7904 |
|
R2 |
0.8015 |
0.8015 |
0.7891 |
|
R1 |
0.7940 |
0.7940 |
0.7879 |
0.7909 |
PP |
0.7878 |
0.7878 |
0.7878 |
0.7862 |
S1 |
0.7803 |
0.7803 |
0.7853 |
0.7772 |
S2 |
0.7741 |
0.7741 |
0.7841 |
|
S3 |
0.7604 |
0.7666 |
0.7828 |
|
S4 |
0.7467 |
0.7529 |
0.7791 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7952 |
0.7815 |
0.0137 |
1.7% |
0.0056 |
0.7% |
37% |
False |
False |
393 |
10 |
0.8107 |
0.7815 |
0.0292 |
3.7% |
0.0061 |
0.8% |
17% |
False |
False |
289 |
20 |
0.8216 |
0.7815 |
0.0401 |
5.1% |
0.0057 |
0.7% |
13% |
False |
False |
194 |
40 |
0.8349 |
0.7815 |
0.0534 |
6.8% |
0.0055 |
0.7% |
10% |
False |
False |
174 |
60 |
0.8364 |
0.7815 |
0.0549 |
7.0% |
0.0051 |
0.6% |
9% |
False |
False |
134 |
80 |
0.8364 |
0.7810 |
0.0554 |
7.0% |
0.0048 |
0.6% |
10% |
False |
False |
107 |
100 |
0.8364 |
0.7780 |
0.0584 |
7.4% |
0.0045 |
0.6% |
15% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8127 |
2.618 |
0.8034 |
1.618 |
0.7977 |
1.000 |
0.7942 |
0.618 |
0.7920 |
HIGH |
0.7885 |
0.618 |
0.7863 |
0.500 |
0.7857 |
0.382 |
0.7850 |
LOW |
0.7828 |
0.618 |
0.7793 |
1.000 |
0.7771 |
1.618 |
0.7736 |
2.618 |
0.7679 |
4.250 |
0.7586 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7863 |
0.7862 |
PP |
0.7860 |
0.7858 |
S1 |
0.7857 |
0.7855 |
|