CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7840 |
0.7739 |
-0.0101 |
-1.3% |
0.7952 |
High |
0.7842 |
0.7739 |
-0.0103 |
-1.3% |
0.7952 |
Low |
0.7710 |
0.7703 |
-0.0007 |
-0.1% |
0.7815 |
Close |
0.7725 |
0.7703 |
-0.0022 |
-0.3% |
0.7866 |
Range |
0.0132 |
0.0036 |
-0.0096 |
-72.7% |
0.0137 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
281 |
1,402 |
1,121 |
398.9% |
1,968 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7823 |
0.7799 |
0.7723 |
|
R3 |
0.7787 |
0.7763 |
0.7713 |
|
R2 |
0.7751 |
0.7751 |
0.7710 |
|
R1 |
0.7727 |
0.7727 |
0.7706 |
0.7721 |
PP |
0.7715 |
0.7715 |
0.7715 |
0.7712 |
S1 |
0.7691 |
0.7691 |
0.7700 |
0.7685 |
S2 |
0.7679 |
0.7679 |
0.7696 |
|
S3 |
0.7643 |
0.7655 |
0.7693 |
|
S4 |
0.7607 |
0.7619 |
0.7683 |
|
|
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 |
0.7885 |
0.7703 |
0.0182 |
2.4% |
0.0067 |
0.9% |
0% |
False |
True |
529 |
10 |
0.7958 |
0.7703 |
0.0255 |
3.3% |
0.0062 |
0.8% |
0% |
False |
True |
439 |
20 |
0.8216 |
0.7703 |
0.0513 |
6.7% |
0.0063 |
0.8% |
0% |
False |
True |
282 |
40 |
0.8216 |
0.7703 |
0.0513 |
6.7% |
0.0057 |
0.7% |
0% |
False |
True |
227 |
60 |
0.8364 |
0.7703 |
0.0661 |
8.6% |
0.0051 |
0.7% |
0% |
False |
True |
170 |
80 |
0.8364 |
0.7703 |
0.0661 |
8.6% |
0.0048 |
0.6% |
0% |
False |
True |
134 |
100 |
0.8364 |
0.7703 |
0.0661 |
8.6% |
0.0046 |
0.6% |
0% |
False |
True |
116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7892 |
2.618 |
0.7833 |
1.618 |
0.7797 |
1.000 |
0.7775 |
0.618 |
0.7761 |
HIGH |
0.7739 |
0.618 |
0.7725 |
0.500 |
0.7721 |
0.382 |
0.7717 |
LOW |
0.7703 |
0.618 |
0.7681 |
1.000 |
0.7667 |
1.618 |
0.7645 |
2.618 |
0.7609 |
4.250 |
0.7550 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7721 |
0.7777 |
PP |
0.7715 |
0.7752 |
S1 |
0.7709 |
0.7728 |
|