CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 24-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
0.7666 |
0.7672 |
0.0006 |
0.1% |
0.7707 |
High |
0.7701 |
0.7672 |
-0.0029 |
-0.4% |
0.7730 |
Low |
0.7661 |
0.7630 |
-0.0031 |
-0.4% |
0.7630 |
Close |
0.7664 |
0.7647 |
-0.0017 |
-0.2% |
0.7647 |
Range |
0.0040 |
0.0042 |
0.0002 |
5.0% |
0.0100 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
215 |
325 |
110 |
51.2% |
1,455 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7776 |
0.7753 |
0.7670 |
|
R3 |
0.7734 |
0.7711 |
0.7659 |
|
R2 |
0.7692 |
0.7692 |
0.7655 |
|
R1 |
0.7669 |
0.7669 |
0.7651 |
0.7660 |
PP |
0.7650 |
0.7650 |
0.7650 |
0.7645 |
S1 |
0.7627 |
0.7627 |
0.7643 |
0.7618 |
S2 |
0.7608 |
0.7608 |
0.7639 |
|
S3 |
0.7566 |
0.7585 |
0.7635 |
|
S4 |
0.7524 |
0.7543 |
0.7624 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7969 |
0.7908 |
0.7702 |
|
R3 |
0.7869 |
0.7808 |
0.7675 |
|
R2 |
0.7769 |
0.7769 |
0.7665 |
|
R1 |
0.7708 |
0.7708 |
0.7656 |
0.7689 |
PP |
0.7669 |
0.7669 |
0.7669 |
0.7659 |
S1 |
0.7608 |
0.7608 |
0.7638 |
0.7589 |
S2 |
0.7569 |
0.7569 |
0.7629 |
|
S3 |
0.7469 |
0.7508 |
0.7620 |
|
S4 |
0.7369 |
0.7408 |
0.7592 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7730 |
0.7630 |
0.0100 |
1.3% |
0.0045 |
0.6% |
17% |
False |
True |
291 |
10 |
0.7868 |
0.7630 |
0.0238 |
3.1% |
0.0053 |
0.7% |
7% |
False |
True |
407 |
20 |
0.8107 |
0.7630 |
0.0477 |
6.2% |
0.0057 |
0.7% |
4% |
False |
True |
348 |
40 |
0.8216 |
0.7630 |
0.0586 |
7.7% |
0.0056 |
0.7% |
3% |
False |
True |
247 |
60 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0052 |
0.7% |
2% |
False |
True |
189 |
80 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0049 |
0.6% |
2% |
False |
True |
154 |
100 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0048 |
0.6% |
2% |
False |
True |
132 |
120 |
0.8364 |
0.7630 |
0.0734 |
9.6% |
0.0044 |
0.6% |
2% |
False |
True |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7851 |
2.618 |
0.7782 |
1.618 |
0.7740 |
1.000 |
0.7714 |
0.618 |
0.7698 |
HIGH |
0.7672 |
0.618 |
0.7656 |
0.500 |
0.7651 |
0.382 |
0.7646 |
LOW |
0.7630 |
0.618 |
0.7604 |
1.000 |
0.7588 |
1.618 |
0.7562 |
2.618 |
0.7520 |
4.250 |
0.7452 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7651 |
0.7675 |
PP |
0.7650 |
0.7665 |
S1 |
0.7648 |
0.7656 |
|