CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 03-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7685 |
0.7639 |
-0.0046 |
-0.6% |
0.7667 |
High |
0.7719 |
0.7639 |
-0.0080 |
-1.0% |
0.7768 |
Low |
0.7632 |
0.7587 |
-0.0045 |
-0.6% |
0.7632 |
Close |
0.7633 |
0.7600 |
-0.0033 |
-0.4% |
0.7633 |
Range |
0.0087 |
0.0052 |
-0.0035 |
-40.2% |
0.0136 |
ATR |
0.0059 |
0.0058 |
0.0000 |
-0.8% |
0.0000 |
Volume |
178 |
218 |
40 |
22.5% |
1,913 |
|
Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7765 |
0.7734 |
0.7629 |
|
R3 |
0.7713 |
0.7682 |
0.7614 |
|
R2 |
0.7661 |
0.7661 |
0.7610 |
|
R1 |
0.7630 |
0.7630 |
0.7605 |
0.7620 |
PP |
0.7609 |
0.7609 |
0.7609 |
0.7603 |
S1 |
0.7578 |
0.7578 |
0.7595 |
0.7568 |
S2 |
0.7557 |
0.7557 |
0.7590 |
|
S3 |
0.7505 |
0.7526 |
0.7586 |
|
S4 |
0.7453 |
0.7474 |
0.7571 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8086 |
0.7995 |
0.7708 |
|
R3 |
0.7950 |
0.7859 |
0.7670 |
|
R2 |
0.7814 |
0.7814 |
0.7658 |
|
R1 |
0.7723 |
0.7723 |
0.7645 |
0.7701 |
PP |
0.7678 |
0.7678 |
0.7678 |
0.7666 |
S1 |
0.7587 |
0.7587 |
0.7621 |
0.7565 |
S2 |
0.7542 |
0.7542 |
0.7608 |
|
S3 |
0.7406 |
0.7451 |
0.7596 |
|
S4 |
0.7270 |
0.7315 |
0.7558 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7768 |
0.7587 |
0.0181 |
2.4% |
0.0066 |
0.9% |
7% |
False |
True |
293 |
10 |
0.7768 |
0.7587 |
0.0181 |
2.4% |
0.0056 |
0.7% |
7% |
False |
True |
332 |
20 |
0.7892 |
0.7587 |
0.0305 |
4.0% |
0.0055 |
0.7% |
4% |
False |
True |
384 |
40 |
0.8216 |
0.7587 |
0.0629 |
8.3% |
0.0055 |
0.7% |
2% |
False |
True |
274 |
60 |
0.8364 |
0.7587 |
0.0777 |
10.2% |
0.0054 |
0.7% |
2% |
False |
True |
222 |
80 |
0.8364 |
0.7587 |
0.0777 |
10.2% |
0.0051 |
0.7% |
2% |
False |
True |
178 |
100 |
0.8364 |
0.7587 |
0.0777 |
10.2% |
0.0049 |
0.6% |
2% |
False |
True |
150 |
120 |
0.8364 |
0.7587 |
0.0777 |
10.2% |
0.0046 |
0.6% |
2% |
False |
True |
131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7860 |
2.618 |
0.7775 |
1.618 |
0.7723 |
1.000 |
0.7691 |
0.618 |
0.7671 |
HIGH |
0.7639 |
0.618 |
0.7619 |
0.500 |
0.7613 |
0.382 |
0.7607 |
LOW |
0.7587 |
0.618 |
0.7555 |
1.000 |
0.7535 |
1.618 |
0.7503 |
2.618 |
0.7451 |
4.250 |
0.7366 |
|
|
Fisher Pivots for day following 03-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7613 |
0.7653 |
PP |
0.7609 |
0.7635 |
S1 |
0.7604 |
0.7618 |
|