CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7595 |
0.7625 |
0.0030 |
0.4% |
0.7639 |
High |
0.7625 |
0.7660 |
0.0035 |
0.5% |
0.7660 |
Low |
0.7575 |
0.7583 |
0.0008 |
0.1% |
0.7566 |
Close |
0.7618 |
0.7612 |
-0.0006 |
-0.1% |
0.7612 |
Range |
0.0050 |
0.0077 |
0.0027 |
54.0% |
0.0094 |
ATR |
0.0056 |
0.0058 |
0.0001 |
2.6% |
0.0000 |
Volume |
1,052 |
178 |
-874 |
-83.1% |
1,968 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7849 |
0.7808 |
0.7654 |
|
R3 |
0.7772 |
0.7731 |
0.7633 |
|
R2 |
0.7695 |
0.7695 |
0.7626 |
|
R1 |
0.7654 |
0.7654 |
0.7619 |
0.7636 |
PP |
0.7618 |
0.7618 |
0.7618 |
0.7610 |
S1 |
0.7577 |
0.7577 |
0.7605 |
0.7559 |
S2 |
0.7541 |
0.7541 |
0.7598 |
|
S3 |
0.7464 |
0.7500 |
0.7591 |
|
S4 |
0.7387 |
0.7423 |
0.7570 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7895 |
0.7847 |
0.7664 |
|
R3 |
0.7801 |
0.7753 |
0.7638 |
|
R2 |
0.7707 |
0.7707 |
0.7629 |
|
R1 |
0.7659 |
0.7659 |
0.7621 |
0.7636 |
PP |
0.7613 |
0.7613 |
0.7613 |
0.7601 |
S1 |
0.7565 |
0.7565 |
0.7603 |
0.7542 |
S2 |
0.7519 |
0.7519 |
0.7595 |
|
S3 |
0.7425 |
0.7471 |
0.7586 |
|
S4 |
0.7331 |
0.7377 |
0.7560 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7660 |
0.7566 |
0.0094 |
1.2% |
0.0055 |
0.7% |
49% |
True |
False |
393 |
10 |
0.7768 |
0.7566 |
0.0202 |
2.7% |
0.0059 |
0.8% |
23% |
False |
False |
388 |
20 |
0.7868 |
0.7566 |
0.0302 |
4.0% |
0.0056 |
0.7% |
15% |
False |
False |
397 |
40 |
0.8216 |
0.7566 |
0.0650 |
8.5% |
0.0056 |
0.7% |
7% |
False |
False |
296 |
60 |
0.8349 |
0.7566 |
0.0783 |
10.3% |
0.0055 |
0.7% |
6% |
False |
False |
249 |
80 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0052 |
0.7% |
6% |
False |
False |
200 |
100 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0049 |
0.6% |
6% |
False |
False |
165 |
120 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0047 |
0.6% |
6% |
False |
False |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7987 |
2.618 |
0.7862 |
1.618 |
0.7785 |
1.000 |
0.7737 |
0.618 |
0.7708 |
HIGH |
0.7660 |
0.618 |
0.7631 |
0.500 |
0.7622 |
0.382 |
0.7612 |
LOW |
0.7583 |
0.618 |
0.7535 |
1.000 |
0.7506 |
1.618 |
0.7458 |
2.618 |
0.7381 |
4.250 |
0.7256 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7622 |
0.7613 |
PP |
0.7618 |
0.7613 |
S1 |
0.7615 |
0.7612 |
|