CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7626 |
0.7699 |
0.0073 |
1.0% |
0.7639 |
| High |
0.7710 |
0.7710 |
0.0000 |
0.0% |
0.7660 |
| Low |
0.7600 |
0.7638 |
0.0038 |
0.5% |
0.7566 |
| Close |
0.7693 |
0.7647 |
-0.0046 |
-0.6% |
0.7612 |
| Range |
0.0110 |
0.0072 |
-0.0038 |
-34.5% |
0.0094 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.6% |
0.0000 |
| Volume |
368 |
665 |
297 |
80.7% |
1,968 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7881 |
0.7836 |
0.7687 |
|
| R3 |
0.7809 |
0.7764 |
0.7667 |
|
| R2 |
0.7737 |
0.7737 |
0.7660 |
|
| R1 |
0.7692 |
0.7692 |
0.7654 |
0.7679 |
| PP |
0.7665 |
0.7665 |
0.7665 |
0.7658 |
| S1 |
0.7620 |
0.7620 |
0.7640 |
0.7607 |
| S2 |
0.7593 |
0.7593 |
0.7634 |
|
| S3 |
0.7521 |
0.7548 |
0.7627 |
|
| S4 |
0.7449 |
0.7476 |
0.7607 |
|
|
| 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 |
0.7710 |
0.7583 |
0.0127 |
1.7% |
0.0090 |
1.2% |
50% |
True |
False |
399 |
| 10 |
0.7719 |
0.7566 |
0.0153 |
2.0% |
0.0073 |
1.0% |
53% |
False |
False |
396 |
| 20 |
0.7768 |
0.7566 |
0.0202 |
2.6% |
0.0060 |
0.8% |
40% |
False |
False |
376 |
| 40 |
0.8216 |
0.7566 |
0.0650 |
8.5% |
0.0062 |
0.8% |
12% |
False |
False |
329 |
| 60 |
0.8216 |
0.7566 |
0.0650 |
8.5% |
0.0058 |
0.8% |
12% |
False |
False |
276 |
| 80 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0054 |
0.7% |
10% |
False |
False |
221 |
| 100 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0051 |
0.7% |
10% |
False |
False |
183 |
| 120 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0049 |
0.6% |
10% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8016 |
|
2.618 |
0.7898 |
|
1.618 |
0.7826 |
|
1.000 |
0.7782 |
|
0.618 |
0.7754 |
|
HIGH |
0.7710 |
|
0.618 |
0.7682 |
|
0.500 |
0.7674 |
|
0.382 |
0.7666 |
|
LOW |
0.7638 |
|
0.618 |
0.7594 |
|
1.000 |
0.7566 |
|
1.618 |
0.7522 |
|
2.618 |
0.7450 |
|
4.250 |
0.7332 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7674 |
0.7655 |
| PP |
0.7665 |
0.7652 |
| S1 |
0.7656 |
0.7650 |
|