CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7628 |
0.7639 |
0.0011 |
0.1% |
0.7614 |
High |
0.7652 |
0.7663 |
0.0011 |
0.1% |
0.7710 |
Low |
0.7601 |
0.7615 |
0.0014 |
0.2% |
0.7585 |
Close |
0.7637 |
0.7648 |
0.0011 |
0.1% |
0.7641 |
Range |
0.0051 |
0.0048 |
-0.0003 |
-5.9% |
0.0125 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
326 |
271 |
-55 |
-16.9% |
2,444 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7786 |
0.7765 |
0.7674 |
|
R3 |
0.7738 |
0.7717 |
0.7661 |
|
R2 |
0.7690 |
0.7690 |
0.7657 |
|
R1 |
0.7669 |
0.7669 |
0.7652 |
0.7680 |
PP |
0.7642 |
0.7642 |
0.7642 |
0.7647 |
S1 |
0.7621 |
0.7621 |
0.7644 |
0.7632 |
S2 |
0.7594 |
0.7594 |
0.7639 |
|
S3 |
0.7546 |
0.7573 |
0.7635 |
|
S4 |
0.7498 |
0.7525 |
0.7622 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8020 |
0.7956 |
0.7710 |
|
R3 |
0.7895 |
0.7831 |
0.7675 |
|
R2 |
0.7770 |
0.7770 |
0.7664 |
|
R1 |
0.7706 |
0.7706 |
0.7652 |
0.7738 |
PP |
0.7645 |
0.7645 |
0.7645 |
0.7662 |
S1 |
0.7581 |
0.7581 |
0.7630 |
0.7613 |
S2 |
0.7520 |
0.7520 |
0.7618 |
|
S3 |
0.7395 |
0.7456 |
0.7607 |
|
S4 |
0.7270 |
0.7331 |
0.7572 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7710 |
0.7600 |
0.0110 |
1.4% |
0.0064 |
0.8% |
44% |
False |
False |
450 |
10 |
0.7710 |
0.7566 |
0.0144 |
1.9% |
0.0069 |
0.9% |
57% |
False |
False |
442 |
20 |
0.7768 |
0.7566 |
0.0202 |
2.6% |
0.0062 |
0.8% |
41% |
False |
False |
395 |
40 |
0.8125 |
0.7566 |
0.0559 |
7.3% |
0.0060 |
0.8% |
15% |
False |
False |
352 |
60 |
0.8216 |
0.7566 |
0.0650 |
8.5% |
0.0059 |
0.8% |
13% |
False |
False |
296 |
80 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0054 |
0.7% |
10% |
False |
False |
229 |
100 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0051 |
0.7% |
10% |
False |
False |
194 |
120 |
0.8364 |
0.7566 |
0.0798 |
10.4% |
0.0049 |
0.6% |
10% |
False |
False |
168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7867 |
2.618 |
0.7789 |
1.618 |
0.7741 |
1.000 |
0.7711 |
0.618 |
0.7693 |
HIGH |
0.7663 |
0.618 |
0.7645 |
0.500 |
0.7639 |
0.382 |
0.7633 |
LOW |
0.7615 |
0.618 |
0.7585 |
1.000 |
0.7567 |
1.618 |
0.7537 |
2.618 |
0.7489 |
4.250 |
0.7411 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7645 |
0.7645 |
PP |
0.7642 |
0.7641 |
S1 |
0.7639 |
0.7638 |
|