CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7654 |
0.0015 |
0.2% |
0.7614 |
| High |
0.7663 |
0.7672 |
0.0009 |
0.1% |
0.7710 |
| Low |
0.7615 |
0.7586 |
-0.0029 |
-0.4% |
0.7585 |
| Close |
0.7648 |
0.7634 |
-0.0014 |
-0.2% |
0.7641 |
| Range |
0.0048 |
0.0086 |
0.0038 |
79.2% |
0.0125 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.6% |
0.0000 |
| Volume |
271 |
639 |
368 |
135.8% |
2,444 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7889 |
0.7847 |
0.7681 |
|
| R3 |
0.7803 |
0.7761 |
0.7658 |
|
| R2 |
0.7717 |
0.7717 |
0.7650 |
|
| R1 |
0.7675 |
0.7675 |
0.7642 |
0.7653 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7620 |
| S1 |
0.7589 |
0.7589 |
0.7626 |
0.7567 |
| S2 |
0.7545 |
0.7545 |
0.7618 |
|
| S3 |
0.7459 |
0.7503 |
0.7610 |
|
| S4 |
0.7373 |
0.7417 |
0.7587 |
|
|
| 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 |
0.7586 |
0.0124 |
1.6% |
0.0060 |
0.8% |
39% |
False |
True |
505 |
| 10 |
0.7710 |
0.7575 |
0.0135 |
1.8% |
0.0073 |
1.0% |
44% |
False |
False |
491 |
| 20 |
0.7768 |
0.7566 |
0.0202 |
2.6% |
0.0063 |
0.8% |
34% |
False |
False |
405 |
| 40 |
0.8125 |
0.7566 |
0.0559 |
7.3% |
0.0062 |
0.8% |
12% |
False |
False |
367 |
| 60 |
0.8216 |
0.7566 |
0.0650 |
8.5% |
0.0059 |
0.8% |
10% |
False |
False |
305 |
| 80 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0055 |
0.7% |
9% |
False |
False |
237 |
| 100 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0052 |
0.7% |
9% |
False |
False |
199 |
| 120 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0050 |
0.7% |
9% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8038 |
|
2.618 |
0.7897 |
|
1.618 |
0.7811 |
|
1.000 |
0.7758 |
|
0.618 |
0.7725 |
|
HIGH |
0.7672 |
|
0.618 |
0.7639 |
|
0.500 |
0.7629 |
|
0.382 |
0.7619 |
|
LOW |
0.7586 |
|
0.618 |
0.7533 |
|
1.000 |
0.7500 |
|
1.618 |
0.7447 |
|
2.618 |
0.7361 |
|
4.250 |
0.7221 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7632 |
0.7632 |
| PP |
0.7631 |
0.7631 |
| S1 |
0.7629 |
0.7629 |
|