CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7620 |
0.7639 |
0.0019 |
0.2% |
0.7628 |
High |
0.7653 |
0.7651 |
-0.0002 |
0.0% |
0.7672 |
Low |
0.7589 |
0.7582 |
-0.0007 |
-0.1% |
0.7582 |
Close |
0.7634 |
0.7589 |
-0.0045 |
-0.6% |
0.7589 |
Range |
0.0064 |
0.0069 |
0.0005 |
7.8% |
0.0090 |
ATR |
0.0065 |
0.0065 |
0.0000 |
0.5% |
0.0000 |
Volume |
1,372 |
574 |
-798 |
-58.2% |
3,182 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7814 |
0.7771 |
0.7627 |
|
R3 |
0.7745 |
0.7702 |
0.7608 |
|
R2 |
0.7676 |
0.7676 |
0.7602 |
|
R1 |
0.7633 |
0.7633 |
0.7595 |
0.7620 |
PP |
0.7607 |
0.7607 |
0.7607 |
0.7601 |
S1 |
0.7564 |
0.7564 |
0.7583 |
0.7551 |
S2 |
0.7538 |
0.7538 |
0.7576 |
|
S3 |
0.7469 |
0.7495 |
0.7570 |
|
S4 |
0.7400 |
0.7426 |
0.7551 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7884 |
0.7827 |
0.7639 |
|
R3 |
0.7794 |
0.7737 |
0.7614 |
|
R2 |
0.7704 |
0.7704 |
0.7606 |
|
R1 |
0.7647 |
0.7647 |
0.7597 |
0.7631 |
PP |
0.7614 |
0.7614 |
0.7614 |
0.7606 |
S1 |
0.7557 |
0.7557 |
0.7581 |
0.7541 |
S2 |
0.7524 |
0.7524 |
0.7573 |
|
S3 |
0.7434 |
0.7467 |
0.7564 |
|
S4 |
0.7344 |
0.7377 |
0.7540 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7672 |
0.7582 |
0.0090 |
1.2% |
0.0064 |
0.8% |
8% |
False |
True |
636 |
10 |
0.7710 |
0.7582 |
0.0128 |
1.7% |
0.0073 |
1.0% |
5% |
False |
True |
562 |
20 |
0.7768 |
0.7566 |
0.0202 |
2.7% |
0.0066 |
0.9% |
11% |
False |
False |
475 |
40 |
0.8107 |
0.7566 |
0.0541 |
7.1% |
0.0061 |
0.8% |
4% |
False |
False |
412 |
60 |
0.8216 |
0.7566 |
0.0650 |
8.6% |
0.0059 |
0.8% |
4% |
False |
False |
323 |
80 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0055 |
0.7% |
3% |
False |
False |
261 |
100 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0052 |
0.7% |
3% |
False |
False |
218 |
120 |
0.8364 |
0.7566 |
0.0798 |
10.5% |
0.0051 |
0.7% |
3% |
False |
False |
189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7944 |
2.618 |
0.7832 |
1.618 |
0.7763 |
1.000 |
0.7720 |
0.618 |
0.7694 |
HIGH |
0.7651 |
0.618 |
0.7625 |
0.500 |
0.7617 |
0.382 |
0.7608 |
LOW |
0.7582 |
0.618 |
0.7539 |
1.000 |
0.7513 |
1.618 |
0.7470 |
2.618 |
0.7401 |
4.250 |
0.7289 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7617 |
0.7627 |
PP |
0.7607 |
0.7614 |
S1 |
0.7598 |
0.7602 |
|