CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7583 |
-0.0056 |
-0.7% |
0.7628 |
| High |
0.7651 |
0.7648 |
-0.0003 |
0.0% |
0.7672 |
| Low |
0.7582 |
0.7523 |
-0.0059 |
-0.8% |
0.7582 |
| Close |
0.7589 |
0.7545 |
-0.0044 |
-0.6% |
0.7589 |
| Range |
0.0069 |
0.0125 |
0.0056 |
81.2% |
0.0090 |
| ATR |
0.0065 |
0.0069 |
0.0004 |
6.6% |
0.0000 |
| Volume |
574 |
2,349 |
1,775 |
309.2% |
3,182 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7947 |
0.7871 |
0.7614 |
|
| R3 |
0.7822 |
0.7746 |
0.7579 |
|
| R2 |
0.7697 |
0.7697 |
0.7568 |
|
| R1 |
0.7621 |
0.7621 |
0.7556 |
0.7597 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7560 |
| S1 |
0.7496 |
0.7496 |
0.7534 |
0.7472 |
| S2 |
0.7447 |
0.7447 |
0.7522 |
|
| S3 |
0.7322 |
0.7371 |
0.7511 |
|
| S4 |
0.7197 |
0.7246 |
0.7476 |
|
|
| 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 |
0.7523 |
0.0149 |
2.0% |
0.0078 |
1.0% |
15% |
False |
True |
1,041 |
| 10 |
0.7710 |
0.7523 |
0.0187 |
2.5% |
0.0075 |
1.0% |
12% |
False |
True |
748 |
| 20 |
0.7768 |
0.7523 |
0.0245 |
3.2% |
0.0070 |
0.9% |
9% |
False |
True |
559 |
| 40 |
0.8107 |
0.7523 |
0.0584 |
7.7% |
0.0063 |
0.8% |
4% |
False |
True |
469 |
| 60 |
0.8216 |
0.7523 |
0.0693 |
9.2% |
0.0060 |
0.8% |
3% |
False |
True |
359 |
| 80 |
0.8364 |
0.7523 |
0.0841 |
11.1% |
0.0056 |
0.7% |
3% |
False |
True |
290 |
| 100 |
0.8364 |
0.7523 |
0.0841 |
11.1% |
0.0053 |
0.7% |
3% |
False |
True |
241 |
| 120 |
0.8364 |
0.7523 |
0.0841 |
11.1% |
0.0051 |
0.7% |
3% |
False |
True |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8179 |
|
2.618 |
0.7975 |
|
1.618 |
0.7850 |
|
1.000 |
0.7773 |
|
0.618 |
0.7725 |
|
HIGH |
0.7648 |
|
0.618 |
0.7600 |
|
0.500 |
0.7586 |
|
0.382 |
0.7571 |
|
LOW |
0.7523 |
|
0.618 |
0.7446 |
|
1.000 |
0.7398 |
|
1.618 |
0.7321 |
|
2.618 |
0.7196 |
|
4.250 |
0.6992 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7586 |
0.7588 |
| PP |
0.7572 |
0.7574 |
| S1 |
0.7559 |
0.7559 |
|