CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
0.7524 |
0.7496 |
-0.0028 |
-0.4% |
0.7628 |
High |
0.7598 |
0.7543 |
-0.0055 |
-0.7% |
0.7672 |
Low |
0.7487 |
0.7490 |
0.0003 |
0.0% |
0.7582 |
Close |
0.7505 |
0.7494 |
-0.0011 |
-0.1% |
0.7589 |
Range |
0.0111 |
0.0053 |
-0.0058 |
-52.3% |
0.0090 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
4,582 |
689 |
-3,893 |
-85.0% |
3,182 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7668 |
0.7634 |
0.7523 |
|
R3 |
0.7615 |
0.7581 |
0.7509 |
|
R2 |
0.7562 |
0.7562 |
0.7504 |
|
R1 |
0.7528 |
0.7528 |
0.7499 |
0.7519 |
PP |
0.7509 |
0.7509 |
0.7509 |
0.7504 |
S1 |
0.7475 |
0.7475 |
0.7489 |
0.7466 |
S2 |
0.7456 |
0.7456 |
0.7484 |
|
S3 |
0.7403 |
0.7422 |
0.7479 |
|
S4 |
0.7350 |
0.7369 |
0.7465 |
|
|
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 |
0.7653 |
0.7487 |
0.0166 |
2.2% |
0.0084 |
1.1% |
4% |
False |
False |
1,913 |
10 |
0.7710 |
0.7487 |
0.0223 |
3.0% |
0.0072 |
1.0% |
3% |
False |
False |
1,209 |
20 |
0.7719 |
0.7487 |
0.0232 |
3.1% |
0.0072 |
1.0% |
3% |
False |
False |
785 |
40 |
0.7993 |
0.7487 |
0.0506 |
6.8% |
0.0064 |
0.8% |
1% |
False |
False |
591 |
60 |
0.8216 |
0.7487 |
0.0729 |
9.7% |
0.0060 |
0.8% |
1% |
False |
False |
443 |
80 |
0.8364 |
0.7487 |
0.0877 |
11.7% |
0.0058 |
0.8% |
1% |
False |
False |
355 |
100 |
0.8364 |
0.7487 |
0.0877 |
11.7% |
0.0054 |
0.7% |
1% |
False |
False |
294 |
120 |
0.8364 |
0.7487 |
0.0877 |
11.7% |
0.0052 |
0.7% |
1% |
False |
False |
251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7768 |
2.618 |
0.7682 |
1.618 |
0.7629 |
1.000 |
0.7596 |
0.618 |
0.7576 |
HIGH |
0.7543 |
0.618 |
0.7523 |
0.500 |
0.7517 |
0.382 |
0.7510 |
LOW |
0.7490 |
0.618 |
0.7457 |
1.000 |
0.7437 |
1.618 |
0.7404 |
2.618 |
0.7351 |
4.250 |
0.7265 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7517 |
0.7568 |
PP |
0.7509 |
0.7543 |
S1 |
0.7502 |
0.7519 |
|