CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7573 |
0.7606 |
0.0033 |
0.4% |
0.7583 |
| High |
0.7621 |
0.7624 |
0.0003 |
0.0% |
0.7648 |
| Low |
0.7502 |
0.7540 |
0.0038 |
0.5% |
0.7487 |
| Close |
0.7587 |
0.7571 |
-0.0016 |
-0.2% |
0.7566 |
| Range |
0.0119 |
0.0084 |
-0.0035 |
-29.4% |
0.0161 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1,872 |
2,362 |
490 |
26.2% |
9,836 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7830 |
0.7785 |
0.7617 |
|
| R3 |
0.7746 |
0.7701 |
0.7594 |
|
| R2 |
0.7662 |
0.7662 |
0.7586 |
|
| R1 |
0.7617 |
0.7617 |
0.7579 |
0.7598 |
| PP |
0.7578 |
0.7578 |
0.7578 |
0.7569 |
| S1 |
0.7533 |
0.7533 |
0.7563 |
0.7514 |
| S2 |
0.7494 |
0.7494 |
0.7556 |
|
| S3 |
0.7410 |
0.7449 |
0.7548 |
|
| S4 |
0.7326 |
0.7365 |
0.7525 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8050 |
0.7969 |
0.7655 |
|
| R3 |
0.7889 |
0.7808 |
0.7610 |
|
| R2 |
0.7728 |
0.7728 |
0.7596 |
|
| R1 |
0.7647 |
0.7647 |
0.7581 |
0.7607 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7547 |
| S1 |
0.7486 |
0.7486 |
0.7551 |
0.7446 |
| S2 |
0.7406 |
0.7406 |
0.7536 |
|
| S3 |
0.7245 |
0.7325 |
0.7522 |
|
| S4 |
0.7084 |
0.7164 |
0.7477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7624 |
0.7490 |
0.0134 |
1.8% |
0.0080 |
1.1% |
60% |
True |
False |
1,427 |
| 10 |
0.7672 |
0.7487 |
0.0185 |
2.4% |
0.0086 |
1.1% |
45% |
False |
False |
1,665 |
| 20 |
0.7710 |
0.7487 |
0.0223 |
2.9% |
0.0077 |
1.0% |
38% |
False |
False |
1,054 |
| 40 |
0.7885 |
0.7487 |
0.0398 |
5.3% |
0.0065 |
0.9% |
21% |
False |
False |
719 |
| 60 |
0.8216 |
0.7487 |
0.0729 |
9.6% |
0.0063 |
0.8% |
12% |
False |
False |
538 |
| 80 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0060 |
0.8% |
10% |
False |
False |
434 |
| 100 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0056 |
0.7% |
10% |
False |
False |
357 |
| 120 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0054 |
0.7% |
10% |
False |
False |
303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7981 |
|
2.618 |
0.7844 |
|
1.618 |
0.7760 |
|
1.000 |
0.7708 |
|
0.618 |
0.7676 |
|
HIGH |
0.7624 |
|
0.618 |
0.7592 |
|
0.500 |
0.7582 |
|
0.382 |
0.7572 |
|
LOW |
0.7540 |
|
0.618 |
0.7488 |
|
1.000 |
0.7456 |
|
1.618 |
0.7404 |
|
2.618 |
0.7320 |
|
4.250 |
0.7183 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7582 |
0.7568 |
| PP |
0.7578 |
0.7566 |
| S1 |
0.7575 |
0.7563 |
|