CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7538 |
0.7584 |
0.0046 |
0.6% |
0.7573 |
| High |
0.7611 |
0.7595 |
-0.0016 |
-0.2% |
0.7624 |
| Low |
0.7523 |
0.7523 |
0.0000 |
0.0% |
0.7502 |
| Close |
0.7576 |
0.7543 |
-0.0033 |
-0.4% |
0.7543 |
| Range |
0.0088 |
0.0072 |
-0.0016 |
-18.2% |
0.0122 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
5,721 |
6,834 |
1,113 |
19.5% |
22,533 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7728 |
0.7583 |
|
| R3 |
0.7698 |
0.7656 |
0.7563 |
|
| R2 |
0.7626 |
0.7626 |
0.7556 |
|
| R1 |
0.7584 |
0.7584 |
0.7550 |
0.7569 |
| PP |
0.7554 |
0.7554 |
0.7554 |
0.7546 |
| S1 |
0.7512 |
0.7512 |
0.7536 |
0.7497 |
| S2 |
0.7482 |
0.7482 |
0.7530 |
|
| S3 |
0.7410 |
0.7440 |
0.7523 |
|
| S4 |
0.7338 |
0.7368 |
0.7503 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7922 |
0.7855 |
0.7610 |
|
| R3 |
0.7800 |
0.7733 |
0.7577 |
|
| R2 |
0.7678 |
0.7678 |
0.7565 |
|
| R1 |
0.7611 |
0.7611 |
0.7554 |
0.7584 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7543 |
| S1 |
0.7489 |
0.7489 |
0.7532 |
0.7462 |
| S2 |
0.7434 |
0.7434 |
0.7521 |
|
| S3 |
0.7312 |
0.7367 |
0.7509 |
|
| S4 |
0.7190 |
0.7245 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7624 |
0.7502 |
0.0122 |
1.6% |
0.0086 |
1.1% |
34% |
False |
False |
4,506 |
| 10 |
0.7648 |
0.7487 |
0.0161 |
2.1% |
0.0087 |
1.1% |
35% |
False |
False |
3,236 |
| 20 |
0.7710 |
0.7487 |
0.0223 |
3.0% |
0.0080 |
1.1% |
25% |
False |
False |
1,899 |
| 40 |
0.7868 |
0.7487 |
0.0381 |
5.1% |
0.0068 |
0.9% |
15% |
False |
False |
1,148 |
| 60 |
0.8216 |
0.7487 |
0.0729 |
9.7% |
0.0064 |
0.9% |
8% |
False |
False |
830 |
| 80 |
0.8349 |
0.7487 |
0.0862 |
11.4% |
0.0061 |
0.8% |
6% |
False |
False |
661 |
| 100 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0058 |
0.8% |
6% |
False |
False |
540 |
| 120 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0054 |
0.7% |
6% |
False |
False |
454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7901 |
|
2.618 |
0.7783 |
|
1.618 |
0.7711 |
|
1.000 |
0.7667 |
|
0.618 |
0.7639 |
|
HIGH |
0.7595 |
|
0.618 |
0.7567 |
|
0.500 |
0.7559 |
|
0.382 |
0.7551 |
|
LOW |
0.7523 |
|
0.618 |
0.7479 |
|
1.000 |
0.7451 |
|
1.618 |
0.7407 |
|
2.618 |
0.7335 |
|
4.250 |
0.7217 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7559 |
0.7558 |
| PP |
0.7554 |
0.7553 |
| S1 |
0.7548 |
0.7548 |
|