CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7584 |
0.7537 |
-0.0047 |
-0.6% |
0.7573 |
| High |
0.7595 |
0.7582 |
-0.0013 |
-0.2% |
0.7624 |
| Low |
0.7523 |
0.7510 |
-0.0013 |
-0.2% |
0.7502 |
| Close |
0.7543 |
0.7565 |
0.0022 |
0.3% |
0.7543 |
| Range |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0122 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
6,834 |
39,351 |
32,517 |
475.8% |
22,533 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7768 |
0.7739 |
0.7605 |
|
| R3 |
0.7696 |
0.7667 |
0.7585 |
|
| R2 |
0.7624 |
0.7624 |
0.7578 |
|
| R1 |
0.7595 |
0.7595 |
0.7572 |
0.7610 |
| PP |
0.7552 |
0.7552 |
0.7552 |
0.7560 |
| S1 |
0.7523 |
0.7523 |
0.7558 |
0.7538 |
| S2 |
0.7480 |
0.7480 |
0.7552 |
|
| S3 |
0.7408 |
0.7451 |
0.7545 |
|
| S4 |
0.7336 |
0.7379 |
0.7525 |
|
|
| 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 |
0.7504 |
0.0120 |
1.6% |
0.0077 |
1.0% |
51% |
False |
False |
12,002 |
| 10 |
0.7624 |
0.7487 |
0.0137 |
1.8% |
0.0081 |
1.1% |
57% |
False |
False |
6,937 |
| 20 |
0.7710 |
0.7487 |
0.0223 |
2.9% |
0.0078 |
1.0% |
35% |
False |
False |
3,842 |
| 40 |
0.7850 |
0.7487 |
0.0363 |
4.8% |
0.0068 |
0.9% |
21% |
False |
False |
2,125 |
| 60 |
0.8216 |
0.7487 |
0.0729 |
9.6% |
0.0065 |
0.9% |
11% |
False |
False |
1,482 |
| 80 |
0.8311 |
0.7487 |
0.0824 |
10.9% |
0.0062 |
0.8% |
9% |
False |
False |
1,153 |
| 100 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0058 |
0.8% |
9% |
False |
False |
933 |
| 120 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0054 |
0.7% |
9% |
False |
False |
782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7888 |
|
2.618 |
0.7770 |
|
1.618 |
0.7698 |
|
1.000 |
0.7654 |
|
0.618 |
0.7626 |
|
HIGH |
0.7582 |
|
0.618 |
0.7554 |
|
0.500 |
0.7546 |
|
0.382 |
0.7538 |
|
LOW |
0.7510 |
|
0.618 |
0.7466 |
|
1.000 |
0.7438 |
|
1.618 |
0.7394 |
|
2.618 |
0.7322 |
|
4.250 |
0.7204 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7559 |
0.7564 |
| PP |
0.7552 |
0.7562 |
| S1 |
0.7546 |
0.7561 |
|