CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7571 |
0.7539 |
-0.0032 |
-0.4% |
0.7573 |
| High |
0.7599 |
0.7587 |
-0.0012 |
-0.2% |
0.7624 |
| Low |
0.7526 |
0.7523 |
-0.0003 |
0.0% |
0.7502 |
| Close |
0.7549 |
0.7567 |
0.0018 |
0.2% |
0.7543 |
| Range |
0.0073 |
0.0064 |
-0.0009 |
-12.3% |
0.0122 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
43,547 |
65,587 |
22,040 |
50.6% |
22,533 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7751 |
0.7723 |
0.7602 |
|
| R3 |
0.7687 |
0.7659 |
0.7585 |
|
| R2 |
0.7623 |
0.7623 |
0.7579 |
|
| R1 |
0.7595 |
0.7595 |
0.7573 |
0.7609 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7566 |
| S1 |
0.7531 |
0.7531 |
0.7561 |
0.7545 |
| S2 |
0.7495 |
0.7495 |
0.7555 |
|
| S3 |
0.7431 |
0.7467 |
0.7549 |
|
| S4 |
0.7367 |
0.7403 |
0.7532 |
|
|
| 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 |
0.7611 |
0.7510 |
0.0101 |
1.3% |
0.0074 |
1.0% |
56% |
False |
False |
32,208 |
| 10 |
0.7624 |
0.7502 |
0.0122 |
1.6% |
0.0079 |
1.0% |
53% |
False |
False |
17,323 |
| 20 |
0.7710 |
0.7487 |
0.0223 |
2.9% |
0.0075 |
1.0% |
36% |
False |
False |
9,266 |
| 40 |
0.7768 |
0.7487 |
0.0281 |
3.7% |
0.0067 |
0.9% |
28% |
False |
False |
4,839 |
| 60 |
0.8216 |
0.7487 |
0.0729 |
9.6% |
0.0066 |
0.9% |
11% |
False |
False |
3,297 |
| 80 |
0.8216 |
0.7487 |
0.0729 |
9.6% |
0.0062 |
0.8% |
11% |
False |
False |
2,516 |
| 100 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0057 |
0.8% |
9% |
False |
False |
2,024 |
| 120 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0055 |
0.7% |
9% |
False |
False |
1,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7859 |
|
2.618 |
0.7755 |
|
1.618 |
0.7691 |
|
1.000 |
0.7651 |
|
0.618 |
0.7627 |
|
HIGH |
0.7587 |
|
0.618 |
0.7563 |
|
0.500 |
0.7555 |
|
0.382 |
0.7547 |
|
LOW |
0.7523 |
|
0.618 |
0.7483 |
|
1.000 |
0.7459 |
|
1.618 |
0.7419 |
|
2.618 |
0.7355 |
|
4.250 |
0.7251 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7563 |
0.7563 |
| PP |
0.7559 |
0.7559 |
| S1 |
0.7555 |
0.7555 |
|