CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7549 |
0.7537 |
-0.0012 |
-0.2% |
0.7537 |
| High |
0.7565 |
0.7559 |
-0.0006 |
-0.1% |
0.7599 |
| Low |
0.7510 |
0.7527 |
0.0017 |
0.2% |
0.7510 |
| Close |
0.7539 |
0.7538 |
-0.0001 |
0.0% |
0.7539 |
| Range |
0.0055 |
0.0032 |
-0.0023 |
-41.8% |
0.0089 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
80,584 |
47,455 |
-33,129 |
-41.1% |
229,069 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7637 |
0.7620 |
0.7556 |
|
| R3 |
0.7605 |
0.7588 |
0.7547 |
|
| R2 |
0.7573 |
0.7573 |
0.7544 |
|
| R1 |
0.7556 |
0.7556 |
0.7541 |
0.7565 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7546 |
| S1 |
0.7524 |
0.7524 |
0.7535 |
0.7533 |
| S2 |
0.7509 |
0.7509 |
0.7532 |
|
| S3 |
0.7477 |
0.7492 |
0.7529 |
|
| S4 |
0.7445 |
0.7460 |
0.7520 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7767 |
0.7588 |
|
| R3 |
0.7727 |
0.7678 |
0.7563 |
|
| R2 |
0.7638 |
0.7638 |
0.7555 |
|
| R1 |
0.7589 |
0.7589 |
0.7547 |
0.7614 |
| PP |
0.7549 |
0.7549 |
0.7549 |
0.7562 |
| S1 |
0.7500 |
0.7500 |
0.7531 |
0.7525 |
| S2 |
0.7460 |
0.7460 |
0.7523 |
|
| S3 |
0.7371 |
0.7411 |
0.7515 |
|
| S4 |
0.7282 |
0.7322 |
0.7490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7599 |
0.7510 |
0.0089 |
1.2% |
0.0059 |
0.8% |
31% |
False |
False |
55,304 |
| 10 |
0.7624 |
0.7502 |
0.0122 |
1.6% |
0.0073 |
1.0% |
30% |
False |
False |
29,905 |
| 20 |
0.7672 |
0.7487 |
0.0185 |
2.5% |
0.0074 |
1.0% |
28% |
False |
False |
15,603 |
| 40 |
0.7768 |
0.7487 |
0.0281 |
3.7% |
0.0068 |
0.9% |
18% |
False |
False |
7,996 |
| 60 |
0.8178 |
0.7487 |
0.0691 |
9.2% |
0.0065 |
0.9% |
7% |
False |
False |
5,430 |
| 80 |
0.8216 |
0.7487 |
0.0729 |
9.7% |
0.0062 |
0.8% |
7% |
False |
False |
4,116 |
| 100 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0058 |
0.8% |
6% |
False |
False |
3,304 |
| 120 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0055 |
0.7% |
6% |
False |
False |
2,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7695 |
|
2.618 |
0.7643 |
|
1.618 |
0.7611 |
|
1.000 |
0.7591 |
|
0.618 |
0.7579 |
|
HIGH |
0.7559 |
|
0.618 |
0.7547 |
|
0.500 |
0.7543 |
|
0.382 |
0.7539 |
|
LOW |
0.7527 |
|
0.618 |
0.7507 |
|
1.000 |
0.7495 |
|
1.618 |
0.7475 |
|
2.618 |
0.7443 |
|
4.250 |
0.7391 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7543 |
0.7549 |
| PP |
0.7541 |
0.7545 |
| S1 |
0.7540 |
0.7542 |
|