CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7537 |
0.7539 |
0.0002 |
0.0% |
0.7537 |
| High |
0.7559 |
0.7560 |
0.0001 |
0.0% |
0.7599 |
| Low |
0.7527 |
0.7532 |
0.0005 |
0.1% |
0.7510 |
| Close |
0.7538 |
0.7547 |
0.0009 |
0.1% |
0.7539 |
| Range |
0.0032 |
0.0028 |
-0.0004 |
-12.5% |
0.0089 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
47,455 |
40,576 |
-6,879 |
-14.5% |
229,069 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7630 |
0.7617 |
0.7562 |
|
| R3 |
0.7602 |
0.7589 |
0.7555 |
|
| R2 |
0.7574 |
0.7574 |
0.7552 |
|
| R1 |
0.7561 |
0.7561 |
0.7550 |
0.7568 |
| PP |
0.7546 |
0.7546 |
0.7546 |
0.7550 |
| S1 |
0.7533 |
0.7533 |
0.7544 |
0.7540 |
| S2 |
0.7518 |
0.7518 |
0.7542 |
|
| S3 |
0.7490 |
0.7505 |
0.7539 |
|
| S4 |
0.7462 |
0.7477 |
0.7532 |
|
|
| 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% |
0.0050 |
0.7% |
42% |
False |
False |
55,549 |
| 10 |
0.7624 |
0.7504 |
0.0120 |
1.6% |
0.0064 |
0.8% |
36% |
False |
False |
33,776 |
| 20 |
0.7672 |
0.7487 |
0.0185 |
2.5% |
0.0073 |
1.0% |
32% |
False |
False |
17,616 |
| 40 |
0.7768 |
0.7487 |
0.0281 |
3.7% |
0.0068 |
0.9% |
21% |
False |
False |
9,004 |
| 60 |
0.8165 |
0.7487 |
0.0678 |
9.0% |
0.0065 |
0.9% |
9% |
False |
False |
6,103 |
| 80 |
0.8216 |
0.7487 |
0.0729 |
9.7% |
0.0063 |
0.8% |
8% |
False |
False |
4,623 |
| 100 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0058 |
0.8% |
7% |
False |
False |
3,708 |
| 120 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0055 |
0.7% |
7% |
False |
False |
3,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7679 |
|
2.618 |
0.7633 |
|
1.618 |
0.7605 |
|
1.000 |
0.7588 |
|
0.618 |
0.7577 |
|
HIGH |
0.7560 |
|
0.618 |
0.7549 |
|
0.500 |
0.7546 |
|
0.382 |
0.7543 |
|
LOW |
0.7532 |
|
0.618 |
0.7515 |
|
1.000 |
0.7504 |
|
1.618 |
0.7487 |
|
2.618 |
0.7459 |
|
4.250 |
0.7413 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7547 |
0.7544 |
| PP |
0.7546 |
0.7541 |
| S1 |
0.7546 |
0.7538 |
|