Losing treble at higher volume

Question

Hi I have a denon AVR-3802 amp with DB Dynamics home theatre speaker package (I think the speakers are built in Austraila) when playing a audio cd through my dvd player (as I dont own a CD player)in stereo at 1/2 to 3/4 volume the sound drops noticably in the high range treble as if someone has put a pillow to the speakers. I upgraded my amp recently from a AVC-3800 to the AVR-3802 and still experiencing this pain can you help please and give me some sound advise would be appreciated.Regards