CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7552 |
0.7588 |
0.0036 |
0.5% |
0.7520 |
High |
0.7595 |
0.7643 |
0.0048 |
0.6% |
0.7599 |
Low |
0.7545 |
0.7572 |
0.0027 |
0.4% |
0.7513 |
Close |
0.7589 |
0.7642 |
0.0053 |
0.7% |
0.7538 |
Range |
0.0050 |
0.0071 |
0.0021 |
42.0% |
0.0086 |
ATR |
0.0059 |
0.0060 |
0.0001 |
1.4% |
0.0000 |
Volume |
54 |
183 |
129 |
238.9% |
1,506 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7832 |
0.7808 |
0.7681 |
|
R3 |
0.7761 |
0.7737 |
0.7662 |
|
R2 |
0.7690 |
0.7690 |
0.7655 |
|
R1 |
0.7666 |
0.7666 |
0.7649 |
0.7678 |
PP |
0.7619 |
0.7619 |
0.7619 |
0.7625 |
S1 |
0.7595 |
0.7595 |
0.7635 |
0.7607 |
S2 |
0.7548 |
0.7548 |
0.7629 |
|
S3 |
0.7477 |
0.7524 |
0.7622 |
|
S4 |
0.7406 |
0.7453 |
0.7603 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7808 |
0.7759 |
0.7585 |
|
R3 |
0.7722 |
0.7673 |
0.7562 |
|
R2 |
0.7636 |
0.7636 |
0.7554 |
|
R1 |
0.7587 |
0.7587 |
0.7546 |
0.7612 |
PP |
0.7550 |
0.7550 |
0.7550 |
0.7562 |
S1 |
0.7501 |
0.7501 |
0.7530 |
0.7526 |
S2 |
0.7464 |
0.7464 |
0.7522 |
|
S3 |
0.7378 |
0.7415 |
0.7514 |
|
S4 |
0.7292 |
0.7329 |
0.7491 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7643 |
0.7513 |
0.0130 |
1.7% |
0.0040 |
0.5% |
99% |
True |
False |
107 |
10 |
0.7643 |
0.7513 |
0.0130 |
1.7% |
0.0053 |
0.7% |
99% |
True |
False |
214 |
20 |
0.7652 |
0.7490 |
0.0162 |
2.1% |
0.0063 |
0.8% |
94% |
False |
False |
146 |
40 |
0.7760 |
0.7490 |
0.0270 |
3.5% |
0.0056 |
0.7% |
56% |
False |
False |
88 |
60 |
0.8094 |
0.7490 |
0.0604 |
7.9% |
0.0046 |
0.6% |
25% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7945 |
2.618 |
0.7829 |
1.618 |
0.7758 |
1.000 |
0.7714 |
0.618 |
0.7687 |
HIGH |
0.7643 |
0.618 |
0.7616 |
0.500 |
0.7608 |
0.382 |
0.7599 |
LOW |
0.7572 |
0.618 |
0.7528 |
1.000 |
0.7501 |
1.618 |
0.7457 |
2.618 |
0.7386 |
4.250 |
0.7270 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7631 |
0.7624 |
PP |
0.7619 |
0.7605 |
S1 |
0.7608 |
0.7587 |
|