CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7731 |
0.7771 |
0.0040 |
0.5% |
0.7738 |
High |
0.7786 |
0.7771 |
-0.0015 |
-0.2% |
0.7786 |
Low |
0.7719 |
0.7723 |
0.0004 |
0.1% |
0.7641 |
Close |
0.7780 |
0.7740 |
-0.0040 |
-0.5% |
0.7740 |
Range |
0.0067 |
0.0048 |
-0.0019 |
-28.4% |
0.0145 |
ATR |
0.0062 |
0.0062 |
0.0000 |
-0.6% |
0.0000 |
Volume |
377 |
192 |
-185 |
-49.1% |
887 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7889 |
0.7862 |
0.7766 |
|
R3 |
0.7841 |
0.7814 |
0.7753 |
|
R2 |
0.7793 |
0.7793 |
0.7749 |
|
R1 |
0.7766 |
0.7766 |
0.7744 |
0.7756 |
PP |
0.7745 |
0.7745 |
0.7745 |
0.7739 |
S1 |
0.7718 |
0.7718 |
0.7736 |
0.7708 |
S2 |
0.7697 |
0.7697 |
0.7731 |
|
S3 |
0.7649 |
0.7670 |
0.7727 |
|
S4 |
0.7601 |
0.7622 |
0.7714 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8157 |
0.8094 |
0.7820 |
|
R3 |
0.8012 |
0.7949 |
0.7780 |
|
R2 |
0.7867 |
0.7867 |
0.7767 |
|
R1 |
0.7804 |
0.7804 |
0.7753 |
0.7836 |
PP |
0.7722 |
0.7722 |
0.7722 |
0.7738 |
S1 |
0.7659 |
0.7659 |
0.7727 |
0.7691 |
S2 |
0.7577 |
0.7577 |
0.7713 |
|
S3 |
0.7432 |
0.7514 |
0.7700 |
|
S4 |
0.7287 |
0.7369 |
0.7660 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7786 |
0.7641 |
0.0145 |
1.9% |
0.0064 |
0.8% |
68% |
False |
False |
177 |
10 |
0.7786 |
0.7584 |
0.0202 |
2.6% |
0.0062 |
0.8% |
77% |
False |
False |
174 |
20 |
0.7786 |
0.7428 |
0.0358 |
4.6% |
0.0057 |
0.7% |
87% |
False |
False |
151 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.6% |
0.0062 |
0.8% |
87% |
False |
False |
148 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.6% |
0.0057 |
0.7% |
87% |
False |
False |
110 |
80 |
0.8094 |
0.7428 |
0.0666 |
8.6% |
0.0050 |
0.6% |
47% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7975 |
2.618 |
0.7897 |
1.618 |
0.7849 |
1.000 |
0.7819 |
0.618 |
0.7801 |
HIGH |
0.7771 |
0.618 |
0.7753 |
0.500 |
0.7747 |
0.382 |
0.7741 |
LOW |
0.7723 |
0.618 |
0.7693 |
1.000 |
0.7675 |
1.618 |
0.7645 |
2.618 |
0.7597 |
4.250 |
0.7519 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7747 |
0.7736 |
PP |
0.7745 |
0.7732 |
S1 |
0.7742 |
0.7729 |
|