CME Canadian Dollar Future December 2015
| 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 |
0.7543 |
0.7591 |
0.0048 |
0.6% |
0.7537 |
| High |
0.7598 |
0.7648 |
0.0050 |
0.7% |
0.7599 |
| Low |
0.7543 |
0.7571 |
0.0028 |
0.4% |
0.7510 |
| Close |
0.7590 |
0.7644 |
0.0054 |
0.7% |
0.7539 |
| Range |
0.0055 |
0.0077 |
0.0022 |
40.0% |
0.0089 |
| ATR |
0.0067 |
0.0067 |
0.0001 |
1.1% |
0.0000 |
| Volume |
63,163 |
77,607 |
14,444 |
22.9% |
229,069 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7825 |
0.7686 |
|
| R3 |
0.7775 |
0.7748 |
0.7665 |
|
| R2 |
0.7698 |
0.7698 |
0.7658 |
|
| R1 |
0.7671 |
0.7671 |
0.7651 |
0.7685 |
| PP |
0.7621 |
0.7621 |
0.7621 |
0.7628 |
| S1 |
0.7594 |
0.7594 |
0.7637 |
0.7608 |
| S2 |
0.7544 |
0.7544 |
0.7630 |
|
| S3 |
0.7467 |
0.7517 |
0.7623 |
|
| S4 |
0.7390 |
0.7440 |
0.7602 |
|
|
| 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 |
0.7648 |
0.7510 |
0.0138 |
1.8% |
0.0049 |
0.6% |
97% |
True |
False |
61,877 |
| 10 |
0.7648 |
0.7510 |
0.0138 |
1.8% |
0.0062 |
0.8% |
97% |
True |
False |
47,042 |
| 20 |
0.7653 |
0.7487 |
0.0166 |
2.2% |
0.0073 |
1.0% |
95% |
False |
False |
24,609 |
| 40 |
0.7768 |
0.7487 |
0.0281 |
3.7% |
0.0068 |
0.9% |
56% |
False |
False |
12,507 |
| 60 |
0.8125 |
0.7487 |
0.0638 |
8.3% |
0.0065 |
0.9% |
25% |
False |
False |
8,447 |
| 80 |
0.8216 |
0.7487 |
0.0729 |
9.5% |
0.0062 |
0.8% |
22% |
False |
False |
6,381 |
| 100 |
0.8364 |
0.7487 |
0.0877 |
11.5% |
0.0058 |
0.8% |
18% |
False |
False |
5,111 |
| 120 |
0.8364 |
0.7487 |
0.0877 |
11.5% |
0.0055 |
0.7% |
18% |
False |
False |
4,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7975 |
|
2.618 |
0.7850 |
|
1.618 |
0.7773 |
|
1.000 |
0.7725 |
|
0.618 |
0.7696 |
|
HIGH |
0.7648 |
|
0.618 |
0.7619 |
|
0.500 |
0.7610 |
|
0.382 |
0.7600 |
|
LOW |
0.7571 |
|
0.618 |
0.7523 |
|
1.000 |
0.7494 |
|
1.618 |
0.7446 |
|
2.618 |
0.7369 |
|
4.250 |
0.7244 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7633 |
0.7626 |
| PP |
0.7621 |
0.7608 |
| S1 |
0.7610 |
0.7590 |
|