CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7591 |
0.7584 |
-0.0007 |
-0.1% |
0.7537 |
| High |
0.7648 |
0.7683 |
0.0035 |
0.5% |
0.7683 |
| Low |
0.7571 |
0.7557 |
-0.0014 |
-0.2% |
0.7527 |
| Close |
0.7644 |
0.7589 |
-0.0055 |
-0.7% |
0.7589 |
| Range |
0.0077 |
0.0126 |
0.0049 |
63.6% |
0.0156 |
| ATR |
0.0067 |
0.0072 |
0.0004 |
6.2% |
0.0000 |
| Volume |
77,607 |
85,155 |
7,548 |
9.7% |
313,956 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7914 |
0.7658 |
|
| R3 |
0.7862 |
0.7788 |
0.7624 |
|
| R2 |
0.7736 |
0.7736 |
0.7612 |
|
| R1 |
0.7662 |
0.7662 |
0.7601 |
0.7699 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7628 |
| S1 |
0.7536 |
0.7536 |
0.7577 |
0.7573 |
| S2 |
0.7484 |
0.7484 |
0.7566 |
|
| S3 |
0.7358 |
0.7410 |
0.7554 |
|
| S4 |
0.7232 |
0.7284 |
0.7520 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.7984 |
0.7675 |
|
| R3 |
0.7912 |
0.7828 |
0.7632 |
|
| R2 |
0.7756 |
0.7756 |
0.7618 |
|
| R1 |
0.7672 |
0.7672 |
0.7603 |
0.7714 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7621 |
| S1 |
0.7516 |
0.7516 |
0.7575 |
0.7558 |
| S2 |
0.7444 |
0.7444 |
0.7560 |
|
| S3 |
0.7288 |
0.7360 |
0.7546 |
|
| S4 |
0.7132 |
0.7204 |
0.7503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7683 |
0.7527 |
0.0156 |
2.1% |
0.0064 |
0.8% |
40% |
True |
False |
62,791 |
| 10 |
0.7683 |
0.7510 |
0.0173 |
2.3% |
0.0065 |
0.9% |
46% |
True |
False |
54,985 |
| 20 |
0.7683 |
0.7487 |
0.0196 |
2.6% |
0.0076 |
1.0% |
52% |
True |
False |
28,798 |
| 40 |
0.7768 |
0.7487 |
0.0281 |
3.7% |
0.0070 |
0.9% |
36% |
False |
False |
14,630 |
| 60 |
0.8107 |
0.7487 |
0.0620 |
8.2% |
0.0066 |
0.9% |
16% |
False |
False |
9,866 |
| 80 |
0.8216 |
0.7487 |
0.0729 |
9.6% |
0.0063 |
0.8% |
14% |
False |
False |
7,438 |
| 100 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0059 |
0.8% |
12% |
False |
False |
5,963 |
| 120 |
0.8364 |
0.7487 |
0.0877 |
11.6% |
0.0056 |
0.7% |
12% |
False |
False |
4,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8219 |
|
2.618 |
0.8013 |
|
1.618 |
0.7887 |
|
1.000 |
0.7809 |
|
0.618 |
0.7761 |
|
HIGH |
0.7683 |
|
0.618 |
0.7635 |
|
0.500 |
0.7620 |
|
0.382 |
0.7605 |
|
LOW |
0.7557 |
|
0.618 |
0.7479 |
|
1.000 |
0.7431 |
|
1.618 |
0.7353 |
|
2.618 |
0.7227 |
|
4.250 |
0.7022 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7620 |
0.7613 |
| PP |
0.7610 |
0.7605 |
| S1 |
0.7599 |
0.7597 |
|