CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7544 |
0.7530 |
-0.0014 |
-0.2% |
0.7537 |
| High |
0.7562 |
0.7554 |
-0.0008 |
-0.1% |
0.7683 |
| Low |
0.7516 |
0.7482 |
-0.0034 |
-0.5% |
0.7527 |
| Close |
0.7537 |
0.7496 |
-0.0041 |
-0.5% |
0.7589 |
| Range |
0.0046 |
0.0072 |
0.0026 |
56.5% |
0.0156 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.4% |
0.0000 |
| Volume |
45,323 |
75,352 |
30,029 |
66.3% |
313,956 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7727 |
0.7683 |
0.7536 |
|
| R3 |
0.7655 |
0.7611 |
0.7516 |
|
| R2 |
0.7583 |
0.7583 |
0.7509 |
|
| R1 |
0.7539 |
0.7539 |
0.7503 |
0.7525 |
| PP |
0.7511 |
0.7511 |
0.7511 |
0.7504 |
| S1 |
0.7467 |
0.7467 |
0.7489 |
0.7453 |
| S2 |
0.7439 |
0.7439 |
0.7483 |
|
| S3 |
0.7367 |
0.7395 |
0.7476 |
|
| S4 |
0.7295 |
0.7323 |
0.7456 |
|
|
| 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 |
0.7482 |
0.0201 |
2.7% |
0.0075 |
1.0% |
7% |
False |
True |
67,880 |
| 10 |
0.7683 |
0.7482 |
0.0201 |
2.7% |
0.0061 |
0.8% |
7% |
False |
True |
63,676 |
| 20 |
0.7683 |
0.7482 |
0.0201 |
2.7% |
0.0069 |
0.9% |
7% |
False |
True |
37,255 |
| 40 |
0.7768 |
0.7482 |
0.0286 |
3.8% |
0.0071 |
0.9% |
5% |
False |
True |
19,014 |
| 60 |
0.8072 |
0.7482 |
0.0590 |
7.9% |
0.0066 |
0.9% |
2% |
False |
True |
12,805 |
| 80 |
0.8216 |
0.7482 |
0.0734 |
9.8% |
0.0063 |
0.8% |
2% |
False |
True |
9,639 |
| 100 |
0.8364 |
0.7482 |
0.0882 |
11.8% |
0.0060 |
0.8% |
2% |
False |
True |
7,728 |
| 120 |
0.8364 |
0.7482 |
0.0882 |
11.8% |
0.0056 |
0.8% |
2% |
False |
True |
6,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7860 |
|
2.618 |
0.7742 |
|
1.618 |
0.7670 |
|
1.000 |
0.7626 |
|
0.618 |
0.7598 |
|
HIGH |
0.7554 |
|
0.618 |
0.7526 |
|
0.500 |
0.7518 |
|
0.382 |
0.7510 |
|
LOW |
0.7482 |
|
0.618 |
0.7438 |
|
1.000 |
0.7410 |
|
1.618 |
0.7366 |
|
2.618 |
0.7294 |
|
4.250 |
0.7176 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7518 |
0.7536 |
| PP |
0.7511 |
0.7522 |
| S1 |
0.7503 |
0.7509 |
|