CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7497 |
-0.0002 |
0.0% |
0.7561 |
| High |
0.7517 |
0.7505 |
-0.0012 |
-0.2% |
0.7589 |
| Low |
0.7484 |
0.7460 |
-0.0024 |
-0.3% |
0.7450 |
| Close |
0.7500 |
0.7467 |
-0.0033 |
-0.4% |
0.7500 |
| Range |
0.0033 |
0.0045 |
0.0012 |
36.4% |
0.0139 |
| ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
50,221 |
42,630 |
-7,591 |
-15.1% |
290,549 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7585 |
0.7492 |
|
| R3 |
0.7567 |
0.7540 |
0.7479 |
|
| R2 |
0.7522 |
0.7522 |
0.7475 |
|
| R1 |
0.7495 |
0.7495 |
0.7471 |
0.7486 |
| PP |
0.7477 |
0.7477 |
0.7477 |
0.7473 |
| S1 |
0.7450 |
0.7450 |
0.7463 |
0.7441 |
| S2 |
0.7432 |
0.7432 |
0.7459 |
|
| S3 |
0.7387 |
0.7405 |
0.7455 |
|
| S4 |
0.7342 |
0.7360 |
0.7442 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7930 |
0.7854 |
0.7576 |
|
| R3 |
0.7791 |
0.7715 |
0.7538 |
|
| R2 |
0.7652 |
0.7652 |
0.7525 |
|
| R1 |
0.7576 |
0.7576 |
0.7513 |
0.7545 |
| PP |
0.7513 |
0.7513 |
0.7513 |
0.7497 |
| S1 |
0.7437 |
0.7437 |
0.7487 |
0.7406 |
| S2 |
0.7374 |
0.7374 |
0.7475 |
|
| S3 |
0.7235 |
0.7298 |
0.7462 |
|
| S4 |
0.7096 |
0.7159 |
0.7424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7562 |
0.7450 |
0.0112 |
1.5% |
0.0053 |
0.7% |
15% |
False |
False |
55,443 |
| 10 |
0.7683 |
0.7450 |
0.0233 |
3.1% |
0.0061 |
0.8% |
7% |
False |
False |
59,968 |
| 20 |
0.7683 |
0.7450 |
0.0233 |
3.1% |
0.0067 |
0.9% |
7% |
False |
False |
44,936 |
| 40 |
0.7710 |
0.7450 |
0.0260 |
3.5% |
0.0069 |
0.9% |
7% |
False |
False |
22,904 |
| 60 |
0.7952 |
0.7450 |
0.0502 |
6.7% |
0.0065 |
0.9% |
3% |
False |
False |
15,402 |
| 80 |
0.8216 |
0.7450 |
0.0766 |
10.3% |
0.0063 |
0.8% |
2% |
False |
False |
11,587 |
| 100 |
0.8364 |
0.7450 |
0.0914 |
12.2% |
0.0060 |
0.8% |
2% |
False |
False |
9,293 |
| 120 |
0.8364 |
0.7450 |
0.0914 |
12.2% |
0.0057 |
0.8% |
2% |
False |
False |
7,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7696 |
|
2.618 |
0.7623 |
|
1.618 |
0.7578 |
|
1.000 |
0.7550 |
|
0.618 |
0.7533 |
|
HIGH |
0.7505 |
|
0.618 |
0.7488 |
|
0.500 |
0.7483 |
|
0.382 |
0.7477 |
|
LOW |
0.7460 |
|
0.618 |
0.7432 |
|
1.000 |
0.7415 |
|
1.618 |
0.7387 |
|
2.618 |
0.7342 |
|
4.250 |
0.7269 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7483 |
0.7486 |
| PP |
0.7477 |
0.7479 |
| S1 |
0.7472 |
0.7473 |
|