CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7461 |
0.7446 |
-0.0015 |
-0.2% |
0.7561 |
| High |
0.7475 |
0.7512 |
0.0037 |
0.5% |
0.7589 |
| Low |
0.7428 |
0.7443 |
0.0015 |
0.2% |
0.7450 |
| Close |
0.7446 |
0.7488 |
0.0042 |
0.6% |
0.7500 |
| Range |
0.0047 |
0.0069 |
0.0022 |
46.8% |
0.0139 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.6% |
0.0000 |
| Volume |
59,664 |
63,585 |
3,921 |
6.6% |
290,549 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7657 |
0.7526 |
|
| R3 |
0.7619 |
0.7588 |
0.7507 |
|
| R2 |
0.7550 |
0.7550 |
0.7501 |
|
| R1 |
0.7519 |
0.7519 |
0.7494 |
0.7535 |
| PP |
0.7481 |
0.7481 |
0.7481 |
0.7489 |
| S1 |
0.7450 |
0.7450 |
0.7482 |
0.7466 |
| S2 |
0.7412 |
0.7412 |
0.7475 |
|
| S3 |
0.7343 |
0.7381 |
0.7469 |
|
| S4 |
0.7274 |
0.7312 |
0.7450 |
|
|
| 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 |
0.7521 |
0.7428 |
0.0093 |
1.2% |
0.0053 |
0.7% |
65% |
False |
False |
55,958 |
| 10 |
0.7683 |
0.7428 |
0.0255 |
3.4% |
0.0064 |
0.9% |
24% |
False |
False |
61,919 |
| 20 |
0.7683 |
0.7428 |
0.0255 |
3.4% |
0.0062 |
0.8% |
24% |
False |
False |
50,887 |
| 40 |
0.7710 |
0.7428 |
0.0282 |
3.8% |
0.0070 |
0.9% |
21% |
False |
False |
25,970 |
| 60 |
0.7885 |
0.7428 |
0.0457 |
6.1% |
0.0064 |
0.9% |
13% |
False |
False |
17,442 |
| 80 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0063 |
0.8% |
8% |
False |
False |
13,125 |
| 100 |
0.8364 |
0.7428 |
0.0936 |
12.5% |
0.0060 |
0.8% |
6% |
False |
False |
10,525 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.5% |
0.0057 |
0.8% |
6% |
False |
False |
8,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7805 |
|
2.618 |
0.7693 |
|
1.618 |
0.7624 |
|
1.000 |
0.7581 |
|
0.618 |
0.7555 |
|
HIGH |
0.7512 |
|
0.618 |
0.7486 |
|
0.500 |
0.7478 |
|
0.382 |
0.7469 |
|
LOW |
0.7443 |
|
0.618 |
0.7400 |
|
1.000 |
0.7374 |
|
1.618 |
0.7331 |
|
2.618 |
0.7262 |
|
4.250 |
0.7150 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7485 |
0.7482 |
| PP |
0.7481 |
0.7476 |
| S1 |
0.7478 |
0.7470 |
|