CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7501 |
0.7539 |
0.0038 |
0.5% |
0.7497 |
| High |
0.7564 |
0.7604 |
0.0040 |
0.5% |
0.7604 |
| Low |
0.7500 |
0.7539 |
0.0039 |
0.5% |
0.7428 |
| Close |
0.7541 |
0.7580 |
0.0039 |
0.5% |
0.7580 |
| Range |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0176 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0000 |
| Volume |
73,670 |
55,327 |
-18,343 |
-24.9% |
294,876 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7769 |
0.7740 |
0.7616 |
|
| R3 |
0.7704 |
0.7675 |
0.7598 |
|
| R2 |
0.7639 |
0.7639 |
0.7592 |
|
| R1 |
0.7610 |
0.7610 |
0.7586 |
0.7625 |
| PP |
0.7574 |
0.7574 |
0.7574 |
0.7582 |
| S1 |
0.7545 |
0.7545 |
0.7574 |
0.7560 |
| S2 |
0.7509 |
0.7509 |
0.7568 |
|
| S3 |
0.7444 |
0.7480 |
0.7562 |
|
| S4 |
0.7379 |
0.7415 |
0.7544 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8065 |
0.7999 |
0.7677 |
|
| R3 |
0.7889 |
0.7823 |
0.7628 |
|
| R2 |
0.7713 |
0.7713 |
0.7612 |
|
| R1 |
0.7647 |
0.7647 |
0.7596 |
0.7680 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7554 |
| S1 |
0.7471 |
0.7471 |
0.7564 |
0.7504 |
| S2 |
0.7361 |
0.7361 |
0.7548 |
|
| S3 |
0.7185 |
0.7295 |
0.7532 |
|
| S4 |
0.7009 |
0.7119 |
0.7483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7604 |
0.7428 |
0.0176 |
2.3% |
0.0058 |
0.8% |
86% |
True |
False |
58,975 |
| 10 |
0.7604 |
0.7428 |
0.0176 |
2.3% |
0.0057 |
0.7% |
86% |
True |
False |
58,542 |
| 20 |
0.7683 |
0.7428 |
0.0255 |
3.4% |
0.0061 |
0.8% |
60% |
False |
False |
56,764 |
| 40 |
0.7710 |
0.7428 |
0.0282 |
3.7% |
0.0071 |
0.9% |
54% |
False |
False |
29,165 |
| 60 |
0.7885 |
0.7428 |
0.0457 |
6.0% |
0.0065 |
0.9% |
33% |
False |
False |
19,579 |
| 80 |
0.8216 |
0.7428 |
0.0788 |
10.4% |
0.0063 |
0.8% |
19% |
False |
False |
14,735 |
| 100 |
0.8364 |
0.7428 |
0.0936 |
12.3% |
0.0061 |
0.8% |
16% |
False |
False |
11,814 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.3% |
0.0058 |
0.8% |
16% |
False |
False |
9,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7774 |
|
1.618 |
0.7709 |
|
1.000 |
0.7669 |
|
0.618 |
0.7644 |
|
HIGH |
0.7604 |
|
0.618 |
0.7579 |
|
0.500 |
0.7572 |
|
0.382 |
0.7564 |
|
LOW |
0.7539 |
|
0.618 |
0.7499 |
|
1.000 |
0.7474 |
|
1.618 |
0.7434 |
|
2.618 |
0.7369 |
|
4.250 |
0.7263 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7577 |
0.7561 |
| PP |
0.7574 |
0.7542 |
| S1 |
0.7572 |
0.7524 |
|