CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7539 |
0.7602 |
0.0063 |
0.8% |
0.7497 |
| High |
0.7604 |
0.7652 |
0.0048 |
0.6% |
0.7604 |
| Low |
0.7539 |
0.7587 |
0.0048 |
0.6% |
0.7428 |
| Close |
0.7580 |
0.7644 |
0.0064 |
0.8% |
0.7580 |
| Range |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0176 |
| ATR |
0.0065 |
0.0065 |
0.0001 |
0.8% |
0.0000 |
| Volume |
55,327 |
51,370 |
-3,957 |
-7.2% |
294,876 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7823 |
0.7798 |
0.7680 |
|
| R3 |
0.7758 |
0.7733 |
0.7662 |
|
| R2 |
0.7693 |
0.7693 |
0.7656 |
|
| R1 |
0.7668 |
0.7668 |
0.7650 |
0.7681 |
| PP |
0.7628 |
0.7628 |
0.7628 |
0.7634 |
| S1 |
0.7603 |
0.7603 |
0.7638 |
0.7616 |
| S2 |
0.7563 |
0.7563 |
0.7632 |
|
| S3 |
0.7498 |
0.7538 |
0.7626 |
|
| S4 |
0.7433 |
0.7473 |
0.7608 |
|
|
| 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 |
0.7652 |
0.7428 |
0.0224 |
2.9% |
0.0062 |
0.8% |
96% |
True |
False |
60,723 |
| 10 |
0.7652 |
0.7428 |
0.0224 |
2.9% |
0.0058 |
0.8% |
96% |
True |
False |
58,083 |
| 20 |
0.7683 |
0.7428 |
0.0255 |
3.3% |
0.0061 |
0.8% |
85% |
False |
False |
58,991 |
| 40 |
0.7710 |
0.7428 |
0.0282 |
3.7% |
0.0070 |
0.9% |
77% |
False |
False |
30,445 |
| 60 |
0.7868 |
0.7428 |
0.0440 |
5.8% |
0.0065 |
0.9% |
49% |
False |
False |
20,429 |
| 80 |
0.8216 |
0.7428 |
0.0788 |
10.3% |
0.0063 |
0.8% |
27% |
False |
False |
15,370 |
| 100 |
0.8349 |
0.7428 |
0.0921 |
12.0% |
0.0061 |
0.8% |
23% |
False |
False |
12,327 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.2% |
0.0058 |
0.8% |
23% |
False |
False |
10,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7928 |
|
2.618 |
0.7822 |
|
1.618 |
0.7757 |
|
1.000 |
0.7717 |
|
0.618 |
0.7692 |
|
HIGH |
0.7652 |
|
0.618 |
0.7627 |
|
0.500 |
0.7620 |
|
0.382 |
0.7612 |
|
LOW |
0.7587 |
|
0.618 |
0.7547 |
|
1.000 |
0.7522 |
|
1.618 |
0.7482 |
|
2.618 |
0.7417 |
|
4.250 |
0.7311 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7636 |
0.7621 |
| PP |
0.7628 |
0.7599 |
| S1 |
0.7620 |
0.7576 |
|