CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7672 |
0.7653 |
-0.0019 |
-0.2% |
0.7497 |
| High |
0.7706 |
0.7702 |
-0.0004 |
-0.1% |
0.7604 |
| Low |
0.7647 |
0.7646 |
-0.0001 |
0.0% |
0.7428 |
| Close |
0.7654 |
0.7686 |
0.0032 |
0.4% |
0.7580 |
| Range |
0.0059 |
0.0056 |
-0.0003 |
-5.1% |
0.0176 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
65,563 |
52,770 |
-12,793 |
-19.5% |
294,876 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7846 |
0.7822 |
0.7717 |
|
| R3 |
0.7790 |
0.7766 |
0.7701 |
|
| R2 |
0.7734 |
0.7734 |
0.7696 |
|
| R1 |
0.7710 |
0.7710 |
0.7691 |
0.7722 |
| PP |
0.7678 |
0.7678 |
0.7678 |
0.7684 |
| S1 |
0.7654 |
0.7654 |
0.7681 |
0.7666 |
| S2 |
0.7622 |
0.7622 |
0.7676 |
|
| S3 |
0.7566 |
0.7598 |
0.7671 |
|
| S4 |
0.7510 |
0.7542 |
0.7655 |
|
|
| 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 |
0.7706 |
0.7539 |
0.0167 |
2.2% |
0.0061 |
0.8% |
88% |
False |
False |
55,265 |
| 10 |
0.7706 |
0.7428 |
0.0278 |
3.6% |
0.0057 |
0.7% |
93% |
False |
False |
56,609 |
| 20 |
0.7706 |
0.7428 |
0.0278 |
3.6% |
0.0059 |
0.8% |
93% |
False |
False |
60,048 |
| 40 |
0.7710 |
0.7428 |
0.0282 |
3.7% |
0.0067 |
0.9% |
91% |
False |
False |
34,657 |
| 60 |
0.7768 |
0.7428 |
0.0340 |
4.4% |
0.0064 |
0.8% |
76% |
False |
False |
23,242 |
| 80 |
0.8216 |
0.7428 |
0.0788 |
10.3% |
0.0064 |
0.8% |
33% |
False |
False |
17,485 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.3% |
0.0061 |
0.8% |
33% |
False |
False |
14,022 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.2% |
0.0058 |
0.8% |
28% |
False |
False |
11,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7940 |
|
2.618 |
0.7849 |
|
1.618 |
0.7793 |
|
1.000 |
0.7758 |
|
0.618 |
0.7737 |
|
HIGH |
0.7702 |
|
0.618 |
0.7681 |
|
0.500 |
0.7674 |
|
0.382 |
0.7667 |
|
LOW |
0.7646 |
|
0.618 |
0.7611 |
|
1.000 |
0.7590 |
|
1.618 |
0.7555 |
|
2.618 |
0.7499 |
|
4.250 |
0.7408 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7682 |
0.7677 |
| PP |
0.7678 |
0.7668 |
| S1 |
0.7674 |
0.7659 |
|