CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7682 |
0.7718 |
0.0036 |
0.5% |
0.7602 |
| High |
0.7758 |
0.7748 |
-0.0010 |
-0.1% |
0.7758 |
| Low |
0.7681 |
0.7683 |
0.0002 |
0.0% |
0.7587 |
| Close |
0.7722 |
0.7710 |
-0.0012 |
-0.2% |
0.7722 |
| Range |
0.0077 |
0.0065 |
-0.0012 |
-15.6% |
0.0171 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0000 |
| Volume |
58,842 |
38,580 |
-20,262 |
-34.4% |
279,842 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7874 |
0.7746 |
|
| R3 |
0.7844 |
0.7809 |
0.7728 |
|
| R2 |
0.7779 |
0.7779 |
0.7722 |
|
| R1 |
0.7744 |
0.7744 |
0.7716 |
0.7729 |
| PP |
0.7714 |
0.7714 |
0.7714 |
0.7706 |
| S1 |
0.7679 |
0.7679 |
0.7704 |
0.7664 |
| S2 |
0.7649 |
0.7649 |
0.7698 |
|
| S3 |
0.7584 |
0.7614 |
0.7692 |
|
| S4 |
0.7519 |
0.7549 |
0.7674 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8202 |
0.8133 |
0.7816 |
|
| R3 |
0.8031 |
0.7962 |
0.7769 |
|
| R2 |
0.7860 |
0.7860 |
0.7753 |
|
| R1 |
0.7791 |
0.7791 |
0.7738 |
0.7826 |
| PP |
0.7689 |
0.7689 |
0.7689 |
0.7706 |
| S1 |
0.7620 |
0.7620 |
0.7706 |
0.7655 |
| S2 |
0.7518 |
0.7518 |
0.7691 |
|
| S3 |
0.7347 |
0.7449 |
0.7675 |
|
| S4 |
0.7176 |
0.7278 |
0.7628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7758 |
0.7612 |
0.0146 |
1.9% |
0.0064 |
0.8% |
67% |
False |
False |
53,410 |
| 10 |
0.7758 |
0.7428 |
0.0330 |
4.3% |
0.0063 |
0.8% |
85% |
False |
False |
57,066 |
| 20 |
0.7758 |
0.7428 |
0.0330 |
4.3% |
0.0062 |
0.8% |
85% |
False |
False |
58,517 |
| 40 |
0.7758 |
0.7428 |
0.0330 |
4.3% |
0.0068 |
0.9% |
85% |
False |
False |
37,060 |
| 60 |
0.7768 |
0.7428 |
0.0340 |
4.4% |
0.0066 |
0.9% |
83% |
False |
False |
24,836 |
| 80 |
0.8178 |
0.7428 |
0.0750 |
9.7% |
0.0065 |
0.8% |
38% |
False |
False |
18,702 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.2% |
0.0062 |
0.8% |
36% |
False |
False |
14,996 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.1% |
0.0059 |
0.8% |
30% |
False |
False |
12,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7918 |
|
1.618 |
0.7853 |
|
1.000 |
0.7813 |
|
0.618 |
0.7788 |
|
HIGH |
0.7748 |
|
0.618 |
0.7723 |
|
0.500 |
0.7716 |
|
0.382 |
0.7708 |
|
LOW |
0.7683 |
|
0.618 |
0.7643 |
|
1.000 |
0.7618 |
|
1.618 |
0.7578 |
|
2.618 |
0.7513 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7716 |
0.7707 |
| PP |
0.7714 |
0.7705 |
| S1 |
0.7712 |
0.7702 |
|