CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7734 |
0.7774 |
0.0040 |
0.5% |
0.7718 |
High |
0.7791 |
0.7779 |
-0.0012 |
-0.2% |
0.7791 |
Low |
0.7721 |
0.7725 |
0.0004 |
0.1% |
0.7643 |
Close |
0.7783 |
0.7743 |
-0.0040 |
-0.5% |
0.7743 |
Range |
0.0070 |
0.0054 |
-0.0016 |
-22.9% |
0.0148 |
ATR |
0.0066 |
0.0066 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
67,983 |
46,122 |
-21,861 |
-32.2% |
265,968 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7911 |
0.7881 |
0.7773 |
|
R3 |
0.7857 |
0.7827 |
0.7758 |
|
R2 |
0.7803 |
0.7803 |
0.7753 |
|
R1 |
0.7773 |
0.7773 |
0.7748 |
0.7761 |
PP |
0.7749 |
0.7749 |
0.7749 |
0.7743 |
S1 |
0.7719 |
0.7719 |
0.7738 |
0.7707 |
S2 |
0.7695 |
0.7695 |
0.7733 |
|
S3 |
0.7641 |
0.7665 |
0.7728 |
|
S4 |
0.7587 |
0.7611 |
0.7713 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8170 |
0.8104 |
0.7824 |
|
R3 |
0.8022 |
0.7956 |
0.7784 |
|
R2 |
0.7874 |
0.7874 |
0.7770 |
|
R1 |
0.7808 |
0.7808 |
0.7757 |
0.7841 |
PP |
0.7726 |
0.7726 |
0.7726 |
0.7742 |
S1 |
0.7660 |
0.7660 |
0.7729 |
0.7693 |
S2 |
0.7578 |
0.7578 |
0.7716 |
|
S3 |
0.7430 |
0.7512 |
0.7702 |
|
S4 |
0.7282 |
0.7364 |
0.7662 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7791 |
0.7643 |
0.0148 |
1.9% |
0.0067 |
0.9% |
68% |
False |
False |
53,193 |
10 |
0.7791 |
0.7587 |
0.0204 |
2.6% |
0.0065 |
0.8% |
76% |
False |
False |
54,581 |
20 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0061 |
0.8% |
87% |
False |
False |
56,561 |
40 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0068 |
0.9% |
87% |
False |
False |
42,680 |
60 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0067 |
0.9% |
87% |
False |
False |
28,607 |
80 |
0.8107 |
0.7428 |
0.0679 |
8.8% |
0.0065 |
0.8% |
46% |
False |
False |
21,540 |
100 |
0.8216 |
0.7428 |
0.0788 |
10.2% |
0.0063 |
0.8% |
40% |
False |
False |
17,263 |
120 |
0.8364 |
0.7428 |
0.0936 |
12.1% |
0.0059 |
0.8% |
34% |
False |
False |
14,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8009 |
2.618 |
0.7920 |
1.618 |
0.7866 |
1.000 |
0.7833 |
0.618 |
0.7812 |
HIGH |
0.7779 |
0.618 |
0.7758 |
0.500 |
0.7752 |
0.382 |
0.7746 |
LOW |
0.7725 |
0.618 |
0.7692 |
1.000 |
0.7671 |
1.618 |
0.7638 |
2.618 |
0.7584 |
4.250 |
0.7496 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7752 |
0.7739 |
PP |
0.7749 |
0.7735 |
S1 |
0.7746 |
0.7731 |
|