CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7774 |
0.7743 |
-0.0031 |
-0.4% |
0.7718 |
| High |
0.7779 |
0.7747 |
-0.0032 |
-0.4% |
0.7791 |
| Low |
0.7725 |
0.7672 |
-0.0053 |
-0.7% |
0.7643 |
| Close |
0.7743 |
0.7675 |
-0.0068 |
-0.9% |
0.7743 |
| Range |
0.0054 |
0.0075 |
0.0021 |
38.9% |
0.0148 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
1.0% |
0.0000 |
| Volume |
46,122 |
46,212 |
90 |
0.2% |
265,968 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7874 |
0.7716 |
|
| R3 |
0.7848 |
0.7799 |
0.7696 |
|
| R2 |
0.7773 |
0.7773 |
0.7689 |
|
| R1 |
0.7724 |
0.7724 |
0.7682 |
0.7711 |
| PP |
0.7698 |
0.7698 |
0.7698 |
0.7692 |
| S1 |
0.7649 |
0.7649 |
0.7668 |
0.7636 |
| S2 |
0.7623 |
0.7623 |
0.7661 |
|
| S3 |
0.7548 |
0.7574 |
0.7654 |
|
| S4 |
0.7473 |
0.7499 |
0.7634 |
|
|
| 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% |
0.0069 |
0.9% |
22% |
False |
False |
54,720 |
| 10 |
0.7791 |
0.7612 |
0.0179 |
2.3% |
0.0066 |
0.9% |
35% |
False |
False |
54,065 |
| 20 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0062 |
0.8% |
68% |
False |
False |
56,074 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0069 |
0.9% |
68% |
False |
False |
43,821 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0068 |
0.9% |
68% |
False |
False |
29,372 |
| 80 |
0.8107 |
0.7428 |
0.0679 |
8.8% |
0.0065 |
0.8% |
36% |
False |
False |
22,116 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.3% |
0.0063 |
0.8% |
31% |
False |
False |
17,722 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.2% |
0.0060 |
0.8% |
26% |
False |
False |
14,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8066 |
|
2.618 |
0.7943 |
|
1.618 |
0.7868 |
|
1.000 |
0.7822 |
|
0.618 |
0.7793 |
|
HIGH |
0.7747 |
|
0.618 |
0.7718 |
|
0.500 |
0.7710 |
|
0.382 |
0.7701 |
|
LOW |
0.7672 |
|
0.618 |
0.7626 |
|
1.000 |
0.7597 |
|
1.618 |
0.7551 |
|
2.618 |
0.7476 |
|
4.250 |
0.7353 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7710 |
0.7732 |
| PP |
0.7698 |
0.7713 |
| S1 |
0.7687 |
0.7694 |
|