CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7611 |
0.7635 |
0.0024 |
0.3% |
0.7743 |
| High |
0.7640 |
0.7666 |
0.0026 |
0.3% |
0.7747 |
| Low |
0.7596 |
0.7573 |
-0.0023 |
-0.3% |
0.7573 |
| Close |
0.7631 |
0.7583 |
-0.0048 |
-0.6% |
0.7583 |
| Range |
0.0044 |
0.0093 |
0.0049 |
111.4% |
0.0174 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.7% |
0.0000 |
| Volume |
56,841 |
75,642 |
18,801 |
33.1% |
308,294 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7886 |
0.7828 |
0.7634 |
|
| R3 |
0.7793 |
0.7735 |
0.7609 |
|
| R2 |
0.7700 |
0.7700 |
0.7600 |
|
| R1 |
0.7642 |
0.7642 |
0.7592 |
0.7625 |
| PP |
0.7607 |
0.7607 |
0.7607 |
0.7599 |
| S1 |
0.7549 |
0.7549 |
0.7574 |
0.7532 |
| S2 |
0.7514 |
0.7514 |
0.7566 |
|
| S3 |
0.7421 |
0.7456 |
0.7557 |
|
| S4 |
0.7328 |
0.7363 |
0.7532 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8156 |
0.8044 |
0.7679 |
|
| R3 |
0.7982 |
0.7870 |
0.7631 |
|
| R2 |
0.7808 |
0.7808 |
0.7615 |
|
| R1 |
0.7696 |
0.7696 |
0.7599 |
0.7665 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7619 |
| S1 |
0.7522 |
0.7522 |
0.7567 |
0.7491 |
| S2 |
0.7460 |
0.7460 |
0.7551 |
|
| S3 |
0.7286 |
0.7348 |
0.7535 |
|
| S4 |
0.7112 |
0.7174 |
0.7487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7747 |
0.7573 |
0.0174 |
2.3% |
0.0076 |
1.0% |
6% |
False |
True |
61,658 |
| 10 |
0.7791 |
0.7573 |
0.0218 |
2.9% |
0.0072 |
0.9% |
5% |
False |
True |
57,426 |
| 20 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
43% |
False |
False |
57,449 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0067 |
0.9% |
43% |
False |
False |
50,146 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0069 |
0.9% |
43% |
False |
False |
33,711 |
| 80 |
0.7958 |
0.7428 |
0.0530 |
7.0% |
0.0065 |
0.9% |
29% |
False |
False |
25,383 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.4% |
0.0063 |
0.8% |
20% |
False |
False |
20,333 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.3% |
0.0061 |
0.8% |
17% |
False |
False |
16,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8061 |
|
2.618 |
0.7909 |
|
1.618 |
0.7816 |
|
1.000 |
0.7759 |
|
0.618 |
0.7723 |
|
HIGH |
0.7666 |
|
0.618 |
0.7630 |
|
0.500 |
0.7620 |
|
0.382 |
0.7609 |
|
LOW |
0.7573 |
|
0.618 |
0.7516 |
|
1.000 |
0.7480 |
|
1.618 |
0.7423 |
|
2.618 |
0.7330 |
|
4.250 |
0.7178 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7620 |
0.7641 |
| PP |
0.7607 |
0.7621 |
| S1 |
0.7595 |
0.7602 |
|