CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7520 |
0.7574 |
0.0054 |
0.7% |
0.7556 |
High |
0.7580 |
0.7599 |
0.0019 |
0.3% |
0.7616 |
Low |
0.7515 |
0.7540 |
0.0025 |
0.3% |
0.7507 |
Close |
0.7564 |
0.7549 |
-0.0015 |
-0.2% |
0.7543 |
Range |
0.0065 |
0.0059 |
-0.0006 |
-9.2% |
0.0109 |
ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
915 |
250 |
-665 |
-72.7% |
643 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7740 |
0.7703 |
0.7581 |
|
R3 |
0.7681 |
0.7644 |
0.7565 |
|
R2 |
0.7622 |
0.7622 |
0.7560 |
|
R1 |
0.7585 |
0.7585 |
0.7554 |
0.7574 |
PP |
0.7563 |
0.7563 |
0.7563 |
0.7557 |
S1 |
0.7526 |
0.7526 |
0.7544 |
0.7515 |
S2 |
0.7504 |
0.7504 |
0.7538 |
|
S3 |
0.7445 |
0.7467 |
0.7533 |
|
S4 |
0.7386 |
0.7408 |
0.7517 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7882 |
0.7822 |
0.7603 |
|
R3 |
0.7773 |
0.7713 |
0.7573 |
|
R2 |
0.7664 |
0.7664 |
0.7563 |
|
R1 |
0.7604 |
0.7604 |
0.7553 |
0.7580 |
PP |
0.7555 |
0.7555 |
0.7555 |
0.7543 |
S1 |
0.7495 |
0.7495 |
0.7533 |
0.7471 |
S2 |
0.7446 |
0.7446 |
0.7523 |
|
S3 |
0.7337 |
0.7386 |
0.7513 |
|
S4 |
0.7228 |
0.7277 |
0.7483 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7610 |
0.7507 |
0.0103 |
1.4% |
0.0067 |
0.9% |
41% |
False |
False |
307 |
10 |
0.7616 |
0.7493 |
0.0123 |
1.6% |
0.0068 |
0.9% |
46% |
False |
False |
198 |
20 |
0.7715 |
0.7490 |
0.0225 |
3.0% |
0.0069 |
0.9% |
26% |
False |
False |
132 |
40 |
0.7835 |
0.7490 |
0.0345 |
4.6% |
0.0055 |
0.7% |
17% |
False |
False |
73 |
60 |
0.8153 |
0.7490 |
0.0663 |
8.8% |
0.0041 |
0.5% |
9% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7850 |
2.618 |
0.7753 |
1.618 |
0.7694 |
1.000 |
0.7658 |
0.618 |
0.7635 |
HIGH |
0.7599 |
0.618 |
0.7576 |
0.500 |
0.7570 |
0.382 |
0.7563 |
LOW |
0.7540 |
0.618 |
0.7504 |
1.000 |
0.7481 |
1.618 |
0.7445 |
2.618 |
0.7386 |
4.250 |
0.7289 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7570 |
0.7557 |
PP |
0.7563 |
0.7554 |
S1 |
0.7556 |
0.7552 |
|