CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7574 |
0.7533 |
-0.0041 |
-0.5% |
0.7556 |
High |
0.7599 |
0.7584 |
-0.0015 |
-0.2% |
0.7616 |
Low |
0.7540 |
0.7523 |
-0.0017 |
-0.2% |
0.7507 |
Close |
0.7549 |
0.7567 |
0.0018 |
0.2% |
0.7543 |
Range |
0.0059 |
0.0061 |
0.0002 |
3.4% |
0.0109 |
ATR |
0.0067 |
0.0067 |
0.0000 |
-0.7% |
0.0000 |
Volume |
250 |
143 |
-107 |
-42.8% |
643 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7741 |
0.7715 |
0.7601 |
|
R3 |
0.7680 |
0.7654 |
0.7584 |
|
R2 |
0.7619 |
0.7619 |
0.7578 |
|
R1 |
0.7593 |
0.7593 |
0.7573 |
0.7606 |
PP |
0.7558 |
0.7558 |
0.7558 |
0.7565 |
S1 |
0.7532 |
0.7532 |
0.7561 |
0.7545 |
S2 |
0.7497 |
0.7497 |
0.7556 |
|
S3 |
0.7436 |
0.7471 |
0.7550 |
|
S4 |
0.7375 |
0.7410 |
0.7533 |
|
|
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 |
0.7515 |
0.0095 |
1.3% |
0.0066 |
0.9% |
55% |
False |
False |
322 |
10 |
0.7616 |
0.7507 |
0.0109 |
1.4% |
0.0069 |
0.9% |
55% |
False |
False |
204 |
20 |
0.7705 |
0.7490 |
0.0215 |
2.8% |
0.0067 |
0.9% |
36% |
False |
False |
136 |
40 |
0.7760 |
0.7490 |
0.0270 |
3.6% |
0.0053 |
0.7% |
29% |
False |
False |
77 |
60 |
0.8153 |
0.7490 |
0.0663 |
8.8% |
0.0042 |
0.6% |
12% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7843 |
2.618 |
0.7744 |
1.618 |
0.7683 |
1.000 |
0.7645 |
0.618 |
0.7622 |
HIGH |
0.7584 |
0.618 |
0.7561 |
0.500 |
0.7554 |
0.382 |
0.7546 |
LOW |
0.7523 |
0.618 |
0.7485 |
1.000 |
0.7462 |
1.618 |
0.7424 |
2.618 |
0.7363 |
4.250 |
0.7264 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7563 |
0.7564 |
PP |
0.7558 |
0.7560 |
S1 |
0.7554 |
0.7557 |
|