CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7533 |
0.7540 |
0.0007 |
0.1% |
0.7520 |
| High |
0.7584 |
0.7542 |
-0.0042 |
-0.6% |
0.7599 |
| Low |
0.7523 |
0.7513 |
-0.0010 |
-0.1% |
0.7513 |
| Close |
0.7567 |
0.7538 |
-0.0029 |
-0.4% |
0.7538 |
| Range |
0.0061 |
0.0029 |
-0.0032 |
-52.5% |
0.0086 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
143 |
198 |
55 |
38.5% |
1,506 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7618 |
0.7607 |
0.7554 |
|
| R3 |
0.7589 |
0.7578 |
0.7546 |
|
| R2 |
0.7560 |
0.7560 |
0.7543 |
|
| R1 |
0.7549 |
0.7549 |
0.7541 |
0.7540 |
| PP |
0.7531 |
0.7531 |
0.7531 |
0.7527 |
| S1 |
0.7520 |
0.7520 |
0.7535 |
0.7511 |
| S2 |
0.7502 |
0.7502 |
0.7533 |
|
| S3 |
0.7473 |
0.7491 |
0.7530 |
|
| S4 |
0.7444 |
0.7462 |
0.7522 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7808 |
0.7759 |
0.7585 |
|
| R3 |
0.7722 |
0.7673 |
0.7562 |
|
| R2 |
0.7636 |
0.7636 |
0.7554 |
|
| R1 |
0.7587 |
0.7587 |
0.7546 |
0.7612 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7562 |
| S1 |
0.7501 |
0.7501 |
0.7530 |
0.7526 |
| S2 |
0.7464 |
0.7464 |
0.7522 |
|
| S3 |
0.7378 |
0.7415 |
0.7514 |
|
| S4 |
0.7292 |
0.7329 |
0.7491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7599 |
0.7513 |
0.0086 |
1.1% |
0.0055 |
0.7% |
29% |
False |
True |
336 |
| 10 |
0.7616 |
0.7507 |
0.0109 |
1.4% |
0.0067 |
0.9% |
28% |
False |
False |
220 |
| 20 |
0.7676 |
0.7490 |
0.0186 |
2.5% |
0.0065 |
0.9% |
26% |
False |
False |
146 |
| 40 |
0.7760 |
0.7490 |
0.0270 |
3.6% |
0.0054 |
0.7% |
18% |
False |
False |
81 |
| 60 |
0.8149 |
0.7490 |
0.0659 |
8.7% |
0.0043 |
0.6% |
7% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7665 |
|
2.618 |
0.7618 |
|
1.618 |
0.7589 |
|
1.000 |
0.7571 |
|
0.618 |
0.7560 |
|
HIGH |
0.7542 |
|
0.618 |
0.7531 |
|
0.500 |
0.7528 |
|
0.382 |
0.7524 |
|
LOW |
0.7513 |
|
0.618 |
0.7495 |
|
1.000 |
0.7484 |
|
1.618 |
0.7466 |
|
2.618 |
0.7437 |
|
4.250 |
0.7390 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7535 |
0.7556 |
| PP |
0.7531 |
0.7550 |
| S1 |
0.7528 |
0.7544 |
|